We are live on ! Find out more
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
SMTA
276
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$308K ﹤0.01%
+26,740
New +$284K
KTF
277
DWS Municipal Income Trust
KTF
$346M
$304K ﹤0.01%
29,025
+4,920
+20% +$53.5K
MUJ icon
278
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$303K ﹤0.01%
24,109
+3,705
+18% +$47.8K
IIM icon
279
Invesco Value Municipal Income Trust
IIM
$583M
$302K ﹤0.01%
21,791
-6,588
-23% -$93.2K
MCA
280
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$302K ﹤0.01%
23,556
+3,422
+17% +$45.4K
DSKEW
281
DELISTED
Daseke, Inc. Warrant
DSKEW
$302K ﹤0.01%
378,003
– –
NTC
282
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$300K ﹤0.01%
26,387
– –
AKP
283
DELISTED
Alliance Californa Muni Fd
AKP
$299K ﹤0.01%
22,008
-3,719
-14% -$50.1K
GHY
284
PGIM Global High Yield Fund
GHY
$478M
$296K ﹤0.01%
21,319
+1,850
+10% +$25.4K
EVN
285
Eaton Vance Municipal Income Trust
EVN
$427M
$290K ﹤0.01%
25,278
-1,323
-5% -$15.7K
EVV
286
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$289K ﹤0.01%
22,800
+1,935
+9% +$24.5K
AFB
287
AllianceBernstein National Municipal Income Fund
AFB
$312M
$288K ﹤0.01%
23,217
– –
IQI icon
288
Invesco Quality Municipal Securities
IQI
$526M
$288K ﹤0.01%
24,888
-1,721
-6% -$20.5K
GSHTW
289
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
$287K ﹤0.01%
133,333
– –
MHN
290
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$286K ﹤0.01%
23,983
+2,495
+12% +$30.7K
NID
291
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$285K ﹤0.01%
22,836
+1,433
+7% +$17.9K
NKX icon
292
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$282K ﹤0.01%
21,950
+3,153
+17% +$42.3K
NQP
293
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$282K ﹤0.01%
22,620
– –
CNACR
294
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$280K ﹤0.01%
700,000
– –
ISD
295
PGIM High Yield Bond Fund
ISD
$414M
$277K ﹤0.01%
19,576
+1,200
+7% +$16.9K
VGM icon
296
Invesco Trust Investment Grade Municipals
VGM
$549M
$275K ﹤0.01%
23,116
+8,194
+55% +$99.5K
MIY icon
297
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$264K ﹤0.01%
21,260
+5,518
+35% +$70.7K
WRLSW
298
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$260K ﹤0.01%
500,000
– –
BBN icon
299
BlackRock Taxable Municipal Bond Trust
BBN
$969M
$259K ﹤0.01%
12,223
– –
NAN icon
300
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$259K ﹤0.01%
21,064
+717
+4% +$8.96K
10 11
12
13 14

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.