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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
EPD icon
176
Enterprise Products Partners
EPD
$83.8B
$768K 0.01%
27,760
– –
IEAWW
177
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$768K 0.01%
+808,712
New +$699K
TLP
178
DELISTED
Transmontaigne
TLP
$745K 0.01%
20,221
– –
ISUN
179
DELISTED
iSun, Inc. Common Stock
ISUN
$729K 0.01%
69,000
– –
DISCK
180
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$719K 0.01%
28,190
-211,953
-88% -$4.73M
EACQW
181
DELISTED
Easterly Acquisition Corp.
EACQW
$717K 0.01%
573,250
– –
PAA icon
182
Plains All American Pipeline
PAA
$17.4B
$703K 0.01%
29,751
– –
TEP
183
DELISTED
Tallgrass Energy Partners, LP
TEP
$689K 0.01%
15,900
+2,540
+19% +$109K
GIG.RT
184
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$675K 0.01%
1,500,000
– –
MMP
185
DELISTED
Magellan Midstream Partners, L.P.
MMP
$667K 0.01%
9,657
– –
CNXM
186
DELISTED
CNX Midstream Partners LP
CNXM
$667K 0.01%
34,400
– –
RWGE.WS
187
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$654K 0.01%
524,259
– –
PSXP
188
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$651K 0.01%
12,745
– –
VEACW
189
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$650K 0.01%
500,000
– –
TIBRW
190
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$646K 0.01%
+1,175,000
New +$649K
LGC.WS
191
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$645K 0.01%
1,500,000
– –
ANDX
192
DELISTED
Andeavor Logistics LP
ANDX
$642K 0.01%
15,100
+2,550
+20% +$114K
HEP
193
DELISTED
Holly Energy Partners, L.P.
HEP
$625K 0.01%
22,100
+2,596
+13% +$75.5K
SEMG
194
DELISTED
SEMGROUP CORPORATION
SEMG
$618K 0.01%
24,333
– –
ENLK
195
DELISTED
EnLink Midstream Partners, LP
ENLK
$617K 0.01%
39,709
– –
AM icon
196
Antero Midstream
AM
$10.8B
$615K 0.01%
32,600
– –
SEP
197
DELISTED
Spectra Engy Parters Lp
SEP
$599K 0.01%
16,900
+3,086
+22% +$101K
HESM icon
198
Hess Midstream
HESM
$5.22B
$597K 0.01%
30,300
– –
WES
199
DELISTED
Western Gas Partners Lp
WES
$597K 0.01%
12,341
– –
ROSEW
200
DELISTED
Rosehill Resources Inc.
ROSEW
$588K 0.01%
489,600
– –
6 7
8
9 10

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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.