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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
COL
1
DELISTED
Rockwell Collins
COL
$211M 2.44%
1,505,608
-19,090
-1% -$2.63M
NXPI icon
2
NXP Semiconductors
NXPI
$68B
$207M 2.39%
2,422,065
+368,111
+18% +$35.3M
CA
3
DELISTED
CA, Inc.
CA
$191M 2.2%
+4,321,754
New +$186M
ANDV
4
DELISTED
Andeavor
ANDV
$188M 2.17%
1,227,591
+5,390
+0.4% +$796K
AABA
5
DELISTED
Altaba Inc
AABA
$169M 1.95%
2,488,238
-929,666
-27% -$65.5M
ESRX
6
DELISTED
Express Scripts Holding Company
ESRX
$167M 1.92%
1,756,711
-145,354
-8% -$12.4M
AET
7
DELISTED
Aetna Inc
AET
$144M 1.66%
709,175
+27,260
+4% +$5.33M
PF
8
DELISTED
Pinnacle Foods, Inc.
PF
$141M 1.62%
2,168,990
+1,112,990
+105% +$73.7M
AVA icon
9
Avista
AVA
$3.47B
$138M 1.59%
2,732,891
+101,034
+4% +$5.16M
FCE.A
10
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$124M 1.43%
+4,955,753
New +$121M
TFCFA
11
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$123M 1.42%
2,651,291
+1,195,089
+82% +$54.8M
VVC
12
DELISTED
Vectren Corporation
VVC
$118M 1.37%
1,655,932
+470,535
+40% +$33.6M
USG
13
DELISTED
Usg
USG
$106M 1.22%
2,443,614
+910,226
+59% +$39.3M
SCG
14
DELISTED
Scana
SCG
$104M 1.2%
2,666,550
+22,766
+0.9% +$873K
SODA
15
DELISTED
SodaStream International Ltd
SODA
$102M 1.17%
+709,772
New +$85.4M
ORBK
16
DELISTED
Orbotech Ltd
ORBK
$100M 1.16%
1,686,428
+332,542
+25% +$20.8M
DNB
17
DELISTED
Dun & Bradstreet
DNB
$97.7M 1.13%
+685,654
New +$93.2M
KS
18
DELISTED
KapStone Paper and Pack Corp.
KS
$97.5M 1.12%
2,874,376
+516,808
+22% +$17.8M
S
19
DELISTED
Sprint Corporation
S
$92.5M 1.07%
14,148,031
+4,332,582
+44% +$25.7M
EGN
20
DELISTED
Energen
EGN
$92.4M 1.07%
+1,071,916
New +$81.6M
NXTM
21
DELISTED
NxStage Medical Inc.
NXTM
$91M 1.05%
3,262,960
+378,569
+13% +$10.6M
EVHC
22
DELISTED
Envision Healthcare Holdings Inc
EVHC
$88.4M 1.02%
1,933,088
+201,942
+12% +$9.07M
IDTI
23
DELISTED
Integrated Device Technology I
IDTI
$67.4M 0.78%
+1,434,731
New +$55.4M
AHL
24
DELISTED
ASPEN Insurance Holding Limited
AHL
$65.8M 0.76%
+1,572,961
New +$62.8M
PNK
25
DELISTED
Pinnacle Entertainment Inc.
PNK
$64.1M 0.74%
1,903,218
+426,913
+29% +$14.4M
1
2 3 4 5

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JWBC
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GA
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CIS
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EMPI
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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.