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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
FCT
301
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$417K 0.01%
+37,274
New +$445K
RNP icon
302
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$415K 0.01%
+23,338
New +$426K
LGC.WS
303
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$414K 0.01%
1,250,000
-250,000
-17% -$97K
TIBRW
304
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$412K 0.01%
1,057,500
-117,500
-10% -$58K
GIG.RT
305
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$412K 0.01%
1,500,000
– –
ARDC
306
Are Dynamic Credit Allocation Fund
ARDC
$297M
$408K 0.01%
+29,599
New +$439K
BCX icon
307
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$408K 0.01%
+57,744
New +$456K
ENX
308
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$408K 0.01%
37,077
+21,092
+132% +$232K
NFC.WS
309
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
$405K 0.01%
450,000
-50,000
-10% -$53.4K
BNY
310
DELISTED
BlackRock New York Municipal Income Trust
BNY
$404K 0.01%
33,029
+22,705
+220% +$272K
BPL
311
DELISTED
Buckeye Partners, L.P.
BPL
$400K 0.01%
13,800
– –
CVS icon
312
CVS Health
CVS
$137B
$399K 0.01%
+6,084
New +$454K
AVK
313
Advent Convertible and Income Fund
AVK
$544M
$396K 0.01%
+32,443
New +$439K
BDJ icon
314
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$396K 0.01%
+50,988
New +$434K
EFR
315
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$393K 0.01%
+31,299
New +$418K
KBLMR
316
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$390K 0.01%
1,000,000
– –
FPAC.WS
317
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$390K 0.01%
299,999
-33,333
-10% -$50.3K
BBCPW
318
DELISTED
Concrete Pumping Holdings, Inc. Warrant
BBCPW
$390K 0.01%
+500,000
New +$355K
FMN
319
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$384K 0.01%
31,264
+15,586
+99% +$193K
EAD
320
Allspring Income Opportunities Fund
EAD
$372M
$381K 0.01%
+52,631
New +$399K
TGP
321
DELISTED
Teekay LNG Partners L.P.
TGP
$376K 0.01%
34,119
– –
EHI
322
Western Asset Global High Income Fund
EHI
$175M
$373K 0.01%
+45,105
New +$393K
MUS
323
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$372K 0.01%
32,865
+20,416
+164% +$231K
VCV icon
324
Invesco California Value Municipal Income Trust
VCV
$515M
$370K 0.01%
32,726
+20,714
+172% +$234K
SHLX
325
DELISTED
Shell Midstream Partners, L.P.
SHLX
$368K 0.01%
22,409
– –
11 12
13
14 15

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JWBC
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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
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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.