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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
FAM
401
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$179K ﹤0.01%
+19,070
New +$176K
PHUNW
402
DELISTED
Phunware, Inc. Warrants
PHUNW
$174K ﹤0.01%
+600,000
New +$143K
CHY
403
Calamos Convertible and High Income Fund
CHY
$1.03B
$172K ﹤0.01%
+18,310
New +$195K
HYB
404
DELISTED
New America High Income Fund, Inc.
HYB
$172K ﹤0.01%
+22,686
New +$183K
BGR icon
405
BlackRock Energy and Resources Trust
BGR
$420M
$169K ﹤0.01%
+16,186
New +$204K
BAF
406
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$168K ﹤0.01%
+12,844
New +$164K
NRCG.WS
407
DELISTED
NRC Group Holdings Corp.
NRCG.WS
$152K ﹤0.01%
+187,500
New +$173K
STRDW
408
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$150K ﹤0.01%
250,000
-250,000
-50% -$322K
AGD
409
abrdn Global Dynamic Dividend Fund
AGD
$315M
$149K ﹤0.01%
+17,500
New +$162K
CPLG
410
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$149K ﹤0.01%
12,125
– –
EFF
411
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
$146K ﹤0.01%
+10,297
New +$155K
GLO
412
Clough Global Opportunities Fund
GLO
$249M
$143K ﹤0.01%
+17,321
New +$164K
BGX
413
Blackstone Long-Short Credit Income Fund
BGX
$135M
$142K ﹤0.01%
+10,310
New +$157K
NIQ
414
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
$141K ﹤0.01%
11,413
+360
+3% +$4.38K
DEX
415
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$141K ﹤0.01%
+16,248
New +$158K
NCA icon
416
Nuveen California Municipal Value Fund
NCA
$299M
$140K ﹤0.01%
15,320
+1,357
+10% +$12.4K
CCH.WS
417
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$140K ﹤0.01%
+116,666
New +$132K
JDD
418
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$136K ﹤0.01%
+14,709
New +$146K
CNACR
419
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$133K ﹤0.01%
700,000
– –
FSACW
420
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
$128K ﹤0.01%
187,500
-187,500
-50% -$205K
EOD
421
Allspring Global Dividend Opportunity Fund
EOD
$276M
$127K ﹤0.01%
+27,281
New +$138K
EIV
422
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
$126K ﹤0.01%
11,478
+1,416
+14% +$15.9K
ACP
423
abrdn Income Credit Strategies Fund
ACP
$640M
$124K ﹤0.01%
+12,261
New +$148K
JPS
424
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$124K ﹤0.01%
+15,011
New +$124K
STEW
425
SRH Total Return Fund
STEW
$1.75B
$123K ﹤0.01%
+11,830
New +$126K
15 16
17
18 19

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GA
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CIS
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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.