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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+4.7%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$8.13B
AUM Growth
-$502M
Cap. Flow
-$3.25B
Cap. Flow %
-39.92%
Top 10 Hldgs %
28.62%
Holding
493
New
107
Increased
73
Reduced
39
Closed
49

Top Buys

Rank Stock Value
1
ANDV
Andeavor
ANDV
+$161M
2
VVC
Vectren Corporation
VVC
+$81.9M
3
ESRX
Express Scripts Holding Company
ESRX
+$79.2M
4
PAY
Verifone Systems Inc
PAY
+$75.4M
5
ILG
ILG, Inc Common Stock
ILG
+$72.2M

Top Sells

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$211M
2
MON
Monsanto Co
MON
+$195M
3
OA
Orbital ATK, Inc.
OA
+$179M
4
CSRA
CSRA Inc.
CSRA
+$145M
5
WR
Westar Energy Inc
WR
+$132M

Sector Composition

Rank Sector Weight
1 Technology 12.96%
2 Energy 6.43%
3 Financials 5.68%
4 Healthcare 5.5%
5 Utilities 4.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DMTK
126
DELISTED
DermTech, Inc. Common Stock
DMTK
$3.48M 0.04%
174,750
-150,000
-46% -$2.98M
T icon
127
AT&T
T
$165B
$3.41M 0.04%
+140,635
New +$3.53M
TSLA icon
128
Tesla
TSLA
$1.24T
$3.11M 0.04%
+135,885
New +$2.76M
DOTA
129
DELISTED
Draper Oakwood Technology Acquisition, Inc. Class A Common Stock
DOTA
$3.02M 0.04%
303,100
– –
CTWS
130
DELISTED
Connecticut Water Service Inc
CTWS
$2.98M 0.04%
45,559
+13,141
+41% +$856K
HCCHU
131
DELISTED
HL Acquisitions Corp. Unit
HCCHU
$2.71M 0.03%
+270,000
New +$2.72M
WDC icon
132
Western Digital
WDC
$179B
$2.48M 0.03%
+42,348
New +$2.69M
KNTK icon
133
Kinetik
KNTK
$3.71B
$2.45M 0.03%
25,000
– –
BFI
134
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$2.43M 0.03%
250,000
– –
NWSA icon
135
News Corp Class A
NWSA
$14.5B
$2.3M 0.03%
148,243
-72,482
-33% -$1.14M
SJIU
136
DELISTED
South Jersey Industries, Inc.
SJIU
$2.29M 0.03%
+41,200
New +$2.2M
MGI
137
DELISTED
MoneyGram International, Inc. New
MGI
$2.25M 0.03%
336,445
-466,162
-58% -$3.52M
EXPE icon
138
Expedia Group
EXPE
$31.2B
$2.08M 0.03%
17,312
+3,848
+29% +$444K
PHUN icon
139
Phunware
PHUN
$44M
$2.06M 0.03%
3,974
– –
AIFA
140
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.05M 0.03%
35,000
– –
NRXP icon
141
NRX Pharmaceuticals
NRXP
$161M
$1.98M 0.02%
20,000
– –
VRTSP
142
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.95M 0.02%
17,975
– –
GWRE icon
143
Guidewire Software
GWRE
$11.5B
$1.74M 0.02%
+19,583
New +$1.73M
ILMN icon
144
Illumina
ILMN
$29.4B
$1.7M 0.02%
+6,273
New +$1.6M
MPACW
145
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.63M 0.02%
2,500,000
– –
MUDSW
146
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.6M 0.02%
+2,500,000
New +$1.6M
IMXI icon
147
International Money Express
IMXI
$392M
$1.51M 0.02%
150,000
– –
VET icon
148
Vermilion Energy
VET
$1.73B
$1.5M 0.02%
+41,658
New +$1.44M
BCAC
149
DELISTED
Bison Capital Acquistion Corp Ordinary Shares
BCAC
$1.5M 0.02%
150,000
– –
AVYA
150
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$1.42M 0.02%
+70,461
New +$1.56M
4 5
6
7 8

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AQR Arbitrage's Q2 2018 Portfolio in Review

As of Q2 2018, AQR Arbitrage held 493 positions worth $8.13B, down 5.8% from $8.63B the previous quarter. Its ten largest holdings account for 29% of the portfolio.

AQR Arbitrage withdrew a net $3.25B in Q2 2018, closing 49 positions and reducing 39 holdings. Its most notable exit was Time Warner Inc, an estimated $211M position sold in full.

By sector, the portfolio is most concentrated in Technology at 13% of assets, down from 14% a quarter earlier, followed by Energy and Financials.

Against the trend, AQR Arbitrage opened a new position in Andeavor worth $160M.

  • AQR Arbitrage's largest Q2 2018 buy was Andeavor: 1,222,201 shares worth $160M.
  • AQR Arbitrage added most to Express Scripts Holding Company in Q2 2018, an estimated $79.2M increase.
  • AQR Arbitrage's biggest Q2 2018 reduction was Wgl Holdings, cutting an estimated $20.1M.
  • AQR Arbitrage fully exited Time Warner Inc in Q2 2018, selling an estimated $211M.
  • AQR Arbitrage's ten largest holdings make up 29% of its $8.13B portfolio in Q2 2018.
  • AQR Arbitrage opened 107 new positions and closed 49 in Q2 2018.
  • AQR Arbitrage's portfolio value fell 5.8% quarter-over-quarter to $8.13B.

Based on AQR Arbitrage's 13F filing for Q2 2018, filed 14 Aug 2018.