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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
FPAC.WS
276
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$402K 0.01%
299,999
– –
NNC
277
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$395K 0.01%
30,898
-22,256
-42% -$275K
LYFT icon
278
Lyft
LYFT
$5.39B
$391K ﹤0.01%
+5,000
New +$391K
MPA icon
279
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$391K ﹤0.01%
28,745
-10,097
-26% -$134K
RQI icon
280
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$387K ﹤0.01%
30,221
-13,387
-31% -$160K
MYC
281
DELISTED
Blackrock Muni Yield California Fund, Inc.
MYC
$384K ﹤0.01%
28,751
-37,052
-56% -$496K
NTC
282
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$383K ﹤0.01%
31,771
-14,634
-32% -$172K
BTT icon
283
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$382K ﹤0.01%
17,174
-46,991
-73% -$1.03M
MUE
284
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$376K ﹤0.01%
30,590
-15,688
-34% -$190K
LACQW
285
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$375K ﹤0.01%
625,000
– –
LGC.WS
286
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$375K ﹤0.01%
1,250,000
– –
MYI icon
287
BlackRock MuniYield Quality Fund III
MYI
$709M
$369K ﹤0.01%
28,550
-71,925
-72% -$900K
RA
288
Brookfield Real Assets Income Fund
RA
$703M
$364K ﹤0.01%
16,855
-7,316
-30% -$154K
SEMG
289
DELISTED
SEMGROUP CORPORATION
SEMG
$359K ﹤0.01%
24,333
– –
EVN
290
Eaton Vance Municipal Income Trust
EVN
$427M
$358K ﹤0.01%
29,333
-34,402
-54% -$404K
GAM
291
General American Investors Company
GAM
$1.54B
$355K ﹤0.01%
10,646
-414
-4% -$13.1K
BTZ icon
292
BlackRock Credit Allocation Income Trust
BTZ
$927M
$348K ﹤0.01%
28,045
-23,894
-46% -$286K
BGY icon
293
BlackRock Enhanced International Dividend Trust
BGY
$512M
$342K ﹤0.01%
61,565
-3,811
-6% -$20.6K
SMC
294
Summit Midstream
SMC
$421M
$338K ﹤0.01%
2,313
– –
BIOX.WS
295
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$338K ﹤0.01%
+1,250,000
New +$299K
VGM icon
296
Invesco Trust Investment Grade Municipals
VGM
$549M
$336K ﹤0.01%
27,135
-70,190
-72% -$850K
INF
297
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$336K ﹤0.01%
27,273
+4,766
+21% +$55.9K
GPRO icon
298
GoPro
GPRO
$116M
$331K ﹤0.01%
50,893
-26,449
-34% -$148K
NXJ
299
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$329K ﹤0.01%
23,762
-54,581
-70% -$730K
RVT icon
300
Royce Value Trust
RVT
$2.21B
$329K ﹤0.01%
23,883
-5,212
-18% -$70.7K
10 11
12
13 14

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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.