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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
+1.48%
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
$7.28B
AUM Growth
-$1.39B
Cap. Flow
-$3.38B
Cap. Flow %
-46.38%
Top 10 Hldgs %
26.21%
Holding
659
New
169
Increased
113
Reduced
79
Closed
85

Top Buys

Rank Stock Value
1
LLL
L3 Technologies, Inc.
LLL
+$225M
2
ARRS
ARRIS International plc Ordinary Shares
ARRS
+$142M
3
ESL
Esterline Technologies
ESL
+$134M
4
RHT
Red Hat Inc
RHT
+$113M
5
NFX
Newfield Exploration
NFX
+$112M

Top Sells

Rank Stock Value
1
COL
Rockwell Collins
COL
+$211M
2
CA
CA, Inc.
CA
+$191M
3
ANDV
Andeavor
ANDV
+$188M
4
ESRX
Express Scripts Holding Company
ESRX
+$167M
5
AET
Aetna Inc
AET
+$144M

Sector Composition

Rank Sector Weight
1 Technology 15.58%
2 Financials 6.24%
3 Communication Services 6.06%
4 Utilities 5.29%
5 Healthcare 4.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ENBL
226
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$635K 0.01%
46,900
– –
HEP
227
DELISTED
Holly Energy Partners, L.P.
HEP
$631K 0.01%
22,100
– –
NNC
228
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$627K 0.01%
53,154
+34,002
+178% +$401K
GSAH.WS
229
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$625K 0.01%
500,000
– –
GHY
230
PGIM Global High Yield Fund
GHY
$478M
$617K 0.01%
47,761
+26,442
+124% +$353K
CCC.WS
231
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
$607K 0.01%
+697,500
New +$732K
AWF
232
AllianceBernstein Global High Income Fund
AWF
$867M
$603K 0.01%
57,266
+44,974
+366% +$496K
TBRGW
233
DELISTED
Thunder Bridge Acquisition, Ltd. Warrant
TBRGW
$599K 0.01%
1,620,000
-180,000
-10% -$77.1K
PAA icon
234
Plains All American Pipeline
PAA
$17.4B
$596K 0.01%
29,751
– –
BLE
235
DELISTED
BlackRock Municipal Income Trust II
BLE
$592K 0.01%
+45,845
New +$586K
CTACW
236
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$592K 0.01%
+810,000
New +$737K
VLP
237
DELISTED
Valero Energy Partners LP
VLP
$583K 0.01%
13,821
– –
BTZ icon
238
BlackRock Credit Allocation Income Trust
BTZ
$927M
$581K 0.01%
51,939
+35,550
+217% +$416K
MQT
239
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$581K 0.01%
50,864
+32,779
+181% +$374K
PMM
240
Franklin Managed Municipal Income Trust
PMM
$275M
$573K 0.01%
85,222
+49,069
+136% +$334K
SBI
241
Western Asset Intermediate Muni Fund
SBI
$109M
$561K 0.01%
67,179
+37,689
+128% +$314K
CNXM
242
DELISTED
CNX Midstream Partners LP
CNXM
$560K 0.01%
34,400
– –
FSD
243
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$558K 0.01%
+42,042
New +$585K
VTA
244
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$553K 0.01%
53,856
+42,692
+382% +$466K
MMP
245
DELISTED
Magellan Midstream Partners, L.P.
MMP
$551K 0.01%
9,657
– –
DCP
246
DELISTED
DCP Midstream, LP
DCP
$547K 0.01%
20,646
– –
JQC icon
247
Nuveen Credit Strategies Income Fund
JQC
$702M
$543K 0.01%
+73,400
New +$562K
PSXP
248
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$537K 0.01%
12,745
– –
MUE
249
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$531K 0.01%
46,278
+28,607
+162% +$333K
HYT icon
250
BlackRock Corporate High Yield Fund
HYT
$1.36B
$527K 0.01%
+56,755
New +$558K
8 9
10
11 12

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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
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 Q4 2018 Portfolio in Review

As of Q4 2018, AQR Arbitrage held 659 positions worth $7.28B, down 16% from $8.67B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

AQR Arbitrage withdrew a net $3.38B in Q4 2018, closing 85 positions and reducing 79 holdings. Its most notable exit was Rockwell Collins, an estimated $211M position sold in full.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 11% a quarter earlier, followed by Financials and Communication Services.

Against the trend, AQR Arbitrage opened a new position in L3 Technologies, Inc. worth $203M.

  • AQR Arbitrage's largest Q4 2018 buy was L3 Technologies, Inc.: 1,170,292 shares worth $203M.
  • AQR Arbitrage added most to Randgold Resources Ltd in Q4 2018, an estimated $101M increase.
  • AQR Arbitrage's biggest Q4 2018 reduction was Hilton Grand Vacations, cutting an estimated $17.9M.
  • AQR Arbitrage fully exited Rockwell Collins in Q4 2018, selling an estimated $211M.
  • AQR Arbitrage's ten largest holdings make up 26% of its $7.28B portfolio in Q4 2018.
  • AQR Arbitrage opened 169 new positions and closed 85 in Q4 2018.
  • AQR Arbitrage's portfolio value fell 16% quarter-over-quarter to $7.28B.

Based on AQR Arbitrage's 13F filing for Q4 2018, filed 14 Feb 2019.