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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
NEBUW
351
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$314K ﹤0.01%
233,332
– –
LTN.WS
352
DELISTED
Union Acquisition Corp.
LTN.WS
$313K ﹤0.01%
1,250,000
– –
IEAWW
353
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$312K ﹤0.01%
343,006
-365,706
-52% -$445K
TWLVW
354
DELISTED
Twelve Seas Investment Company Warrant
TWLVW
$312K ﹤0.01%
1,200,000
– –
PHT
355
DELISTED
Pioneer High Income Fund
PHT
$311K ﹤0.01%
+39,038
New +$335K
NID
356
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
$311K ﹤0.01%
25,136
+2,300
+10% +$28.3K
DMF
357
DELISTED
BNY Mellon Municipal Income
DMF
$301K ﹤0.01%
39,490
+28,029
+245% +$214K
CMSSR
358
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
$300K ﹤0.01%
750,000
– –
BGH
359
Barings Global Short Duration High Yield Fund
BGH
$281M
$295K ﹤0.01%
+18,497
New +$323K
IVH
360
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$295K ﹤0.01%
+24,294
New +$320K
KLXE icon
361
KLX Energy Services
KLXE
$44.8M
$294K ﹤0.01%
2,508
-420
-14% -$58.2K
WRLSR
362
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$290K ﹤0.01%
1,000,000
– –
HTD
363
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$924M
$289K ﹤0.01%
+14,149
New +$312K
AIF
364
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$287K ﹤0.01%
+20,833
New +$308K
JRO
365
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$286K ﹤0.01%
+31,713
New +$312K
BGT icon
366
BlackRock Floating Rate Income Trust
BGT
$322M
$281K ﹤0.01%
+24,337
New +$304K
TKKSW
367
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$278K ﹤0.01%
1,850,000
– –
TST
368
DELISTED
TheStreet, Inc.
TST
$278K ﹤0.01%
+13,675
New +$267K
BPMP
369
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$272K ﹤0.01%
17,500
– –
GIG.WS
370
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$272K ﹤0.01%
1,125,000
– –
FDEU
371
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$270K ﹤0.01%
+21,346
New +$298K
ALGRW
372
DELISTED
Allegro Merger Corp Warrant
ALGRW
$270K ﹤0.01%
900,000
– –
IGD
373
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$268K ﹤0.01%
+45,729
New +$298K
STWD icon
374
Starwood Property Trust
STWD
$6.12B
$267K ﹤0.01%
+13,533
New +$292K
CHI
375
Calamos Convertible Opportunities and Income Fund
CHI
$1.02B
$261K ﹤0.01%
+29,464
New +$293K
13 14
15
16 17

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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
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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.