We are live on ! Find out more
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
KMG
526
DELISTED
KMG Chemicals Inc
KMG
– –
-254,893
Closed -$19.3M
MPACW
527
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
– –
-1,890,400
Closed -$1.42M
KTWO
528
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-570,153
Closed -$15.6M
KAACW
529
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
– –
-250,000
Closed -$348K
KS
530
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-2,874,376
Closed -$97.5M
EACQW
531
DELISTED
Easterly Acquisition Corp.
EACQW
– –
-573,250
Closed -$631K
BKHU
532
DELISTED
Black Hills Corporation
BKHU
– –
-281,523
Closed -$17.7M
BHACR
533
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
– –
-487,260
Closed -$93K
BHACW
534
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
– –
-487,260
Closed -$29K
IMXIW
535
DELISTED
International Money Expresss, Inc. Warrant
IMXIW
– –
-550,000
Closed -$1.29M
PF
536
DELISTED
Pinnacle Foods, Inc.
PF
– –
-2,168,990
Closed -$141M
SVU
537
DELISTED
SUPERVALU Inc.
SVU
– –
-1,892,358
Closed -$61M
ETP
538
DELISTED
Energy Transfer Partners, L.P.
ETP
– –
-54,600
Closed -$1.22M
HCAC.WS
539
DELISTED
Hennessy Capital Acquisition Corp. III
HCAC.WS
– –
-375,000
Closed -$563K
GSHTW
540
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
– –
-133,333
Closed -$287K
PNK
541
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-1,903,218
Closed -$64.1M
EVHC
542
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-1,933,088
Closed -$88.4M
WEB
543
DELISTED
Web.com Group, Inc.
WEB
– –
-436,556
Closed -$12.2M
GPT
544
DELISTED
Gramercy Property Trust
GPT
– –
-1,644,395
Closed -$45.1M
KLXI
545
DELISTED
KLX Inc.
KLXI
– –
-284,219
Closed -$17.8M
SYNT
546
DELISTED
Syntel Inc
SYNT
– –
-542,443
Closed -$22.2M
CVG
547
DELISTED
Convergys
CVG
– –
-1,292,506
Closed -$30.7M
FBNK
548
DELISTED
First Connecticut Bancorp, Inc
FBNK
– –
-595,299
Closed -$17.6M
ANDV
549
DELISTED
Andeavor
ANDV
– –
-1,227,591
Closed -$188M
XCRA
550
DELISTED
Xcerra Corporation
XCRA
– –
-1,233,008
Closed -$17.6M
19 20 21
22
23

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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.