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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
PACK icon
76
Ranpak Holdings
PACK
$553M
$11.9M 0.16%
1,191,100
– –
BKI
77
DELISTED
Black Knight, Inc. Common Stock
BKI
$11.4M 0.16%
252,288
– –
HYMC icon
78
Hycroft Mining Holding Corp
HYMC
$1.85B
$11.4M 0.16%
115,000
-20,000
-15% -$1.96M
BMS
79
DELISTED
Bemis
BMS
$11.3M 0.16%
246,917
-7,113
-3% -$332K
ACA icon
80
Arcosa
ACA
$7.12B
$10.2M 0.14%
+368,787
New +$10.1M
BMTX
81
DELISTED
BM Technologies, Inc.
BMTX
$10M 0.14%
1,032,000
-250,000
-20% -$2.4M
BHBK
82
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$9.95M 0.14%
466,340
+378,131
+429% +$8.7M
CNDT icon
83
Conduent
CNDT
$230M
$9.94M 0.14%
934,760
– –
P
84
DELISTED
Pandora Media Inc
P
$9.9M 0.14%
1,224,188
+1,126,739
+1,156% +$9.74M
RDC
85
DELISTED
Rowan Companies Plc
RDC
$9.77M 0.13%
+1,163,866
New +$17.1M
BMRN icon
86
BioMarin Pharmaceuticals
BMRN
$11.5B
$9.76M 0.13%
114,571
+87,502
+323% +$8.32M
GTX icon
87
Garrett Motion
GTX
$5.9B
$9.64M 0.13%
+781,284
New +$10.6M
BROG
88
DELISTED
Brooge Energy
BROG
$9.43M 0.13%
960,000
-240,000
-20% -$2.34M
LSEA
89
DELISTED
Landsea Homes
LSEA
$9.41M 0.13%
960,000
-240,000
-20% -$2.32M
HGV icon
90
Hilton Grand Vacations
HGV
$3.84B
$9.27M 0.13%
351,225
-617,327
-64% -$17.9M
TAHO
91
DELISTED
Tahoe Resources Inc
TAHO
$9.19M 0.13%
+2,519,027
New +$7.75M
HYAC
92
DELISTED
Haymaker Acquisition Corp. Class A Common Stock
HYAC
$9.01M 0.12%
899,960
– –
BHF icon
93
Brighthouse Financial
BHF
$3.63B
$8.99M 0.12%
295,024
– –
HPK icon
94
HighPeak Energy
HPK
$967M
$8.86M 0.12%
900,000
-345,000
-28% -$3.37M
VNE
95
DELISTED
Veoneer, Inc.
VNE
$8.77M 0.12%
372,209
+8,030
+2% +$282K
GBNK
96
DELISTED
Guaranty Bancorp
GBNK
$8.23M 0.11%
396,709
+74,190
+23% +$1.89M
PAE
97
DELISTED
PAE Incorporated Class A Common Stock
PAE
$8.22M 0.11%
+849,996
New +$8.22M
TH icon
98
Target Hospitality
TH
$1.61B
$8.06M 0.11%
799,998
– –
BRMK
99
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$7.98M 0.11%
800,000
-250,000
-24% -$2.47M
NFH
100
DELISTED
New Frontier Health Corporation Ordinary Shares
NFH
$7.84M 0.11%
800,000
-200,000
-20% -$1.94M
2 3
4
5 6

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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.