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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
TGE
201
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$774K 0.01%
31,800
– –
MEN
202
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$773K 0.01%
78,131
+54,946
+237% +$541K
TRGP icon
203
Targa Resources
TRGP
$60.4B
$763K 0.01%
21,184
– –
ISUN
204
DELISTED
iSun, Inc. Common Stock
ISUN
$759K 0.01%
69,000
– –
MTEC
205
DELISTED
MTech Acquisition Corp. Class A Common Stock
MTEC
$755K 0.01%
75,000
-50,000
-40% -$507K
EVM
206
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$754K 0.01%
76,155
+53,717
+239% +$532K
NUM
207
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$751K 0.01%
60,254
+39,533
+191% +$485K
DFBHW
208
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$738K 0.01%
599,999
-66,667
-10% -$90K
NMY
209
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$737K 0.01%
62,917
+41,296
+191% +$482K
NQP
210
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$733K 0.01%
60,046
+37,426
+165% +$459K
FMCIW
211
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$729K 0.01%
1,620,000
-180,000
-10% -$92.5K
EVN
212
Eaton Vance Municipal Income Trust
EVN
$427M
$721K 0.01%
63,735
+38,457
+152% +$426K
GRAF.WS
213
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$713K 0.01%
+1,782,000
New +$850K
NUO
214
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$701K 0.01%
52,696
+34,637
+192% +$461K
MPLX icon
215
MPLX
MPLX
$59.5B
$700K 0.01%
23,115
– –
ATLC icon
216
Atlanticus Holdings
ATLC
$1.5B
$697K 0.01%
191,430
– –
EVV
217
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$690K 0.01%
57,915
+35,115
+154% +$428K
EPD icon
218
Enterprise Products Partners
EPD
$83.8B
$683K 0.01%
27,760
– –
OIS icon
219
Oil States International
OIS
$522M
$677K 0.01%
47,387
-70,055
-60% -$1.61M
DSM
220
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$657K 0.01%
94,169
+63,934
+211% +$449K
NPV icon
221
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$655K 0.01%
55,855
+29,160
+109% +$340K
DISCK
222
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$651K 0.01%
28,190
– –
TKKSR
223
DELISTED
TKK Symphony Acquisition Corporation Right
TKKSR
$648K 0.01%
1,850,000
– –
ISD
224
PGIM High Yield Bond Fund
ISD
$414M
$643K 0.01%
49,371
+29,795
+152% +$404K
WMB icon
225
Williams Companies
WMB
$90.5B
$640K 0.01%
29,037
– –
7 8
9
10 11

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JWBC
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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
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.