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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
MBFI
26
DELISTED
MB Financial Corp
MBFI
$48.8M 0.67%
1,232,585
+688,226
+126% +$29.9M
PACB icon
27
Pacific Biosciences
PACB
$422M
$48.7M 0.67%
+6,584,898
New +$41.7M
GNW icon
28
Genworth Financial
GNW
$3.8B
$47M 0.65%
10,091,078
+89,506
+0.9% +$386K
APTI
29
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$45.9M 0.63%
+1,207,846
New +$40.8M
ESIO
30
DELISTED
Electro Scientific Industries
ESIO
$44.6M 0.61%
+1,487,372
New +$36.9M
IMPV
31
DELISTED
Imperva, Inc.
IMPV
$42.1M 0.58%
+756,364
New +$41.1M
NSU
32
DELISTED
Nevsun Resources Ltd.
NSU
$35M 0.48%
7,986,500
+5,475,500
+218% +$24.3M
UPBD icon
33
Upbound Group
UPBD
$1.19B
$33.6M 0.46%
2,076,937
-495,304
-19% -$7.19M
SEND
34
DELISTED
SendGrid, Inc.
SEND
$33.1M 0.46%
+767,534
New +$29.5M
FCB
35
DELISTED
FCB Financial Holdings, Inc.
FCB
$31.5M 0.43%
939,124
+409,558
+77% +$16.1M
HIFR
36
DELISTED
InfraREIT, Inc.
HIFR
$30.3M 0.42%
+1,441,225
New +$30.7M
SHPG
37
DELISTED
Shire pic
SHPG
$28.2M 0.39%
162,242
– –
MB
38
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$28.2M 0.39%
+773,975
New +$23.6M
STBZ
39
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$25.4M 0.35%
1,175,187
+128,377
+12% +$3.2M
BWMCU
40
DELISTED
Boxwood Merger Corp. Unit
BWMCU
$24.8M 0.34%
+2,500,000
New +$24.9M
FTACU
41
DELISTED
FinTech Acquisition Corp. III Unit
FTACU
$23.1M 0.32%
+2,300,000
New +$23M
AMCIU
42
DELISTED
AMCI Acquisition Corp Unit
AMCIU
$22.9M 0.31%
+2,300,000
New +$23M
HDP
43
DELISTED
Hortonworks, Inc.
HDP
$22.6M 0.31%
+1,567,016
New +$27M
WRD
44
DELISTED
WildHorse Resource Development
WRD
$21.8M 0.3%
+1,547,421
New +$30.5M
ITG
45
DELISTED
Investment Technology Group Inc
ITG
$21.7M 0.3%
+717,037
New +$20.6M
TVPT
46
DELISTED
Travelport Worldwide Limited
TVPT
$20.7M 0.28%
+1,325,466
New +$20.2M
CFFAU
47
DELISTED
CF Finance Acquisition Corp. Unit
CFFAU
$20M 0.27%
+2,000,000
New +$20M
STC icon
48
Stewart Information Services
STC
$2.05B
$18.2M 0.25%
440,124
– –
JBGS
49
JBG SMITH
JBGS
$846M
$17.7M 0.24%
508,510
-1,677
-0.3% -$63K
NVT icon
50
nVent Electric
NVT
$24.5B
$17.2M 0.24%
764,088
+830
+0.1% +$20.1K
1
2
3 4 5

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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.