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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
APU
201
DELISTED
AmeriGas Partners, L.P.
APU
$585K 0.01%
13,864
– –
NEBUW
202
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$583K 0.01%
233,332
– –
HYACW
203
DELISTED
Haymaker Acquisition Corp. Warrant
HYACW
$581K 0.01%
699,980
– –
TGP
204
DELISTED
Teekay LNG Partners L.P.
TGP
$575K 0.01%
34,119
– –
MMLP icon
205
Martin Midstream Partners
MMLP
$95.9M
$563K 0.01%
40,794
– –
MMDMW
206
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$553K 0.01%
850,000
– –
HCAC.WS
207
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$540K 0.01%
375,000
– –
SMC
208
Summit Midstream
SMC
$421M
$534K 0.01%
2,313
+171
+8% +$39.2K
LACQW
209
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$533K 0.01%
750,000
– –
GEL icon
210
Genesis Energy
GEL
$1.84B
$529K 0.01%
24,165
– –
PRPLW
211
DELISTED
Purple Innovation, Inc.
PRPLW
$526K 0.01%
768,000
– –
VLP
212
DELISTED
Valero Energy Partners LP
VLP
$526K 0.01%
13,821
– –
RMP
213
DELISTED
Rice Midstream Partners LP
RMP
$512K 0.01%
30,068
– –
GIG.WS
214
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$506K 0.01%
1,125,000
– –
SHLX
215
DELISTED
Shell Midstream Partners, L.P.
SHLX
$497K 0.01%
22,409
– –
EEP
216
DELISTED
Enbridge Energy Partners
EEP
$496K 0.01%
45,400
+3,035
+7% +$30.3K
WRLSR
217
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$490K 0.01%
1,000,000
– –
FSACW
218
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$488K 0.01%
375,000
– –
BPL
219
DELISTED
Buckeye Partners, L.P.
BPL
$485K 0.01%
13,800
+3,013
+28% +$115K
BWP
220
DELISTED
Boardwalk Pipeline Partners
BWP
$481K 0.01%
41,402
– –
FPAC.WS
221
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$464K 0.01%
+333,332
New +$454K
AHPAW
222
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$460K 0.01%
1,000,000
– –
TPGE.WS
223
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
$458K 0.01%
166,667
– –
AMRWW
224
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
$432K 0.01%
308,333
– –
LCAHW
225
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$415K 0.01%
500,000
– –
7 8
9
10 11

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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.