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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
NS
326
DELISTED
NuStar Energy L.P.
NS
$365K 0.01%
17,439
– –
AM icon
327
Antero Midstream
AM
$10.8B
$364K 0.01%
32,600
– –
DTF
328
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$361K 0.01%
29,138
+11,067
+61% +$139K
EVF
329
Eaton Vance Senior Income Trust
EVF
$90.3M
$361K 0.01%
+60,150
New +$372K
BGB
330
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$360K ﹤0.01%
+26,702
New +$395K
PHD
331
DELISTED
Pioneer Floating Rate Fund
PHD
$360K ﹤0.01%
+36,602
New +$383K
VTN icon
332
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$357K ﹤0.01%
+29,935
New +$362K
MUH
333
DELISTED
Blackrock Muniholdings Fund II, Inc.
MUH
$355K ﹤0.01%
+27,377
New +$354K
APU
334
DELISTED
AmeriGas Partners, L.P.
APU
$351K ﹤0.01%
13,864
– –
SMC
335
Summit Midstream
SMC
$421M
$349K ﹤0.01%
2,313
– –
EAGLW
336
DELISTED
Platinum Eagle Acquisition Corp. Warrant
EAGLW
$347K ﹤0.01%
266,666
– –
RVI
337
DELISTED
Retail Value Inc. Common Shares
RVI
$345K ﹤0.01%
146,737
– –
RVT icon
338
Royce Value Trust
RVT
$2.21B
$343K ﹤0.01%
+29,095
New +$403K
AFT
339
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$341K ﹤0.01%
+23,664
New +$358K
SEMG
340
DELISTED
SEMGROUP CORPORATION
SEMG
$335K ﹤0.01%
24,333
– –
KSM
341
DELISTED
DWS Strategic Municipal Income Trust
KSM
$334K ﹤0.01%
32,400
+19,631
+154% +$203K
BBK
342
DELISTED
Blackrock Municipal Bond Trust
BBK
$330K ﹤0.01%
24,678
+10,143
+70% +$136K
GPRO icon
343
GoPro
GPRO
$116M
$328K ﹤0.01%
77,342
+49,951
+182% +$279K
MNP
344
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$327K ﹤0.01%
23,543
+8,320
+55% +$114K
BGY icon
345
BlackRock Enhanced International Dividend Trust
BGY
$512M
$326K ﹤0.01%
+65,376
New +$343K
UTF icon
346
Cohen & Steers Infrastructure Fund
UTF
$3.14B
$325K ﹤0.01%
+16,464
New +$354K
PRTHW
347
DELISTED
Priority Technology Holdings, Inc. Warrant
PRTHW
$325K ﹤0.01%
250,000
– –
NKG
348
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$320K ﹤0.01%
29,260
+16,550
+130% +$180K
GAM
349
General American Investors Company
GAM
$1.54B
$315K ﹤0.01%
+11,060
New +$362K
DMB
350
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$314K ﹤0.01%
26,442
+5,937
+29% +$71.8K
12 13
14
15 16

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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.