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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
SVU
26
DELISTED
SUPERVALU Inc.
SVU
$61M 0.7%
+1,892,358
New +$55.3M
MITL
27
DELISTED
Mitel Networks Corporation
MITL
$56.4M 0.65%
5,113,931
+1,907,211
+59% +$21M
LHO
28
DELISTED
LaSalle Hotel Properties
LHO
$48.5M 0.56%
1,402,284
+502,284
+56% +$17.4M
AFSI
29
DELISTED
AmTrust Financial Services, Inc.
AFSI
$46.6M 0.54%
3,209,147
+802,381
+33% +$11.7M
GPT
30
DELISTED
Gramercy Property Trust
GPT
$45.1M 0.52%
1,644,395
+538,129
+49% +$14.7M
TRCO
31
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$44.5M 0.51%
1,157,617
-189,173
-14% -$6.81M
OCLR
32
DELISTED
Oclaro Inc.
OCLR
$43.4M 0.5%
4,858,759
+2,042,145
+73% +$18.5M
GNW icon
33
Genworth Financial
GNW
$3.8B
$41.7M 0.48%
10,001,572
+1,132,762
+13% +$5.12M
LW icon
34
Lamb Weston
LW
$6.82B
$41.4M 0.48%
620,877
-33,429
-5% -$2.29M
ORIG
35
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$39.7M 0.46%
+1,146,397
New +$33.1M
UPBD icon
36
Upbound Group
UPBD
$1.19B
$37M 0.43%
2,572,241
+1,283,525
+100% +$18.9M
HGV icon
37
Hilton Grand Vacations
HGV
$3.84B
$32.1M 0.37%
968,552
-131,044
-12% -$4.37M
STBZ
38
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$31.6M 0.36%
1,046,810
+257,612
+33% +$8.33M
AA icon
39
Alcoa
AA
$11.7B
$30.9M 0.36%
765,797
-29,328
-4% -$1.27M
CVG
40
DELISTED
Convergys
CVG
$30.7M 0.35%
1,292,506
+980,071
+314% +$24.2M
SHPG
41
DELISTED
Shire pic
SHPG
$29.4M 0.34%
162,242
– –
AKRX
42
DELISTED
Akorn Inc
AKRX
$27.7M 0.32%
2,135,937
-898,002
-30% -$14.8M
FCB
43
DELISTED
FCB Financial Holdings, Inc.
FCB
$25.1M 0.29%
+529,566
New +$28M
MBFI
44
DELISTED
MB Financial Corp
MBFI
$25.1M 0.29%
544,359
-78,604
-13% -$3.78M
SYNT
45
DELISTED
Syntel Inc
SYNT
$22.2M 0.26%
+542,443
New +$21.7M
MFGP
46
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$21.5M 0.25%
962,840
-169,407
-15% -$3.44M
CNDT icon
47
Conduent
CNDT
$230M
$21.1M 0.24%
934,760
-64,147
-6% -$1.32M
NVT icon
48
nVent Electric
NVT
$24.5B
$20.7M 0.24%
763,258
+91,064
+14% +$2.48M
VNE
49
DELISTED
Veoneer, Inc.
VNE
$20.1M 0.23%
+364,179
New +$18.7M
CHX
50
DELISTED
ChampionX
CHX
$20M 0.23%
459,482
– –
1
2
3 4 5

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GA
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HCM
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DTC
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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.