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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
+12.09%
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
$7.96B
AUM Growth
+$678M
Cap. Flow
-$2.72B
Cap. Flow %
-34.23%
Top 10 Hldgs %
29.77%
Holding
654
New
76
Increased
78
Reduced
124
Closed
126

Top Buys

Rank Stock Value
1
STI
SunTrust Banks, Inc.
STI
+$249M
2
GG
Goldcorp Inc
GG
+$167M
3
FDC
First Data Corporation
FDC
+$141M
4
WP
Worldpay, Inc.
WP
+$116M
5
CELG
Celgene Corp
CELG
+$103M

Top Sells

Rank Stock Value
1
NXPI icon
NXP Semiconductors
NXPI
+$190M
2
ESL
Esterline Technologies
ESL
+$141M
3
VVC
Vectren Corporation
VVC
+$131M
4
GOLD
Randgold Resources Ltd
GOLD
+$129M
5
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$126M

Sector Composition

Rank Sector Weight
1 Technology 11.48%
2 Materials 5.85%
3 Financials 5.57%
4 Communication Services 5.04%
5 Industrials 3.95%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PNBK icon
226
Patriot National Bancorp
PNBK
$132M
$526K 0.01%
34,461
– –
CNXM
227
DELISTED
CNX Midstream Partners LP
CNXM
$523K 0.01%
34,400
– –
BCX icon
228
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$515K 0.01%
63,044
+5,300
+9% +$41.8K
TGP
229
DELISTED
Teekay LNG Partners L.P.
TGP
$510K 0.01%
34,119
– –
MMLP icon
230
Martin Midstream Partners
MMLP
$95.9M
$508K 0.01%
40,794
– –
NKX icon
231
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$506K 0.01%
36,320
-54,310
-60% -$728K
SAMAW
232
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$504K 0.01%
+1,440,000
New +$539K
BGT icon
233
BlackRock Floating Rate Income Trust
BGT
$322M
$503K 0.01%
41,202
+16,865
+69% +$206K
HYT icon
234
BlackRock Corporate High Yield Fund
HYT
$1.36B
$498K 0.01%
48,555
-8,200
-14% -$82.2K
MYJ
235
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$494K 0.01%
34,286
-34,366
-50% -$472K
MHN
236
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$489K 0.01%
37,887
-44,501
-54% -$556K
NUM
237
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$487K 0.01%
36,757
-23,497
-39% -$304K
GRSHW
238
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$487K 0.01%
333,332
– –
SPAQ.WS
239
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$478K 0.01%
434,999
– –
NPV icon
240
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$477K 0.01%
37,570
-18,285
-33% -$225K
AFT
241
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$476K 0.01%
32,073
+8,409
+36% +$124K
NS
242
DELISTED
NuStar Energy L.P.
NS
$469K 0.01%
17,439
– –
BPL
243
DELISTED
Buckeye Partners, L.P.
BPL
$469K 0.01%
13,800
– –
MIY icon
244
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$468K 0.01%
34,999
-32,971
-49% -$429K
TIBRW
245
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$465K 0.01%
1,057,500
– –
MQY icon
246
BlackRock MuniYield Quality Fund
MQY
$807M
$463K 0.01%
32,885
-35,861
-52% -$495K
AOD
247
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$461K 0.01%
55,918
-8,473
-13% -$68.8K
PHD
248
DELISTED
Pioneer Floating Rate Fund
PHD
$461K 0.01%
44,295
+7,693
+21% +$80.1K
EQM
249
DELISTED
EQM Midstream Partners, LP
EQM
$461K 0.01%
9,980
– –
SHLX
250
DELISTED
Shell Midstream Partners, L.P.
SHLX
$458K 0.01%
22,409
– –
8 9
10
11 12

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JWBC
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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 Q1 2019 Portfolio in Review

As of Q1 2019, AQR Arbitrage held 654 positions worth $7.96B, up 9.3% from $7.28B the previous quarter. Its ten largest holdings account for 30% of the portfolio.

AQR Arbitrage withdrew a net $2.72B in Q1 2019, closing 126 positions and reducing 124 holdings. Its most notable exit was Esterline Technologies, an estimated $141M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, down from 16% a quarter earlier, followed by Materials and Financials.

Against the trend, AQR Arbitrage opened a new position in SunTrust Banks, Inc. worth $241M.

  • AQR Arbitrage's largest Q1 2019 buy was SunTrust Banks, Inc.: 4,063,784 shares worth $241M.
  • AQR Arbitrage added most to TRIBUNE MEDIA COMPANY CLASS A in Q1 2019, an estimated $69.4M increase.
  • AQR Arbitrage's biggest Q1 2019 reduction was NXP Semiconductors, cutting an estimated $190M.
  • AQR Arbitrage fully exited Esterline Technologies in Q1 2019, selling an estimated $141M.
  • AQR Arbitrage's ten largest holdings make up 30% of its $7.96B portfolio in Q1 2019.
  • AQR Arbitrage opened 76 new positions and closed 126 in Q1 2019.
  • AQR Arbitrage's portfolio value rose 9.3% quarter-over-quarter to $7.96B.

Based on AQR Arbitrage's 13F filing for Q1 2019, filed 14 May 2019.