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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
INB
426
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$118K ﹤0.01%
+15,880
New +$132K
VEACW
427
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$118K ﹤0.01%
250,000
-250,000
-50% -$214K
CXH
428
DELISTED
MFS Investment Grade Municipal Trust
CXH
$115K ﹤0.01%
+13,134
New +$115K
IHD
429
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
$111K ﹤0.01%
+15,217
New +$113K
EXD
430
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$111K ﹤0.01%
+13,033
New +$112K
STNLW
431
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$111K ﹤0.01%
133,333
– –
IGA
432
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$108K ﹤0.01%
+11,750
New +$119K
MMT
433
Aberdeen Multi-Market Income Fund
MMT
$237M
$105K ﹤0.01%
+20,458
New +$109K
GRX
434
Gabelli Healthcare & Wellness Trust
GRX
$141M
$102K ﹤0.01%
+11,066
New +$114K
TPGH.WS
435
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$101K ﹤0.01%
440,166
+373,500
+560% +$506K
RMT
436
Royce Micro-Cap Trust
RMT
$736M
$92K ﹤0.01%
+12,349
New +$106K
CHW
437
Calamos Global Dynamic Income Fund
CHW
$544M
$91K ﹤0.01%
+13,820
New +$104K
ROSEW
438
DELISTED
Rosehill Resources Inc.
ROSEW
$88K ﹤0.01%
244,800
-244,800
-50% -$167K
MMDMW
439
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$85K ﹤0.01%
425,000
-425,000
-50% -$165K
RVPHW
440
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$83K ﹤0.01%
+250,000
New +$80.2K
CIC.WS
441
DELISTED
Capitol Investment Corp. IV
CIC.WS
$83K ﹤0.01%
83,333
-83,334
-50% -$108K
BRACR
442
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$82K ﹤0.01%
210,000
– –
HCCHW
443
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$81K ﹤0.01%
270,000
– –
ARYAW
444
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$80K ﹤0.01%
+50,000
New +$80K
MHF
445
Western Asset Municipal High Income Fund
MHF
$151M
$75K ﹤0.01%
10,830
-125
-1% -$876
CNACW
446
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$74K ﹤0.01%
700,000
– –
BFIIW
447
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$73K ﹤0.01%
250,000
– –
BRPAR
448
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$72K ﹤0.01%
200,000
– –
MCN
449
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$65K ﹤0.01%
+10,618
New +$75.4K
BRACW
450
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$63K ﹤0.01%
210,000
– –
16 17
18
19 20

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GA
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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.