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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
ALGRR
376
DELISTED
Allegro Merger Corp Right
ALGRR
$261K ﹤0.01%
900,000
– –
ERC
377
Allspring Multi-Sector Income Fund
ERC
$255M
$260K ﹤0.01%
+23,423
New +$271K
AKP
378
DELISTED
Alliance Californa Muni Fd
AKP
$259K ﹤0.01%
18,969
-3,039
-14% -$40.5K
ETG
379
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$258K ﹤0.01%
+19,036
New +$295K
GTYHW
380
DELISTED
GTY Technology Holdings, Inc. Warrants
GTYHW
$253K ﹤0.01%
324,900
-175,100
-35% -$221K
MGY.WS
381
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$252K ﹤0.01%
83,333
-83,334
-50% -$296K
NSL
382
DELISTED
NUVEEN SENIOR INCM FD
NSL
$251K ﹤0.01%
+45,580
New +$268K
FTF
383
Franklin Limited Duration Income Trust
FTF
$233M
$250K ﹤0.01%
+27,679
New +$260K
HYI
384
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$250K ﹤0.01%
+19,042
New +$265K
BFK
385
DELISTED
BlackRock Municipal Income Trust
BFK
$246K ﹤0.01%
20,215
+1,600
+9% +$19.7K
MGU
386
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$243K ﹤0.01%
+12,902
New +$259K
NEV
387
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$230K ﹤0.01%
17,907
+7,862
+78% +$101K
INF
388
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$228K ﹤0.01%
+22,507
New +$254K
GDO
389
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$218K ﹤0.01%
+14,568
New +$223K
MMU
390
Western Asset Managed Municipals Fund
MMU
$549M
$218K ﹤0.01%
17,136
-1,640
-9% -$20K
NTX
391
DELISTED
Nuveen Texas Quality Municipal Income Fund
NTX
$217K ﹤0.01%
+17,536
New +$217K
LITE icon
392
Lumentum
LITE
$59.4B
$213K ﹤0.01%
+5,077
New +$250K
EVG
393
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$206K ﹤0.01%
+16,570
New +$210K
HCCHR
394
DELISTED
HL Acquisitions Corp. Right
HCCHR
$204K ﹤0.01%
270,000
– –
JRS icon
395
Nuveen Real Estate Income Fund
JRS
$251M
$202K ﹤0.01%
+23,933
New +$220K
ZF
396
DELISTED
Virtus Total Return Fund Inc.
ZF
$192K ﹤0.01%
+22,175
New +$207K
KIO
397
KKR Income Opportunities Fund
KIO
$450M
$191K ﹤0.01%
+13,418
New +$207K
SMTA
398
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$191K ﹤0.01%
26,740
– –
JPC icon
399
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$190K ﹤0.01%
+22,742
New +$201K
IDE
400
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$186K ﹤0.01%
+16,809
New +$218K
14 15
16
17 18

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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
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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.