We are live on ! Find out more
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
AKAM icon
151
Akamai
AKAM
$16.8B
$1.37M 0.02%
+18,709
New +$1.4M
LHC.WS
152
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$1.33M 0.02%
+1,240,000
New +$1.26M
MTEC
153
DELISTED
MTech Acquisition Corp. Class A Common Stock
MTEC
$1.22M 0.02%
+125,000
New +$1.21M
WSCWW
154
DELISTED
WillScot Corporation Warrant
WSCWW
$1.21M 0.01%
537,067
-413,000
-43% -$628K
OKE icon
155
Oneok
OKE
$58.7B
$1.18M 0.01%
16,899
– –
Z icon
156
Zillow
Z
$7.04B
$1.16M 0.01%
+19,642
New +$1.09M
NESRW
157
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$1.14M 0.01%
950,000
-50,000
-5% -$58.1K
PACQW
158
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$1.1M 0.01%
+862,500
New +$1.12M
FNTEW
159
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
$1.08M 0.01%
700,000
– –
TRGP icon
160
Targa Resources
TRGP
$60.4B
$1.05M 0.01%
21,184
– –
ETP
161
DELISTED
Energy Transfer Partners, L.P.
ETP
$1.04M 0.01%
54,600
+2,517
+5% +$46.3K
PNBK icon
162
Patriot National Bancorp
PNBK
$132M
$1.03M 0.01%
+50,171
New +$991K
TMCXW
163
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$1M 0.01%
+2,500,000
New +$1.02M
HUNT
164
DELISTED
Hunter Maritime Acquisition Corp. Common Stock
HUNT
$988K 0.01%
100,000
– –
VTIQW
165
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$918K 0.01%
+1,800,000
New +$904K
CEQP
166
DELISTED
Crestwood Equity Partners LP
CEQP
$887K 0.01%
27,936
– –
MMDMR
167
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$884K 0.01%
1,700,000
– –
DFBHW
168
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$867K 0.01%
+666,666
New +$797K
GBX icon
169
The Greenbrier Companies
GBX
$1.61B
$860K 0.01%
16,307
-2,544
-13% -$121K
DCP
170
DELISTED
DCP Midstream, LP
DCP
$817K 0.01%
20,646
– –
ENBL
171
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$802K 0.01%
46,900
+2,547
+6% +$38.9K
OSPRW
172
DELISTED
Osprey Energy Acquisition Corp. Warrant
OSPRW
$800K 0.01%
500,000
– –
MPLX icon
173
MPLX
MPLX
$59.5B
$789K 0.01%
23,115
– –
WPZ
174
DELISTED
Williams Partners L.P.
WPZ
$789K 0.01%
19,436
– –
CQP icon
175
Cheniere Energy
CQP
$31.8B
$783K 0.01%
21,785
– –
5 6
7
8 9

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.