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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
BKN
251
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$524K 0.01%
39,699
+22,236
+127% +$291K
NTC
252
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$523K 0.01%
46,405
+20,018
+76% +$224K
WES
253
DELISTED
Western Gas Partners Lp
WES
$521K 0.01%
12,341
– –
HESM icon
254
Hess Midstream
HESM
$5.22B
$514K 0.01%
30,300
– –
RIG icon
255
Transocean
RIG
$5.92B
$514K 0.01%
+74,055
New +$755K
BOE icon
256
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$513K 0.01%
+54,753
New +$553K
HIX
257
Western Asset High Income Fund II
HIX
$352M
$510K 0.01%
+88,508
New +$536K
PEO
258
Adams Natural Resources Fund
PEO
$759M
$507K 0.01%
+36,192
New +$601K
LSEAW
259
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$504K 0.01%
1,200,000
– –
TCP
260
DELISTED
TC Pipelines LP
TCP
$504K 0.01%
15,700
– –
IGR
261
CBRE Global Real Estate Income Fund
IGR
$712M
$499K 0.01%
+80,943
New +$543K
LACQW
262
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$494K 0.01%
625,000
-125,000
-17% -$116K
SABA
263
Saba Capital Income & Opportunities Fund II
SABA
$220M
$493K 0.01%
+40,875
New +$500K
HYACW
264
DELISTED
Haymaker Acquisition Corp. Warrant
HYACW
$492K 0.01%
599,990
-99,990
-14% -$91.3K
PNBK icon
265
Patriot National Bancorp
PNBK
$132M
$491K 0.01%
34,461
-100
-0.3% -$1.9K
NESRW
266
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$491K 0.01%
409,500
-409,600
-50% -$673K
ANDX
267
DELISTED
Andeavor Logistics LP
ANDX
$491K 0.01%
15,100
– –
MPA icon
268
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$487K 0.01%
38,842
+21,674
+126% +$273K
NBH
269
Neuberger Municipal Fund Inc
NBH
$304M
$477K 0.01%
37,689
+27,442
+268% +$353K
RWGE.WS
270
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$476K 0.01%
440,925
-83,334
-16% -$118K
LTN.RT
271
DELISTED
Union Acquisition Corp.
LTN.RT
$475K 0.01%
1,250,000
– –
FRA icon
272
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$472K 0.01%
+39,629
New +$511K
DSU icon
273
BlackRock Debt Strategies Fund
DSU
$591M
$471K 0.01%
+48,221
New +$509K
GDV icon
274
Gabelli Dividend & Income Trust
GDV
$2.6B
$469K 0.01%
+25,634
New +$531K
AOD
275
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$464K 0.01%
+64,391
New +$513K
9 10
11
12 13

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GA
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CIS
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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 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.