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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
CCC.U
501
DELISTED
Churchill Capital Corp
CCC.U
– –
-1,550,000
Closed -$15.7M
CMSSW
502
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
– –
-375,000
Closed -$187K
STLRW
503
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
– –
-600,000
Closed -$81K
XOXO
504
DELISTED
Xo Group Inc
XOXO
– –
-231,064
Closed -$7.97M
EEP
505
DELISTED
Enbridge Energy Partners
EEP
– –
-45,400
Closed -$499K
ESRX
506
DELISTED
Express Scripts Holding Company
ESRX
– –
-1,756,711
Closed -$167M
DOTA
507
DELISTED
Draper Oakwood Technology Acquisition, Inc. Class A Common Stock
DOTA
– –
-303,100
Closed -$3.07M
DOTAW
508
DELISTED
Draper Oakwood Technology Acquisition, Inc. Warrant
DOTAW
– –
-75,000
Closed -$44K
DOTAR
509
DELISTED
Draper Oakwood Technology Acquisition, Inc. Rights
DOTAR
– –
-150,000
Closed -$77K
MZOR
510
DELISTED
Mazor Robotics Ltd.
MZOR
– –
-208,818
Closed -$12.2M
SEP
511
DELISTED
Spectra Engy Parters Lp
SEP
– –
-16,900
Closed -$603K
OCLR
512
DELISTED
Oclaro Inc.
OCLR
– –
-4,858,759
Closed -$43.4M
FCE.A
513
DELISTED
Forest City Realty Trust, Inc.
FCE.A
– –
-4,955,753
Closed -$124M
SONC
514
DELISTED
Sonic Corp
SONC
– –
-375,349
Closed -$16.3M
INDUW
515
DELISTED
Industrea Acquisition Corp. Warrant
INDUW
– –
-500,000
Closed -$495K
SODA
516
DELISTED
SodaStream International Ltd
SODA
– –
-709,772
Closed -$102M
MITL
517
DELISTED
Mitel Networks Corporation
MITL
– –
-5,113,931
Closed -$56.4M
LHO
518
DELISTED
LaSalle Hotel Properties
LHO
– –
-1,402,284
Closed -$48.5M
AFSI
519
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-3,209,147
Closed -$46.6M
EGN
520
DELISTED
Energen
EGN
– –
-1,071,916
Closed -$92.4M
AET
521
DELISTED
Aetna Inc
AET
– –
-709,175
Closed -$144M
COL
522
DELISTED
Rockwell Collins
COL
– –
-1,505,608
Closed -$211M
IAMXW
523
DELISTED
I-AM Capital Acquisition Company Warrant
IAMXW
– –
-225,000
Closed -$79K
IAMXR
524
DELISTED
I-AM Capital Acquisition Company Right
IAMXR
– –
-225,000
Closed -$115K
LCAHW
525
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
– –
-500,000
Closed -$595K
19 20
21
22 23

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HCM
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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.