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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
BPMP
326
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$253K ﹤0.01%
17,500
– –
CMSSR
327
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
$248K ﹤0.01%
750,000
– –
ALGRR
328
DELISTED
Allegro Merger Corp Right
ALGRR
$243K ﹤0.01%
900,000
– –
EVG
329
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$242K ﹤0.01%
18,670
+2,100
+13% +$26.9K
SNAXW
330
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$240K ﹤0.01%
+1,200,000
New +$222K
JRS icon
331
Nuveen Real Estate Income Fund
JRS
$251M
$237K ﹤0.01%
22,833
-1,100
-5% -$10.9K
BKN
332
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$236K ﹤0.01%
16,667
-23,032
-58% -$321K
LEVI icon
333
Levi Strauss
LEVI
$9.44B
$236K ﹤0.01%
+10,000
New +$224K
ALGRW
334
DELISTED
Allegro Merger Corp Warrant
ALGRW
$234K ﹤0.01%
900,000
– –
GMHIW
335
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
$233K ﹤0.01%
+166,666
New +$223K
NBH
336
Neuberger Municipal Fund Inc
NBH
$304M
$232K ﹤0.01%
16,136
-21,553
-57% -$298K
DEX
337
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$232K ﹤0.01%
23,948
+7,700
+47% +$72.9K
KBLMR
338
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
$230K ﹤0.01%
1,000,000
– –
IQI icon
339
Invesco Quality Municipal Securities
IQI
$526M
$225K ﹤0.01%
18,581
-80,150
-81% -$951K
ZF
340
DELISTED
Virtus Total Return Fund Inc.
ZF
$223K ﹤0.01%
22,175
– –
ENX
341
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$219K ﹤0.01%
18,635
-18,442
-50% -$211K
HUNTW
342
DELISTED
Hunter Maritime Acquisition Corp. Warrant
HUNTW
$219K ﹤0.01%
+470,000
New +$69.5K
MFL
343
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$217K ﹤0.01%
16,821
-67,107
-80% -$866K
PRTH icon
344
Priority Technology Holdings
PRTH
$518M
$212K ﹤0.01%
+30,736
New +$205K
HIX
345
Western Asset High Income Fund II
HIX
$352M
$205K ﹤0.01%
31,704
-56,804
-64% -$360K
STRDW
346
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$205K ﹤0.01%
250,000
– –
MNP
347
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$201K ﹤0.01%
13,901
-9,642
-41% -$138K
IDE
348
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$198K ﹤0.01%
15,677
-1,132
-7% -$14K
NKG
349
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$197K ﹤0.01%
16,513
-12,747
-44% -$146K
FTF
350
Franklin Limited Duration Income Trust
FTF
$233M
$196K ﹤0.01%
20,329
-7,350
-27% -$70K
12 13
14
15 16

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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.