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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
IAMXW
376
DELISTED
I-AM Capital Acquisition Company Warrant
IAMXW
$79K ﹤0.01%
225,000
– –
MHF
377
Western Asset Municipal High Income Fund
MHF
$151M
$78K ﹤0.01%
10,955
+169
+2% +$1.22K
BRACR
378
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$78K ﹤0.01%
210,000
– –
DOTAR
379
DELISTED
Draper Oakwood Technology Acquisition, Inc. Rights
DOTAR
$77K ﹤0.01%
150,000
– –
JSYNR
380
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$64K ﹤0.01%
174,000
– –
CYHHZ
381
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$56K ﹤0.01%
9,282,097
– –
SCACW
382
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$46K ﹤0.01%
42,000
– –
NRXPW
383
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$45K ﹤0.01%
100,000
– –
DOTAW
384
DELISTED
Draper Oakwood Technology Acquisition, Inc. Warrant
DOTAW
$44K ﹤0.01%
75,000
– –
BCACW
385
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
$39K ﹤0.01%
+75,000
New +$32.8K
JASNW
386
DELISTED
Jason Industries, Inc.
JASNW
$33K ﹤0.01%
1,933,070
– –
BHACW
387
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$29K ﹤0.01%
487,260
– –
JSYNW
388
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$16K ﹤0.01%
174,000
– –
VLYWW
389
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$1K ﹤0.01%
114,185
– –
AKAM icon
390
Akamai
AKAM
$16.8B
– –
-18,709
Closed -$1.37M
AXTA icon
391
Axalta
AXTA
$7.01B
– –
-334,756
Closed -$10.1M
BJ icon
392
BJs Wholesale Club
BJ
$11.9B
– –
-10,000
Closed -$237K
EVRG icon
393
Evergy
EVRG
$20.1B
– –
-309,075
Closed -$17.4M
FTV icon
394
Fortive
FTV
$19B
– –
-344,550
Closed -$16.8M
GBX icon
395
The Greenbrier Companies
GBX
$1.61B
– –
-16,307
Closed -$860K
IMXI icon
396
International Money Express
IMXI
$392M
– –
-150,000
Closed -$1.51M
KDP icon
397
Keurig Dr Pepper
KDP
$40.4B
– –
-127,239
Closed -$15.5M
KNTK icon
398
Kinetik
KNTK
$3.71B
– –
-25,000
Closed -$2.45M
NVG icon
399
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
– –
-12,174
Closed -$178K
NZF icon
400
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-13,022
Closed -$187K
14 15
16
17 18

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HCM
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DTC
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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.