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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
VKQ icon
376
Invesco Municipal Trust
VKQ
$536M
$141K ﹤0.01%
11,737
-82,173
-88% -$969K
MFM
377
Aberdeen Municipal Income Fund
MFM
$222M
$138K ﹤0.01%
19,957
-49,884
-71% -$333K
CPLG
378
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$135K ﹤0.01%
12,125
– –
CCH.WS
379
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$135K ﹤0.01%
116,666
– –
MMDMW
380
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$132K ﹤0.01%
425,000
– –
NHS
381
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$130K ﹤0.01%
11,487
-33,640
-75% -$366K
PHUNW
382
DELISTED
Phunware, Inc. Warrants
PHUNW
$126K ﹤0.01%
75,315
-524,685
-87% -$374K
BGR icon
383
BlackRock Energy and Resources Trust
BGR
$420M
$122K ﹤0.01%
10,076
-6,110
-38% -$72.4K
DSKEW
384
DELISTED
Daseke, Inc. Warrant
DSKEW
$122K ﹤0.01%
378,003
– –
VKI icon
385
Invesco Advantage Municipal Income Trust II
VKI
$394M
$120K ﹤0.01%
11,110
-69,849
-86% -$737K
IGA
386
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$117K ﹤0.01%
10,844
-906
-8% -$9.23K
CIC.WS
387
DELISTED
Capitol Investment Corp. IV
CIC.WS
$115K ﹤0.01%
83,333
– –
TPGH.WS
388
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$113K ﹤0.01%
66,666
-373,500
-85% -$496K
DMF
389
DELISTED
BNY Mellon Municipal Income
DMF
$105K ﹤0.01%
12,447
-27,043
-68% -$218K
DSM
390
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$105K ﹤0.01%
13,594
-80,575
-86% -$604K
ROSEW
391
DELISTED
Rosehill Resources Inc.
ROSEW
$100K ﹤0.01%
244,800
– –
MCN
392
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$95K ﹤0.01%
13,899
+3,281
+31% +$22.1K
TST
393
DELISTED
TheStreet, Inc.
TST
$92K ﹤0.01%
3,941
-9,734
-71% -$213K
STNLW
394
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$91K ﹤0.01%
133,333
– –
CNACR
395
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
$88K ﹤0.01%
700,000
– –
CNACW
396
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$84K ﹤0.01%
700,000
– –
PMM
397
Franklin Managed Municipal Income Trust
PMM
$275M
$79K ﹤0.01%
10,550
-74,672
-88% -$540K
HCCHR
398
DELISTED
HL Acquisitions Corp. Right
HCCHR
$78K ﹤0.01%
270,000
– –
ESTRW
399
DELISTED
Estre Ambiental, Inc
ESTRW
$78K ﹤0.01%
661,870
– –
GNT
400
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
$74K ﹤0.01%
13,098
+1,956
+18% +$10.7K
14 15
16
17 18

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.