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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
PRTHW
251
DELISTED
Priority Technology Holdings, Inc. Warrant
PRTHW
$425K ﹤0.01%
+250,000
New +$434K
CMSSR
252
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
$413K ﹤0.01%
750,000
– –
TWLVW
253
DELISTED
Twelve Seas Investment Company Warrant
TWLVW
$408K ﹤0.01%
+1,200,000
New +$423K
ESTRW
254
DELISTED
Estre Ambiental, Inc
ESTRW
$397K ﹤0.01%
+1,323,740
New +$556K
VMO icon
255
Invesco Municipal Opportunity Trust
VMO
$647M
$390K ﹤0.01%
34,071
– –
NAD icon
256
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$386K ﹤0.01%
30,150
– –
MUI
257
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$384K ﹤0.01%
29,380
– –
BFZ
258
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$383K ﹤0.01%
30,985
+4,243
+16% +$54K
BTT icon
259
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$380K ﹤0.01%
18,329
+2,399
+15% +$51.1K
NAC icon
260
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$376K ﹤0.01%
29,080
– –
ALGRR
261
DELISTED
Allegro Merger Corp Right
ALGRR
$360K ﹤0.01%
+900,000
New +$360K
EAGLW
262
DELISTED
Platinum Eagle Acquisition Corp. Warrant
EAGLW
$360K ﹤0.01%
266,666
– –
KAACW
263
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
$348K ﹤0.01%
250,000
– –
MYN icon
264
BlackRock MuniYield New York Quality Fund
MYN
$374M
$347K ﹤0.01%
30,162
+1,615
+6% +$19.1K
BE icon
265
Bloom Energy
BE
$52.6B
$341K ﹤0.01%
+10,000
New +$280K
BPMP
266
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$329K ﹤0.01%
17,500
– –
NEBUW
267
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$324K ﹤0.01%
233,332
– –
NRK icon
268
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$322K ﹤0.01%
27,029
+800
+3% +$9.7K
NXJ
269
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$321K ﹤0.01%
25,011
– –
DNI
270
DELISTED
Dividend and Income Fund
DNI
$321K ﹤0.01%
26,875
+4,869
+22% +$59.8K
NEA icon
271
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$318K ﹤0.01%
25,085
– –
NPV icon
272
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$316K ﹤0.01%
26,695
+100
+0.4% +$1.22K
MYI icon
273
BlackRock MuniYield Quality Fund III
MYI
$709M
$315K ﹤0.01%
26,067
+4,783
+22% +$59.4K
ALGRW
274
DELISTED
Allegro Merger Corp Warrant
ALGRW
$315K ﹤0.01%
+900,000
New +$301K
MUC icon
275
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$309K ﹤0.01%
24,595
+4,443
+22% +$57.9K
9 10
11
12 13

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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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
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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.