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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
+3.43%
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
$8.67B
AUM Growth
+$539M
Cap. Flow
-$2.87B
Cap. Flow %
-33.13%
Top 10 Hldgs %
27.79%
Holding
544
New
97
Increased
101
Reduced
42
Closed
62

Top Buys

Rank Stock Value
1
CA
CA, Inc.
CA
+$186M
2
FCE.A
Forest City Realty Trust, Inc.
FCE.A
+$121M
3
DNB
Dun & Bradstreet
DNB
+$93.2M
4
SODA
SodaStream International Ltd
SODA
+$85.4M
5
EGN
Energen
EGN
+$81.6M

Top Sells

Rank Stock Value
1
CAVM
Cavium, Inc.
CAVM
+$182M
2
WGL
Wgl Holdings
WGL
+$151M
3
RSPP
RSP Permian, Inc.
RSPP
+$149M
4
VR
Validus Hold Ltd
VR
+$142M
5
XL
XL Group Ltd.
XL
+$107M

Sector Composition

Rank Sector Weight
1 Technology 11.3%
2 Financials 6.26%
3 Healthcare 5.17%
4 Utilities 4.29%
5 Energy 4.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FPAC.WS
226
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$550K 0.01%
333,332
– –
APU
227
DELISTED
AmeriGas Partners, L.P.
APU
$548K 0.01%
13,864
– –
FSACW
228
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$544K 0.01%
375,000
– –
WES
229
DELISTED
Western Gas Partners Lp
WES
$539K 0.01%
12,341
– –
SEMG
230
DELISTED
SEMGROUP CORPORATION
SEMG
$537K 0.01%
24,333
– –
EQM
231
DELISTED
EQM Midstream Partners, LP
EQM
$527K 0.01%
+9,980
New +$544K
VLP
232
DELISTED
Valero Energy Partners LP
VLP
$524K 0.01%
13,821
– –
MMDMW
233
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$510K 0.01%
850,000
– –
BROGR
234
DELISTED
Twelve Seas Investment Company Rights
BROGR
$504K 0.01%
+1,200,000
New +$479K
LTN.RT
235
DELISTED
Union Acquisition Corp.
LTN.RT
$500K 0.01%
1,250,000
– –
EEP
236
DELISTED
Enbridge Energy Partners
EEP
$499K 0.01%
45,400
– –
SMC
237
Summit Midstream
SMC
$421M
$496K 0.01%
2,313
– –
INDUW
238
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
$495K 0.01%
500,000
– –
BPL
239
DELISTED
Buckeye Partners, L.P.
BPL
$493K 0.01%
13,800
– –
NS
240
DELISTED
NuStar Energy L.P.
NS
$485K 0.01%
17,439
– –
SHLX
241
DELISTED
Shell Midstream Partners, L.P.
SHLX
$479K 0.01%
22,409
– –
TCP
242
DELISTED
TC Pipelines LP
TCP
$476K 0.01%
15,700
– –
MMLP icon
243
Martin Midstream Partners
MMLP
$95.9M
$473K 0.01%
40,794
– –
KLXE icon
244
KLX Energy Services
KLXE
$44.8M
$469K 0.01%
+2,928
New +$440K
KBLMR
245
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$460K 0.01%
1,000,000
– –
WRLSR
246
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$450K 0.01%
1,000,000
– –
RVI
247
DELISTED
Retail Value Inc. Common Shares
RVI
$440K 0.01%
+146,737
New +$457K
LTN.WS
248
DELISTED
Union Acquisition Corp.
LTN.WS
$438K 0.01%
+1,250,000
New +$440K
DAVA icon
249
Endava
DAVA
$141M
$434K 0.01%
+15,000
New +$402K
TKKSW
250
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$426K ﹤0.01%
+1,850,000
New +$452K
8 9
10
11 12

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AWA
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AQR Arbitrage's Q3 2018 Portfolio in Review

As of Q3 2018, AQR Arbitrage held 544 positions worth $8.67B, up 6.6% from $8.13B the previous quarter. Its ten largest holdings account for 28% of the portfolio.

AQR Arbitrage withdrew a net $2.87B in Q3 2018, closing 62 positions and reducing 42 holdings. Its most notable exit was Cavium, Inc., an estimated $182M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, down from 13% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in CA, Inc. worth $191M.

  • AQR Arbitrage's largest Q3 2018 buy was CA, Inc.: 4,321,754 shares worth $191M.
  • AQR Arbitrage added most to Pinnacle Foods, Inc. in Q3 2018, an estimated $73.7M increase.
  • AQR Arbitrage's biggest Q3 2018 reduction was Altaba Inc, cutting an estimated $65.5M.
  • AQR Arbitrage fully exited Cavium, Inc. in Q3 2018, selling an estimated $182M.
  • AQR Arbitrage's ten largest holdings make up 28% of its $8.67B portfolio in Q3 2018.
  • AQR Arbitrage opened 97 new positions and closed 62 in Q3 2018.
  • AQR Arbitrage's portfolio value rose 6.6% quarter-over-quarter to $8.67B.

Based on AQR Arbitrage's 13F filing for Q3 2018, filed 14 Nov 2018.