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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
OKTA icon
401
Okta
OKTA
$24.1B
– –
-82,870
Closed -$4.17M
SABA
402
Saba Capital Income & Opportunities Fund II
SABA
$220M
– –
-7,483
Closed -$92K
HTO
403
H2O America
HTO
$2.67B
– –
-72,810
Closed -$4.82M
STWD icon
404
Starwood Property Trust
STWD
$6.12B
– –
-11,367
Closed -$247K
VET icon
405
Vermilion Energy
VET
$1.73B
– –
-41,658
Closed -$1.5M
VOYA icon
406
Voya Financial
VOYA
$8.94B
– –
-6,119
Closed -$288K
Z icon
407
Zillow
Z
$7.04B
– –
-19,642
Closed -$1.16M
BRQS
408
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
– –
-55
Closed -$55K
RAD
409
DELISTED
Rite Aid Corporation
RAD
– –
-427,518
Closed -$14.8M
AMRS
410
DELISTED
Amyris Inc.
AMRS
– –
-61,375
Closed -$392K
MGI
411
DELISTED
MoneyGram International, Inc. New
MGI
– –
-336,445
Closed -$2.25M
AVYA
412
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
– –
-70,461
Closed -$1.42M
PFPT
413
DELISTED
Proofpoint, Inc.
PFPT
– –
-117,898
Closed -$13.6M
LFACU
414
DELISTED
LF Capital Acquistion Corp. Unit
LFACU
– –
-1,200,000
Closed -$12.1M
HCCHU
415
DELISTED
HL Acquisitions Corp. Unit
HCCHU
– –
-270,000
Closed -$2.71M
PRPLW
416
DELISTED
Purple Innovation, Inc.
PRPLW
– –
-768,000
Closed -$526K
GPAQU
417
DELISTED
Gordon Pointe Acquisition Corp. Unit
GPAQU
– –
-614,900
Closed -$6.32M
GSAH.U
418
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
– –
-1,500,000
Closed -$15.3M
BROGU
419
DELISTED
Twelve Seas Investment Company Units
BROGU
– –
-1,200,000
Closed -$12.1M
NFC.U
420
DELISTED
New Frontier Corporation Units, each consisting of one Class A Ordinary Share and one half of one Wa
NFC.U
– –
-1,000,000
Closed -$10.1M
TBRGU
421
DELISTED
Thunder Bridge Acquisition, Ltd. Unit
TBRGU
– –
-1,800,000
Closed -$18.1M
EDR
422
DELISTED
Education Realty Trust Inc
EDR
– –
-700,000
Closed -$29.1M
ILG
423
DELISTED
ILG, Inc Common Stock
ILG
– –
-2,553,395
Closed -$84.3M
COTV
424
DELISTED
Cotiviti Holdings, Inc.
COTV
– –
-638,179
Closed -$28.2M
OSPRW
425
DELISTED
Osprey Energy Acquisition Corp. Warrant
OSPRW
– –
-500,000
Closed -$800K
15 16
17
18 19

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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.