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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
BROGR
301
DELISTED
Twelve Seas Investment Company Rights
BROGR
$324K ﹤0.01%
1,200,000
– –
TKKSW
302
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$323K ﹤0.01%
1,850,000
– –
EVM
303
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$322K ﹤0.01%
30,504
-45,651
-60% -$475K
GIG.WS
304
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$320K ﹤0.01%
1,125,000
– –
FMN
305
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$318K ﹤0.01%
23,706
-7,558
-24% -$99.4K
MFAC.WS
306
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$317K ﹤0.01%
1,153,800
– –
KLXE icon
307
KLX Energy Services
KLXE
$44.8M
$315K ﹤0.01%
2,508
– –
NFC.WS
308
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
$315K ﹤0.01%
450,000
– –
VMM
309
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$314K ﹤0.01%
24,819
-11,779
-32% -$145K
NSL
310
DELISTED
NUVEEN SENIOR INCM FD
NSL
$313K ﹤0.01%
53,980
+8,400
+18% +$49K
TWLVW
311
DELISTED
Twelve Seas Investment Company Warrant
TWLVW
$312K ﹤0.01%
1,200,000
– –
MGU
312
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$308K ﹤0.01%
13,893
+991
+8% +$21.1K
WRLSR
313
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$290K ﹤0.01%
1,000,000
– –
BNY
314
DELISTED
BlackRock New York Municipal Income Trust
BNY
$287K ﹤0.01%
22,021
-11,008
-33% -$140K
MQT
315
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$283K ﹤0.01%
23,033
-27,831
-55% -$335K
NRK icon
316
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$283K ﹤0.01%
22,250
-77,656
-78% -$954K
MGY.WS
317
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$282K ﹤0.01%
83,333
– –
DTF
318
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$277K ﹤0.01%
20,923
-8,215
-28% -$107K
IVH
319
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$275K ﹤0.01%
20,346
-3,948
-16% -$52.5K
XEC
320
DELISTED
CIMAREX ENERGY CO
XEC
$270K ﹤0.01%
+3,867
New +$278K
WSFS icon
321
WSFS Financial
WSFS
$4.1B
$266K ﹤0.01%
+6,879
New +$286K
MUS
322
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$265K ﹤0.01%
21,870
-10,995
-33% -$131K
JRO
323
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$264K ﹤0.01%
27,574
-4,139
-13% -$40.6K
NAZ icon
324
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$257K ﹤0.01%
20,042
-15,575
-44% -$193K
MEN
325
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$257K ﹤0.01%
23,983
-54,148
-69% -$569K
11 12
13
14 15

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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.