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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
GB
101
DELISTED
Global Blue Group Holding
GB
$7.72M 0.11%
799,998
-199,998
-20% -$1.93M
ALGR
102
DELISTED
Allegro Merger Corp
ALGR
$7.31M 0.1%
750,000
-150,000
-17% -$1.45M
AHCO icon
103
AdaptHealth
AHCO
$1.46B
$7.21M 0.1%
749,999
-149,999
-17% -$1.47M
SRE.PRA
104
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$6.85M 0.09%
71,225
+19,075
+37% +$1.92M
KLR
105
DELISTED
Kaleyra, Inc.
KLR
$6.82M 0.09%
192,857
-28,572
-13% -$1M
NMRK icon
106
Newmark Group
NMRK
$2.73B
$6.73M 0.09%
+838,808
New +$7.94M
EGL
107
DELISTED
Engility Holdings, Inc.
EGL
$6.72M 0.09%
236,216
+147,731
+167% +$4.6M
AVCT
108
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$6.45M 0.09%
42,440
– –
FTV.PRA
109
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$6.39M 0.09%
7,025
– –
PNR icon
110
Pentair
PNR
$10.2B
$6.35M 0.09%
168,126
– –
REN
111
DELISTED
Resolute Energy Corporaton
REN
$6.33M 0.09%
+218,298
New +$6.89M
DMS
112
DELISTED
Digital Media Solutions, Inc.
DMS
$6.24M 0.09%
43,113
-6,667
-13% -$972K
AIZP
113
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
$6.1M 0.08%
62,125
– –
MMDM
114
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$6.07M 0.08%
595,031
– –
DLPH
115
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$6.04M 0.08%
421,616
– –
ROCC
116
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$5.97M 0.08%
+110,459
New +$7.19M
CARS icon
117
Cars.com
CARS
$641M
$5.87M 0.08%
273,103
– –
LPRO
118
Open Lending Corp
LPRO
$373M
$5.85M 0.08%
599,996
– –
LACQ
119
DELISTED
Leisure Acquisition Corp.
LACQ
$5.42M 0.07%
550,000
– –
IGIC icon
120
International General Insurance
IGIC
$1.23B
$5.29M 0.07%
540,000
-235,000
-30% -$2.28M
RWGE
121
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$5.13M 0.07%
522,777
– –
KXIN icon
122
Kaixin Holdings
KXIN
$8.95M
$3.91M 0.05%
1
-1
-50% -$4.08M
BKNG icon
123
Booking.com
BKNG
$138B
$3.82M 0.05%
55,400
-17,125
-24% -$1.26M
ILMN icon
124
Illumina
ILMN
$29.4B
$3.63M 0.05%
12,455
-1,236
-9% -$383K
DMTK
125
DELISTED
DermTech, Inc. Common Stock
DMTK
$3.57M 0.05%
174,750
– –
3 4
5
6 7

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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.