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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
ENLK
201
DELISTED
EnLink Midstream Partners, LP
ENLK
$740K 0.01%
39,709
– –
PNBK icon
202
Patriot National Bancorp
PNBK
$132M
$738K 0.01%
34,561
-15,610
-31% -$325K
ANDX
203
DELISTED
Andeavor Logistics LP
ANDX
$733K 0.01%
15,100
– –
HEP
204
DELISTED
Holly Energy Partners, L.P.
HEP
$695K 0.01%
22,100
– –
TIBRW
205
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$693K 0.01%
1,175,000
– –
HESM icon
206
Hess Midstream
HESM
$5.22B
$691K 0.01%
30,300
– –
VEACW
207
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$675K 0.01%
500,000
– –
LGC.WS
208
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$668K 0.01%
1,500,000
– –
CNXM
209
DELISTED
CNX Midstream Partners LP
CNXM
$662K 0.01%
34,400
– –
LSEAW
210
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$660K 0.01%
+1,200,000
New +$671K
MMP
211
DELISTED
Magellan Midstream Partners, L.P.
MMP
$654K 0.01%
9,657
– –
PSXP
212
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$652K 0.01%
12,745
– –
EACQW
213
DELISTED
Easterly Acquisition Corp.
EACQW
$631K 0.01%
573,250
– –
GTYHW
214
DELISTED
GTY Technology Holdings, Inc. Warrants
GTYHW
$625K 0.01%
+500,000
New +$603K
SEP
215
DELISTED
Spectra Engy Parters Lp
SEP
$603K 0.01%
16,900
– –
LCAHW
216
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$595K 0.01%
500,000
– –
FG.WS
217
DELISTED
FGL Holdings Warrants exercisable for one Ordinary Share at a price of $11.50 per share
FG.WS
$591K 0.01%
+300,000
New +$488K
NFC.WS
218
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
$590K 0.01%
+500,000
New +$590K
GEL icon
219
Genesis Energy
GEL
$1.84B
$575K 0.01%
24,165
– –
TGP
220
DELISTED
Teekay LNG Partners L.P.
TGP
$570K 0.01%
34,119
– –
ATLC icon
221
Atlanticus Holdings
ATLC
$1.5B
$567K 0.01%
191,430
– –
HCAC.WS
222
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
$563K 0.01%
375,000
– –
GIG.WS
223
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$560K 0.01%
1,125,000
– –
ROSEW
224
DELISTED
Rosehill Resources Inc.
ROSEW
$558K 0.01%
489,600
– –
AM icon
225
Antero Midstream
AM
$10.8B
$552K 0.01%
32,600
– –
7 8
9
10 11

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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.