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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
BYM
301
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$257K ﹤0.01%
20,100
+400
+2% +$5.24K
NUM
302
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$256K ﹤0.01%
20,721
+537
+3% +$6.76K
DMB
303
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$255K ﹤0.01%
20,505
+385
+2% +$4.83K
NMY
304
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$255K ﹤0.01%
21,621
+547
+3% +$6.6K
PMM
305
Franklin Managed Municipal Income Trust
PMM
$275M
$250K ﹤0.01%
36,153
– –
EIM
306
Eaton Vance Municipal Bond Fund
EIM
$492M
$249K ﹤0.01%
21,601
– –
SBI
307
Western Asset Intermediate Muni Fund
SBI
$109M
$249K ﹤0.01%
29,490
+5,411
+22% +$46.4K
MFL
308
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$248K ﹤0.01%
19,788
+4,116
+26% +$52.4K
CIC.WS
309
DELISTED
Capitol Investment Corp. IV
CIC.WS
$248K ﹤0.01%
+166,667
New +$236K
NUO
310
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$244K ﹤0.01%
18,059
– –
PMO
311
Franklin Municipal Opportunities Trust
PMO
$282M
$241K ﹤0.01%
21,145
+400
+2% +$4.64K
LEO
312
BNY Mellon Strategic Municipals
LEO
$387M
$238K ﹤0.01%
31,761
+2,874
+10% +$22K
MQY icon
313
BlackRock MuniYield Quality Fund
MQY
$807M
$236K ﹤0.01%
17,484
+4,370
+33% +$60.1K
CPLG
314
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$236K ﹤0.01%
12,125
– –
VKQ icon
315
Invesco Municipal Trust
VKQ
$536M
$233K ﹤0.01%
20,159
+1,000
+5% +$11.8K
MEN
316
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$233K ﹤0.01%
23,185
+7,284
+46% +$75.4K
BFK
317
DELISTED
BlackRock Municipal Income Trust
BFK
$232K ﹤0.01%
18,615
+2,735
+17% +$35.4K
BKN
318
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$232K ﹤0.01%
17,463
+204
+1% +$2.85K
DTF
319
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$232K ﹤0.01%
18,071
+922
+5% +$12.1K
MYC
320
DELISTED
Blackrock Muni Yield California Fund, Inc.
MYC
$232K ﹤0.01%
18,233
+2,162
+13% +$28.7K
VKI icon
321
Invesco Advantage Municipal Income Trust II
VKI
$394M
$231K ﹤0.01%
21,905
+547
+3% +$5.84K
MYD
322
DELISTED
BlackRock MuniYield Fund
MYD
$230K ﹤0.01%
17,532
-379
-2% -$5.16K
NNC
323
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$230K ﹤0.01%
19,152
– –
MMU
324
Western Asset Managed Municipals Fund
MMU
$549M
$227K ﹤0.01%
18,776
+5,132
+38% +$64.8K
NHS
325
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$224K ﹤0.01%
20,459
+2,831
+16% +$30.8K
11 12
13
14 15

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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.