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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
CTWS
101
DELISTED
Connecticut Water Service Inc
CTWS
$9.47M 0.11%
136,540
+90,981
+200% +$6.13M
BNCL
102
DELISTED
Beneficial Bancorp, Inc.
BNCL
$9.25M 0.11%
+547,514
New +$9.36M
NAVG
103
DELISTED
Navigators Group Inc
NAVG
$8.98M 0.1%
+129,971
New +$8.32M
HYAC
104
DELISTED
Haymaker Acquisition Corp. Class A Common Stock
HYAC
$8.78M 0.1%
899,960
– –
AHCO icon
105
AdaptHealth
AHCO
$1.46B
$8.65M 0.1%
899,998
-1,100,000
-55% -$10.7M
ALGR
106
DELISTED
Allegro Merger Corp
ALGR
$8.56M 0.1%
+900,000
New +$8.6M
ZEN
107
DELISTED
ZENDESK INC
ZEN
$8.2M 0.09%
115,549
+11,700
+11% +$747K
XOXO
108
DELISTED
Xo Group Inc
XOXO
$7.97M 0.09%
+231,064
New +$7.15M
TH icon
109
Target Hospitality
TH
$1.61B
$7.83M 0.09%
799,998
– –
KLR
110
DELISTED
Kaleyra, Inc.
KLR
$7.7M 0.09%
221,429
– –
CARS icon
111
Cars.com
CARS
$641M
$7.54M 0.09%
273,103
+96,821
+55% +$2.71M
FTV.PRA
112
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$7.5M 0.09%
+7,025
New +$7.37M
IGIC icon
113
International General Insurance
IGIC
$1.23B
$7.47M 0.09%
775,000
– –
BBCP icon
114
Concrete Pumping Holdings
BBCP
$531M
$7.45M 0.09%
730,582
– –
PNR icon
115
Pentair
PNR
$10.2B
$7.29M 0.08%
168,126
– –
DMS
116
DELISTED
Digital Media Solutions, Inc.
DMS
$7.28M 0.08%
49,780
-16,887
-25% -$2.46M
AIZP
117
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$7.11M 0.08%
62,125
– –
KXIN icon
118
Kaixin Holdings
KXIN
$8.95M
$6.41M 0.07%
2
– –
AVCT
119
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$6.34M 0.07%
42,440
– –
MMDM
120
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$5.99M 0.07%
595,031
– –
LPRO
121
Open Lending Corp
LPRO
$373M
$5.81M 0.07%
599,996
-100,000
-14% -$986K
BKNG icon
122
Booking.com
BKNG
$138B
$5.76M 0.07%
72,525
-112,700
-61% -$8.87M
SIR
123
DELISTED
SELECT INCOME REIT
SIR
$5.75M 0.07%
+596,216
New +$5.61M
LACQ
124
DELISTED
Leisure Acquisition Corp.
LACQ
$5.33M 0.06%
550,000
-300,000
-35% -$2.91M
SRE.PRA
125
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$5.25M 0.06%
52,150
– –
3 4
5
6 7

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GA
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EMPI
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HCM
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DTC
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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.