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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
CNP.PRB
51
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$16.7M 0.23%
+331,450
New +$16.7M
MFGP
52
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$16.6M 0.23%
797,816
-165,024
-17% -$3.53M
VLDR
53
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$15.8M 0.22%
+1,650,000
New +$15.8M
OPTU
54
Optimum Communications Inc
OPTU
$316M
$15M 0.21%
910,298
+270,631
+42% +$4.7M
WH icon
55
Wyndham Hotels & Resorts
WH
$5.46B
$14.9M 0.21%
329,003
-3,988
-1% -$193K
CHR icon
56
Cheer Holding
CHR
$3.64M
$14.8M 0.2%
1,020
-213
-17% -$3.06M
CTWS
57
DELISTED
Connecticut Water Service Inc
CTWS
$14.5M 0.2%
216,851
+80,311
+59% +$5.54M
REZI icon
58
Resideo Technologies
REZI
$5.23B
$14.4M 0.2%
+698,537
New +$14.9M
SAMAU
59
DELISTED
Schultze Special Purpose Acquisition Corp. Unit
SAMAU
$14.3M 0.2%
+1,440,000
New +$14.3M
RPAY icon
60
Repay Holdings
RPAY
$315M
$14.3M 0.2%
1,440,000
-360,000
-20% -$3.52M
GDYN icon
61
Grid Dynamics Holdings
GDYN
$476M
$13.9M 0.19%
+1,440,000
New +$13.9M
TTCF
62
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$13.9M 0.19%
1,440,000
-360,000
-20% -$3.47M
NKLA
63
DELISTED
Nikola Corporation Common Stock
NKLA
$13.5M 0.19%
46,333
-5,000
-10% -$1.44M
NAVG
64
DELISTED
Navigators Group Inc
NAVG
$13.3M 0.18%
191,845
+61,874
+48% +$4.29M
PK icon
65
Park Hotels & Resorts
PK
$2.97B
$13.2M 0.18%
509,892
– –
VRT icon
66
Vertiv
VRT
$112B
$13.2M 0.18%
1,350,000
-150,000
-10% -$1.47M
BIOX icon
67
Bioceres Crop Solutions
BIOX
$21.9M
$12.6M 0.17%
1,250,000
– –
CLVT icon
68
Clarivate
CLVT
$1.3B
$12.4M 0.17%
+1,300,000
New +$12.4M
CHX
69
DELISTED
ChampionX
CHX
$12.3M 0.17%
455,155
-4,327
-0.9% -$159K
HOFV
70
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$12.3M 0.17%
79,434
– –
ID
71
DELISTED
PARTS iD, Inc.
ID
$12.1M 0.17%
1,235,000
– –
BNCL
72
DELISTED
Beneficial Bancorp, Inc.
BNCL
$12.1M 0.17%
845,356
+297,842
+54% +$4.61M
VREX icon
73
Varex Imaging
VREX
$460M
$12M 0.17%
508,718
– –
FSR
74
DELISTED
Fisker Inc.
FSR
$12M 0.17%
+1,249,996
New +$12M
FTDR icon
75
Frontdoor
FTDR
$5.02B
$12M 0.17%
+452,254
New +$13.4M
1 2
3
4 5

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GA
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CIS
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HCM
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HPG
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DTC
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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.