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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+4.7%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 43.58%
2 Technology 13.1%
3 Financials 8.19%
4 Energy 6.48%
5 Healthcare 6.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AABA
1
DELISTED
Altaba Inc
AABA
$250M 3.08%
3,417,904
– –
NXPI icon
2
NXP Semiconductors
NXPI
$57.5B
$224M 2.76%
2,053,954
+55,434
+3% +$6.11M
COL
3
DELISTED
Rockwell Collins
COL
$205M 2.53%
1,524,698
-113,436
-7% -$15.3M
CAVM
4
DELISTED
Cavium, Inc.
CAVM
$182M 2.23%
2,098,271
-42,623
-2% -$3.41M
ANDV
5
DELISTED
Andeavor
ANDV
$160M 1.97%
+1,222,201
New +$161M
WGL
6
DELISTED
Wgl Holdings
WGL
$151M 1.86%
1,705,423
-231,366
-12% -$20.1M
RSPP
7
DELISTED
RSP Permian, Inc.
RSPP
$149M 1.83%
3,378,501
+1,241,351
+58% +$56M
ESRX
8
DELISTED
Express Scripts Holding Company
ESRX
$147M 1.81%
1,902,065
+1,056,220
+125% +$79.2M
VR
9
DELISTED
Validus Hold Ltd
VR
$142M 1.75%
2,104,656
-259,582
-11% -$17.6M
AVA icon
10
Avista
AVA
$3.14B
$139M 1.7%
2,631,857
-150,215
-5% -$7.85M
AET
11
DELISTED
Aetna Inc
AET
$125M 1.54%
681,915
+62,515
+10% +$11.1M
XL
12
DELISTED
XL Group Ltd.
XL
$107M 1.32%
1,919,967
+1,218,798
+174% +$67.9M
SCG
13
DELISTED
Scana
SCG
$102M 1.25%
2,643,784
+26,094
+1% +$950K
VVC
14
DELISTED
Vectren Corporation
VVC
$84.7M 1.04%
+1,185,397
New +$81.9M
ILG
15
DELISTED
ILG, Inc Common Stock
ILG
$84.3M 1.04%
2,553,395
+2,163,145
+554% +$72.2M
ORBK
16
DELISTED
Orbotech Ltd
ORBK
$83.7M 1.03%
1,353,886
+758,886
+128% +$46.9M
KS
17
DELISTED
KapStone Paper and Pack Corp.
KS
$81.3M 1%
2,357,568
+354,618
+18% +$12.2M
NXTM
18
DELISTED
NxStage Medical Inc.
NXTM
$80.5M 0.99%
2,884,391
-124,862
-4% -$3.35M
PAY
19
DELISTED
Verifone Systems Inc
PAY
$77.8M 0.96%
+3,407,467
New +$75.4M
EVHC
20
DELISTED
Envision Healthcare Holdings Inc
EVHC
$76.2M 0.94%
+1,731,146
New +$71.1M
TFCFA
21
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$72.4M 0.89%
1,456,202
+223,640
+18% +$8.84M
PF
22
DELISTED
Pinnacle Foods, Inc.
PF
$68.7M 0.84%
+1,056,000
New +$65M
USG
23
DELISTED
Usg
USG
$66.1M 0.81%
+1,533,388
New +$63.7M
S
24
DELISTED
Sprint Corporation
S
$53.4M 0.66%
+9,815,449
New +$53.1M
TRCO
25
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$51.5M 0.63%
+1,346,790
New +$51M
1
2 3 4 5

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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 Miscellaneous at 44% of assets, down from 48% a quarter earlier, followed by Technology 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.