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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
MYJ
326
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$224K ﹤0.01%
+17,294
New +$233K
EVM
327
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$223K ﹤0.01%
22,438
+3,820
+21% +$39.2K
DSM
328
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$222K ﹤0.01%
30,235
+6,618
+28% +$49.8K
MPA icon
329
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$219K ﹤0.01%
17,168
+3,852
+29% +$50.7K
KBLMW
330
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$219K ﹤0.01%
1,000,000
– –
MUE
331
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$213K ﹤0.01%
17,671
+2,433
+16% +$29.6K
MQT
332
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$212K ﹤0.01%
18,085
+943
+6% +$11.3K
MNP
333
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$209K ﹤0.01%
15,223
+869
+6% +$12.2K
BTZ icon
334
BlackRock Credit Allocation Income Trust
BTZ
$927M
$201K ﹤0.01%
16,389
+2,200
+16% +$27K
FMN
335
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$200K ﹤0.01%
15,678
+1,163
+8% +$15.5K
BBK
336
DELISTED
Blackrock Municipal Bond Trust
BBK
$200K ﹤0.01%
14,535
+459
+3% +$6.53K
AHPAW
337
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$200K ﹤0.01%
1,000,000
– –
GPRO icon
338
GoPro
GPRO
$116M
$197K ﹤0.01%
27,391
– –
CMSSW
339
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
$187K ﹤0.01%
+375,000
New +$179K
MVF
340
DELISTED
BlackRock MuniVest Fund
MVF
$181K ﹤0.01%
20,681
– –
MFM
341
Aberdeen Municipal Income Fund
MFM
$222M
$179K ﹤0.01%
27,558
-1,468
-5% -$9.84K
ENX
342
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$177K ﹤0.01%
15,985
+374
+2% +$4.19K
STNLW
343
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$171K ﹤0.01%
+133,333
New +$156K
MTECW
344
DELISTED
MTech Acquisition Corp. Warrant
MTECW
$163K ﹤0.01%
125,000
– –
VMM
345
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$158K ﹤0.01%
13,252
+1,077
+9% +$13.3K
AMRWW
346
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
$154K ﹤0.01%
308,333
– –
CNACW
347
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$154K ﹤0.01%
+700,000
New +$259K
VPV icon
348
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$145K ﹤0.01%
12,235
-15,100
-55% -$181K
MUS
349
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$144K ﹤0.01%
+12,449
New +$149K
AWF
350
AllianceBernstein Global High Income Fund
AWF
$867M
$143K ﹤0.01%
12,292
– –
12 13
14
15 16

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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
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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.