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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
NFJ
276
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$463K 0.01%
+43,391
New +$517K
MFAC.WS
277
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$462K 0.01%
1,153,800
-128,200
-10% -$62.7K
EFT
278
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$461K 0.01%
+36,389
New +$496K
RA
279
Brookfield Real Assets Income Fund
RA
$703M
$461K 0.01%
+24,171
New +$502K
USWSW
280
DELISTED
U.S. Well Services, Inc. Warrants
USWSW
$455K 0.01%
+757,700
New +$477K
RQI icon
281
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$452K 0.01%
+43,608
New +$498K
MHI
282
DELISTED
Pioneer Municipal High Income Fund
MHI
$449K 0.01%
40,950
+30,880
+307% +$336K
DNI
283
DELISTED
Dividend and Income Fund
DNI
$447K 0.01%
46,948
+20,073
+75% +$218K
GEL icon
284
Genesis Energy
GEL
$1.84B
$446K 0.01%
24,165
– –
ENLK
285
DELISTED
EnLink Midstream Partners, LP
ENLK
$437K 0.01%
39,709
– –
NHS
286
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$436K 0.01%
45,127
+24,668
+121% +$255K
VMM
287
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$434K 0.01%
36,598
+23,346
+176% +$275K
GRSHW
288
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$433K 0.01%
+333,332
New +$478K
EQM
289
DELISTED
EQM Midstream Partners, LP
EQM
$432K 0.01%
9,980
– –
GPAQW
290
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$431K 0.01%
1,106,820
-122,980
-10% -$61.3K
MFM
291
Aberdeen Municipal Income Fund
MFM
$222M
$429K 0.01%
69,841
+42,283
+153% +$266K
BLW icon
292
BlackRock Limited Duration Income Trust
BLW
$491M
$427K 0.01%
+31,935
New +$452K
BIT icon
293
BlackRock Multi-Sector Income Trust
BIT
$696M
$426K 0.01%
+27,727
New +$450K
MMDMR
294
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$425K 0.01%
1,700,000
– –
HQH
295
abrdn Healthcare Investors
HQH
$1.23B
$424K 0.01%
+23,610
New +$483K
NAZ icon
296
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$423K 0.01%
+35,617
New +$416K
JRI icon
297
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$422K 0.01%
+30,976
New +$459K
SPAQ.WS
298
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$422K 0.01%
+434,999
New +$568K
BROGR
299
DELISTED
Twelve Seas Investment Company Rights
BROGR
$420K 0.01%
1,200,000
– –
MMLP icon
300
Martin Midstream Partners
MMLP
$95.9M
$419K 0.01%
40,794
– –
10 11
12
13 14

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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.