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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
AFB
251
AllianceBernstein National Municipal Income Fund
AFB
$312M
$457K 0.01%
35,325
-36,955
-51% -$468K
EVF
252
Eaton Vance Senior Income Trust
EVF
$90.3M
$453K 0.01%
73,615
+13,465
+22% +$82.6K
AM icon
253
Antero Midstream
AM
$10.8B
$449K 0.01%
32,600
– –
NESRW
254
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$449K 0.01%
394,100
-15,400
-4% -$14.5K
MUC icon
255
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$443K 0.01%
33,443
-54,311
-62% -$704K
SBI
256
Western Asset Intermediate Muni Fund
SBI
$109M
$443K 0.01%
50,267
-16,912
-25% -$146K
NUO
257
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$436K 0.01%
30,124
-22,572
-43% -$318K
RVI
258
DELISTED
Retail Value Inc. Common Shares
RVI
$431K 0.01%
150,670
+3,933
+3% +$11K
RWGE.WS
259
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$428K 0.01%
440,925
– –
APU
260
DELISTED
AmeriGas Partners, L.P.
APU
$428K 0.01%
13,864
– –
AIF
261
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$425K 0.01%
28,939
+8,106
+39% +$118K
MUI
262
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$423K 0.01%
30,744
-60,710
-66% -$813K
BIOX icon
263
Bioceres Crop Solutions
BIOX
$21.9M
$421K 0.01%
80,557
-1,169,443
-94% -$8.78M
NAN icon
264
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$421K 0.01%
31,415
-35,664
-53% -$460K
LSEAW
265
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$420K 0.01%
1,200,000
– –
NMY
266
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$414K 0.01%
33,188
-29,729
-47% -$364K
ISD
267
PGIM High Yield Bond Fund
ISD
$414M
$413K 0.01%
29,094
-20,277
-41% -$282K
THWWW
268
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$413K 0.01%
+266,666
New +$397K
GPAQW
269
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$410K 0.01%
1,106,820
– –
ANDAR
270
DELISTED
Andina Acquisition Corp. III Right
ANDAR
$408K 0.01%
+1,200,000
New +$342K
BYM
271
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$406K 0.01%
30,271
-34,113
-53% -$450K
NQP
272
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$404K 0.01%
30,571
-29,475
-49% -$378K
EIM
273
Eaton Vance Municipal Bond Fund
EIM
$492M
$403K 0.01%
32,492
-71,693
-69% -$844K
MCA
274
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$403K 0.01%
29,942
-56,152
-65% -$741K
BIT icon
275
BlackRock Multi-Sector Income Trust
BIT
$696M
$402K 0.01%
24,257
-3,470
-13% -$56.9K
9 10
11
12 13

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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
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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.