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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
WIX icon
126
WIX.com
WIX
$2.15B
$3.4M 0.05%
+37,633
New +$3.55M
UTZ icon
127
Utz Brands
UTZ
$1.25B
$3.37M 0.05%
+349,998
New +$3.37M
GNBC
128
DELISTED
Green Bancorp, Inc
GNBC
$2.6M 0.04%
151,640
+45,664
+43% +$882K
LION
129
DELISTED
Fidelity Southern Corporation
LION
$2.5M 0.03%
+96,000
New +$2.26M
SIR
130
DELISTED
SELECT INCOME REIT
SIR
$2.41M 0.03%
327,361
-268,855
-45% -$2.26M
QTS.PRB
131
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.18M 0.03%
23,000
– –
AIFA
132
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.11M 0.03%
35,000
– –
ILPT
133
Industrial Logistics Properties Trust
ILPT
$613M
$2.1M 0.03%
+106,783
New +$2.28M
HCCH
134
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$2.07M 0.03%
216,000
-54,000
-20% -$520K
TSLA icon
135
Tesla
TSLA
$1.24T
$2.06M 0.03%
92,955
-628,500
-87% -$13.5M
NRXP icon
136
NRX Pharmaceuticals
NRXP
$161M
$2M 0.03%
20,000
– –
T icon
137
AT&T
T
$165B
$1.99M 0.03%
92,152
– –
JAZZ icon
138
Jazz Pharmaceuticals
JAZZ
$15.9B
$1.95M 0.03%
15,719
+3,470
+28% +$515K
SJIU
139
DELISTED
South Jersey Industries, Inc.
SJIU
$1.94M 0.03%
41,200
– –
DELL icon
140
Dell
DELL
$283B
$1.87M 0.03%
75,369
-487,751
-87% -$13.4M
MDCO
141
DELISTED
Medicines Co
MDCO
$1.55M 0.02%
+80,854
New +$1.88M
NWSA icon
142
News Corp Class A
NWSA
$14.5B
$1.52M 0.02%
134,116
-59,212
-31% -$758K
AKRX
143
DELISTED
Akorn Inc
AKRX
$1.39M 0.02%
408,656
-1,727,281
-81% -$10.3M
VRTSP
144
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.36M 0.02%
17,975
– –
EXPE icon
145
Expedia Group
EXPE
$31.2B
$1.35M 0.02%
12,022
-5,290
-31% -$633K
NCOM
146
DELISTED
National Commerce Corporation
NCOM
$1.33M 0.02%
+37,002
New +$1.41M
BTT icon
147
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.32M 0.02%
64,165
+45,836
+250% +$925K
NAD icon
148
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$1.3M 0.02%
103,744
+73,594
+244% +$920K
NAC icon
149
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$1.29M 0.02%
101,257
+72,177
+248% +$905K
NEA icon
150
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$1.25M 0.02%
101,697
+76,612
+305% +$940K
4 5
6
7 8

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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.