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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
DSKEW
451
DELISTED
Daseke, Inc. Warrant
DSKEW
$60K ﹤0.01%
378,003
– –
IPOA.WS
452
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$60K ﹤0.01%
83,334
– –
GNT
453
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
$55K ﹤0.01%
+11,142
New +$59.9K
LOACR
454
DELISTED
Longevity Acquisition Corporation Right
LOACR
$50K ﹤0.01%
+125,000
New +$47.3K
WRLSW
455
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$50K ﹤0.01%
250,000
-250,000
-50% -$98.6K
KBLMW
456
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$45K ﹤0.01%
500,000
-500,000
-50% -$79.6K
BCACR
457
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
$42K ﹤0.01%
150,000
– –
SMSHW
458
DELISTED
Smaaash Entertainment Inc. Warrant
SMSHW
$39K ﹤0.01%
+225,000
New +$47.4K
NRXPW
459
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$38K ﹤0.01%
100,000
– –
WINR
460
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
$38K ﹤0.01%
18,800
-431,200
-96% -$2.89M
MTECW
461
DELISTED
MTech Acquisition Corp. Warrant
MTECW
$37K ﹤0.01%
62,500
-62,500
-50% -$70.9K
ESTRW
462
DELISTED
Estre Ambiental, Inc
ESTRW
$36K ﹤0.01%
661,870
-661,870
-50% -$110K
JSYNR
463
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$35K ﹤0.01%
174,000
– –
JASNW
464
DELISTED
Jason Industries, Inc.
JASNW
$33K ﹤0.01%
1,933,070
– –
RBZ
465
DELISTED
Reebonz Holding Limited Ordinary Shares
RBZ
$31K ﹤0.01%
+1,875
New +$39K
AMRWW
466
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
$26K ﹤0.01%
308,333
– –
SCACW
467
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$25K ﹤0.01%
42,000
– –
LOACW
468
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$19K ﹤0.01%
+125,000
New +$21.8K
BCACW
469
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
$18K ﹤0.01%
75,000
– –
RBZAW
470
DELISTED
Reebonz Holding Limited warrant
RBZAW
$14K ﹤0.01%
+75,000
New +$12.1K
JSYNW
471
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$12K ﹤0.01%
174,000
– –
CYHHZ
472
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$8K ﹤0.01%
9,282,097
– –
AA icon
473
Alcoa
AA
$11.7B
– –
-765,797
Closed -$30.9M
ADNT icon
474
Adient
ADNT
$1.6B
– –
-466,806
Closed -$18.4M
BBCP icon
475
Concrete Pumping Holdings
BBCP
$531M
– –
-730,582
Closed -$7.45M
17 18
19
20 21

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HCM
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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.