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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
VSM
76
DELISTED
Versum Materials, Inc.
VSM
$13.1M 0.15%
364,069
+1,300
+0.4% +$49K
BKI
77
DELISTED
Black Knight, Inc. Common Stock
BKI
$13.1M 0.15%
252,288
+4,847
+2% +$260K
HYMC icon
78
Hycroft Mining Holding Corp
HYMC
$1.85B
$13.1M 0.15%
135,000
-15,000
-10% -$1.45M
BHF icon
79
Brighthouse Financial
BHF
$3.63B
$13.1M 0.15%
295,024
+5,342
+2% +$225K
TSLA icon
80
Tesla
TSLA
$1.24T
$12.7M 0.15%
721,455
+585,570
+431% +$12.2M
ATHN
81
DELISTED
Athenahealth, Inc.
ATHN
$12.4M 0.14%
93,134
– –
BMS
82
DELISTED
Bemis
BMS
$12.3M 0.14%
+254,030
New +$12M
BMTX
83
DELISTED
BM Technologies, Inc.
BMTX
$12.2M 0.14%
+1,282,000
New +$12.2M
WEB
84
DELISTED
Web.com Group, Inc.
WEB
$12.2M 0.14%
436,556
+287,158
+192% +$7.75M
MZOR
85
DELISTED
Mazor Robotics Ltd.
MZOR
$12.2M 0.14%
+208,818
New +$11.1M
BIOX icon
86
Bioceres Crop Solutions
BIOX
$21.9M
$12.2M 0.14%
1,250,000
– –
HOFV
87
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$12.1M 0.14%
79,434
+39,717
+100% +$6.04M
HPK icon
88
HighPeak Energy
HPK
$967M
$12.1M 0.14%
1,245,000
-480,000
-28% -$4.64M
ID
89
DELISTED
PARTS iD, Inc.
ID
$12M 0.14%
1,235,000
-250,000
-17% -$2.41M
OPTU
90
Optimum Communications Inc
OPTU
$316M
$11.6M 0.13%
+639,667
New +$11.5M
PACK icon
91
Ranpak Holdings
PACK
$553M
$11.6M 0.13%
1,191,100
-150,000
-11% -$1.46M
LSEA
92
DELISTED
Landsea Homes
LSEA
$11.5M 0.13%
+1,200,000
New +$11.5M
BROG
93
DELISTED
Brooge Energy
BROG
$11.4M 0.13%
+1,200,000
New +$11.5M
NSU
94
DELISTED
Nevsun Resources Ltd.
NSU
$11.1M 0.13%
+2,511,000
New +$9.64M
LPNT
95
DELISTED
LifePoint Health, Inc.
LPNT
$10.8M 0.12%
+167,773
New +$10.2M
BRMK
96
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$10.3M 0.12%
1,050,000
-1,050,000
-50% -$10.3M
GRSHU
97
DELISTED
Gores Holdings III, Inc. Units
GRSHU
$10.2M 0.12%
+1,000,000
New +$10.2M
NFH
98
DELISTED
New Frontier Health Corporation Ordinary Shares
NFH
$9.62M 0.11%
+1,000,000
New +$9.62M
GB
99
DELISTED
Global Blue Group Holding
GB
$9.61M 0.11%
999,996
– –
GBNK
100
DELISTED
Guaranty Bancorp
GBNK
$9.58M 0.11%
322,519
+120,234
+59% +$3.68M
2 3
4
5 6

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HCM
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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.