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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
HUNT
176
DELISTED
Hunter Maritime Acquisition Corp. Common Stock
HUNT
$995K 0.01%
100,000
– –
P
177
DELISTED
Pandora Media Inc
P
$927K 0.01%
+97,449
New +$821K
HYACW
178
DELISTED
Haymaker Acquisition Corp. Warrant
HYACW
$910K 0.01%
699,980
– –
CQP icon
179
Cheniere Energy
CQP
$31.8B
$860K 0.01%
21,785
– –
STRDW
180
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$860K 0.01%
+500,000
New +$906K
TKKSR
181
DELISTED
TKK Symphony Acquisition Corporation Right
TKKSR
$842K 0.01%
+1,850,000
New +$778K
DISCK
182
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$834K 0.01%
28,190
– –
GSAH.WS
183
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$825K 0.01%
+500,000
New +$908K
DCP
184
DELISTED
DCP Midstream, LP
DCP
$817K 0.01%
20,646
– –
TBRGW
185
DELISTED
Thunder Bridge Acquisition, Ltd. Warrant
TBRGW
$810K 0.01%
+1,800,000
New +$878K
LACQW
186
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$803K 0.01%
750,000
– –
MPLX icon
187
MPLX
MPLX
$59.5B
$802K 0.01%
23,115
– –
GPAQW
188
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$799K 0.01%
1,229,800
+614,900
+100% +$354K
MMDMR
189
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$799K 0.01%
1,700,000
– –
EPD icon
190
Enterprise Products Partners
EPD
$83.8B
$798K 0.01%
27,760
– –
GIG.RT
191
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$795K 0.01%
1,500,000
– –
WMB icon
192
Williams Companies
WMB
$90.5B
$790K 0.01%
+29,037
New +$843K
ENBL
193
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$790K 0.01%
46,900
– –
ISUN
194
DELISTED
iSun, Inc. Common Stock
ISUN
$787K 0.01%
69,000
– –
MGY.WS
195
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$783K 0.01%
+166,667
New +$649K
TLP
196
DELISTED
Transmontaigne
TLP
$779K 0.01%
20,221
– –
MFAC.WS
197
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$769K 0.01%
+1,282,000
New +$769K
RWGE.WS
198
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$765K 0.01%
524,259
– –
TGE
199
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$750K 0.01%
+31,800
New +$753K
PAA icon
200
Plains All American Pipeline
PAA
$17.4B
$744K 0.01%
29,751
– –
6 7
8
9 10

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GA
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CIS
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HCM
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HPG
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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.