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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
AKP
351
DELISTED
Alliance Californa Muni Fd
AKP
$195K ﹤0.01%
13,221
-5,748
-30% -$81.8K
EFF
352
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
$194K ﹤0.01%
13,066
+2,769
+27% +$41.2K
GLO
353
Clough Global Opportunities Fund
GLO
$249M
$189K ﹤0.01%
19,521
+2,200
+13% +$20.5K
GTYHW
354
DELISTED
GTY Technology Holdings, Inc. Warrants
GTYHW
$189K ﹤0.01%
314,900
-10,000
-3% -$6.76K
PHT
355
DELISTED
Pioneer High Income Fund
PHT
$186K ﹤0.01%
20,827
-18,211
-47% -$158K
FAM
356
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$185K ﹤0.01%
18,400
-670
-4% -$6.63K
FDEU
357
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$184K ﹤0.01%
12,842
-8,504
-40% -$120K
BBK
358
DELISTED
Blackrock Municipal Bond Trust
BBK
$182K ﹤0.01%
12,550
-12,128
-49% -$172K
HYB
359
DELISTED
New America High Income Fund, Inc.
HYB
$177K ﹤0.01%
20,788
-1,898
-8% -$15.7K
BDJ icon
360
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$176K ﹤0.01%
20,611
-30,377
-60% -$256K
GHY
361
PGIM Global High Yield Fund
GHY
$478M
$176K ﹤0.01%
12,595
-35,166
-74% -$485K
NEBUW
362
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$175K ﹤0.01%
233,332
– –
SMTA
363
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$174K ﹤0.01%
26,740
– –
TSLF
364
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$172K ﹤0.01%
+11,224
New +$173K
IGD
365
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$171K ﹤0.01%
26,296
-19,433
-42% -$124K
NRCG.WS
366
DELISTED
NRC Group Holdings Corp.
NRCG.WS
$169K ﹤0.01%
187,500
– –
JDD
367
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$169K ﹤0.01%
16,290
+1,581
+11% +$16.1K
AGD
368
abrdn Global Dynamic Dividend Fund
AGD
$315M
$166K ﹤0.01%
17,500
– –
EOD
369
Allspring Global Dividend Opportunity Fund
EOD
$276M
$160K ﹤0.01%
30,481
+3,200
+12% +$16.6K
VTN icon
370
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$157K ﹤0.01%
12,053
-17,882
-60% -$230K
INB
371
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
$157K ﹤0.01%
18,380
+2,500
+16% +$20.5K
IEAWW
372
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$154K ﹤0.01%
343,006
– –
LEO
373
BNY Mellon Strategic Municipals
LEO
$387M
$153K ﹤0.01%
19,345
-94,361
-83% -$726K
KSM
374
DELISTED
DWS Strategic Municipal Income Trust
KSM
$150K ﹤0.01%
13,363
-19,037
-59% -$210K
NCA icon
375
Nuveen California Municipal Value Fund
NCA
$299M
$141K ﹤0.01%
14,712
-608
-4% -$5.73K
13 14
15
16 17

Similar funds

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.