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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
SHLM
426
DELISTED
Schulman (A.) Inc
SHLM
– –
-212,976
Closed -$9.48M
PAY
427
DELISTED
Verifone Systems Inc
PAY
– –
-3,407,467
Closed -$77.8M
TPGE.WS
428
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.WS
– –
-166,667
Closed -$458K
CPLA
429
DELISTED
Capella Education Company
CPLA
– –
-170,926
Closed -$16.9M
FMI
430
DELISTED
Foundation Medicine, Inc.
FMI
– –
-268,929
Closed -$36.8M
MACQW
431
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
– –
-250,000
Closed -$378K
FNTEW
432
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
– –
-700,000
Closed -$1.08M
QCP
433
DELISTED
Quality Care Properties, Inc.
QCP
– –
-1,695,069
Closed -$36.5M
RMP
434
DELISTED
Rice Midstream Partners LP
RMP
– –
-30,068
Closed -$512K
RSPP
435
DELISTED
RSP Permian, Inc.
RSPP
– –
-3,378,501
Closed -$149M
FNGN
436
DELISTED
Financial Engines, Inc.
FNGN
– –
-601,418
Closed -$27M
VR
437
DELISTED
Validus Hold Ltd
VR
– –
-2,104,656
Closed -$142M
BWP
438
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-41,402
Closed -$481K
WSCWW
439
DELISTED
WillScot Corporation Warrant
WSCWW
– –
-537,067
Closed -$1.21M
WGL
440
DELISTED
Wgl Holdings
WGL
– –
-1,705,423
Closed -$151M
IPCC
441
DELISTED
Infinity Property & Casualty C
IPCC
– –
-312,321
Closed -$44.5M
KND
442
DELISTED
Kindred Healthcare
KND
– –
-2,416,945
Closed -$21.8M
TEP
443
DELISTED
Tallgrass Energy Partners, LP
TEP
– –
-15,900
Closed -$689K
WPZ
444
DELISTED
Williams Partners L.P.
WPZ
– –
-19,436
Closed -$789K
DCT
445
DELISTED
DCT Industrial Trust Inc.
DCT
– –
-162,800
Closed -$10.9M
CAVM
446
DELISTED
Cavium, Inc.
CAVM
– –
-2,098,271
Closed -$182M
XL
447
DELISTED
XL Group Ltd.
XL
– –
-1,919,967
Closed -$107M
MTGE
448
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-430,699
Closed -$8.44M
CYS
449
DELISTED
CYS Investments Inc.
CYS
– –
-1,943,549
Closed -$14.6M
ABAX
450
DELISTED
Abaxis Inc
ABAX
– –
-78,422
Closed -$6.51M
15 16 17
18
19

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.