We are live on ! Find out more
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
RWGE
126
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$5.1M 0.06%
522,777
– –
ILMN icon
127
Illumina
ILMN
$29.4B
$4.89M 0.06%
13,691
+7,418
+118% +$2.38M
WINR
128
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
$4.58M 0.05%
450,000
– –
NRCG
129
DELISTED
NRC Group Holdings Corp.
NRCG
$4.08M 0.05%
400,000
– –
STNL
130
DELISTED
Sentinel Energy Services Inc. Class A Common Stock
STNL
$3.93M 0.05%
399,999
– –
QTWO icon
131
Q2 Holdings
QTWO
$3.42B
$3.9M 0.05%
64,420
-417
-0.6% -$25.8K
OIS icon
132
Oil States International
OIS
$522M
$3.9M 0.05%
117,442
-6,182
-5% -$202K
DMTK
133
DELISTED
DermTech, Inc. Common Stock
DMTK
$3.54M 0.04%
174,750
– –
EGL
134
DELISTED
Engility Holdings, Inc.
EGL
$3.19M 0.04%
+88,485
New +$3.05M
DOTA
135
DELISTED
Draper Oakwood Technology Acquisition, Inc. Class A Common Stock
DOTA
$3.07M 0.04%
303,100
– –
BMRN icon
136
BioMarin Pharmaceuticals
BMRN
$11.5B
$2.63M 0.03%
+27,069
New +$2.7M
HCCH
137
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$2.56M 0.03%
+270,000
New +$2.6M
NWSA icon
138
News Corp Class A
NWSA
$14.5B
$2.55M 0.03%
193,328
+45,085
+30% +$633K
TZACU
139
DELISTED
Tenzing Acquisition Corp. Units
TZACU
$2.52M 0.03%
+250,000
New +$2.51M
BFI
140
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$2.44M 0.03%
250,000
– –
QTS.PRB
141
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.44M 0.03%
+23,000
New +$2.47M
WDC icon
142
Western Digital
WDC
$179B
$2.37M 0.03%
53,621
+11,273
+27% +$571K
GNBC
143
DELISTED
Green Bancorp, Inc
GNBC
$2.34M 0.03%
+105,976
New +$2.48M
T icon
144
AT&T
T
$165B
$2.34M 0.03%
92,152
-48,483
-34% -$1.19M
SJIU
145
DELISTED
South Jersey Industries, Inc.
SJIU
$2.32M 0.03%
41,200
– –
EXPE icon
146
Expedia Group
EXPE
$31.2B
$2.26M 0.03%
17,312
– –
BHBK
147
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$2.13M 0.02%
+88,209
New +$2M
PHUN icon
148
Phunware
PHUN
$44M
$2.09M 0.02%
3,974
– –
JAZZ icon
149
Jazz Pharmaceuticals
JAZZ
$15.9B
$2.06M 0.02%
+12,249
New +$2.11M
AIFA
150
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.05M 0.02%
35,000
– –
4 5
6
7 8

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.