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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
GWRE icon
151
Guidewire Software
GWRE
$11.5B
$2.02M 0.02%
20,017
+434
+2% +$41.7K
SIRI icon
152
SiriusXM
SIRI
$10B
$2.02M 0.02%
+31,890
New +$2.22M
NRXP icon
153
NRX Pharmaceuticals
NRXP
$161M
$2M 0.02%
20,000
– –
SRE.PRB
154
DELISTED
Sempra 6.75% Mandatory Convertible Preferred Stock, Series B
SRE.PRB
$1.94M 0.02%
+19,075
New +$1.96M
VRTSP
155
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.78M 0.02%
17,975
– –
MUDSW
156
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.75M 0.02%
2,500,000
– –
LHC.WS
157
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$1.57M 0.02%
1,240,000
– –
BCAC
158
DELISTED
Bison Capital Acquistion Corp Ordinary Shares
BCAC
$1.53M 0.02%
150,000
– –
NESRW
159
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$1.51M 0.02%
819,100
-130,900
-14% -$221K
OMAD.WS
160
DELISTED
One Madison Corporation
OMAD.WS
$1.45M 0.02%
+1,250,000
New +$1.41M
MPACW
161
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.42M 0.02%
1,890,400
-609,600
-24% -$459K
IMXIW
162
DELISTED
International Money Expresss, Inc. Warrant
IMXIW
$1.29M 0.01%
+550,000
New +$928K
LOACU
163
DELISTED
Longevity Acquisition Corporation Units
LOACU
$1.28M 0.01%
+125,000
New +$1.28M
MTEC
164
DELISTED
MTech Acquisition Corp. Class A Common Stock
MTEC
$1.27M 0.01%
125,000
– –
TMCXW
165
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$1.25M 0.01%
2,500,000
– –
ETP
166
DELISTED
Energy Transfer Partners, L.P.
ETP
$1.22M 0.01%
54,600
– –
IEAWW
167
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$1.2M 0.01%
708,712
-100,000
-12% -$143K
TRGP icon
168
Targa Resources
TRGP
$60.4B
$1.19M 0.01%
21,184
– –
PACQW
169
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$1.16M 0.01%
862,500
– –
OKE icon
170
Oneok
OKE
$58.7B
$1.15M 0.01%
16,899
– –
VTIQW
171
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$1.1M 0.01%
1,800,000
– –
GRFS
172
Grifois
GRFS
$5.16B
$1.05M 0.01%
+49,287
New +$1.04M
FMCIW
173
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$1.04M 0.01%
+1,800,000
New +$1.05M
CEQP
174
DELISTED
Crestwood Equity Partners LP
CEQP
$1.03M 0.01%
27,936
– –
DFBHW
175
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$1.02M 0.01%
666,666
– –
5 6
7
8 9

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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.