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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
STC icon
51
Stewart Information Services
STC
$2.05B
$19.8M 0.23%
440,124
+50,000
+13% +$2.24M
KMG
52
DELISTED
KMG Chemicals Inc
KMG
$19.3M 0.22%
+254,893
New +$19M
JBGS
53
JBG SMITH
JBGS
$846M
$18.8M 0.22%
510,187
– –
WH icon
54
Wyndham Hotels & Resorts
WH
$5.5B
$18.5M 0.21%
332,991
+38,281
+13% +$2.19M
ADNT icon
55
Adient
ADNT
$1.6B
$18.4M 0.21%
466,806
– –
GOLD
56
DELISTED
Randgold Resources Ltd
GOLD
$17.9M 0.21%
+253,062
New +$17.4M
KLXI
57
DELISTED
KLX Inc.
KLXI
$17.8M 0.21%
284,219
+151,387
+114% +$9.33M
BKHU
58
DELISTED
Black Hills Corporation
BKHU
$17.7M 0.2%
281,523
– –
XCRA
59
DELISTED
Xcerra Corporation
XCRA
$17.6M 0.2%
1,233,008
+302,550
+33% +$4.29M
FBNK
60
DELISTED
First Connecticut Bancorp, Inc
FBNK
$17.6M 0.2%
595,299
+113,736
+24% +$3.54M
CHR icon
61
Cheer Holding
CHR
$3.64M
$17.6M 0.2%
+1,233
New +$17.6M
RPAY icon
62
Repay Holdings
RPAY
$315M
$17.3M 0.2%
+1,800,000
New +$17.4M
TTCF
63
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$17.2M 0.2%
+1,800,000
New +$17.2M
PK icon
64
Park Hotels & Resorts
PK
$2.97B
$16.7M 0.19%
509,892
– –
SONC
65
DELISTED
Sonic Corp
SONC
$16.3M 0.19%
+375,349
New +$13.5M
CCC.U
66
DELISTED
Churchill Capital Corp
CCC.U
$15.7M 0.18%
+1,550,000
New +$15.7M
COBZ
67
DELISTED
CoBiz Financial,Inc
COBZ
$15.7M 0.18%
707,849
+427,505
+152% +$9.6M
KTWO
68
DELISTED
K2M Group Holdings, Inc
KTWO
$15.6M 0.18%
+570,153
New +$13.4M
DELL icon
69
Dell
DELL
$283B
$15.3M 0.18%
+563,120
New +$15M
SPAQ.U
70
DELISTED
Spartan Energy Acquisition Corp Units (each consisting of one Class A Common Stock and one-third of
SPAQ.U
$14.7M 0.17%
+1,450,000
New +$14.7M
NKLA
71
DELISTED
Nikola Corporation Common Stock
NKLA
$14.7M 0.17%
51,333
-8,667
-14% -$2.49M
VRT icon
72
Vertiv
VRT
$112B
$14.6M 0.17%
+1,500,000
New +$14.7M
VREX icon
73
Varex Imaging
VREX
$460M
$14.6M 0.17%
508,718
-70,696
-12% -$2.33M
YUMC icon
74
Yum China
YUMC
$14.9B
$14.2M 0.16%
403,131
-158,743
-28% -$5.66M
DLPH
75
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$13.2M 0.15%
421,616
+46,786
+12% +$1.85M
1 2
3
4 5

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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.