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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
BGB
426
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-26,702
Closed -$360K
BGH
427
Barings Global Short Duration High Yield Fund
BGH
$281M
– –
-18,497
Closed -$295K
BGX
428
Blackstone Long-Short Credit Income Fund
BGX
$135M
– –
-10,310
Closed -$142K
BLE
429
DELISTED
BlackRock Municipal Income Trust II
BLE
– –
-45,845
Closed -$592K
CHI
430
Calamos Convertible Opportunities and Income Fund
CHI
$1.02B
– –
-29,464
Closed -$261K
CHW
431
Calamos Global Dynamic Income Fund
CHW
$544M
– –
-13,820
Closed -$91K
CHY
432
Calamos Convertible and High Income Fund
CHY
$1.03B
– –
-18,310
Closed -$172K
CI icon
433
Cigna
CI
$76.6B
– –
-4,541
Closed -$862K
CLVT icon
434
Clarivate
CLVT
$1.3B
– –
-1,300,000
Closed -$12.4M
CNDT icon
435
Conduent
CNDT
$230M
– –
-934,760
Closed -$9.94M
CVS icon
436
CVS Health
CVS
$137B
– –
-6,084
Closed -$399K
CXH
437
DELISTED
MFS Investment Grade Municipal Trust
CXH
– –
-13,134
Closed -$115K
DELL icon
438
Dell
DELL
$283B
– –
-75,369
Closed -$1.87M
DMB
439
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
– –
-26,442
Closed -$314K
EHI
440
Western Asset Global High Income Fund
EHI
$175M
– –
-45,105
Closed -$373K
ERC
441
Allspring Multi-Sector Income Fund
ERC
$255M
– –
-23,423
Closed -$260K
GDO
442
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
– –
-14,568
Closed -$218K
GRX
443
Gabelli Healthcare & Wellness Trust
GRX
$141M
– –
-11,066
Closed -$102K
HGV icon
444
Hilton Grand Vacations
HGV
$3.84B
– –
-351,225
Closed -$9.27M
HTD
445
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$924M
– –
-14,149
Closed -$289K
HYI
446
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
– –
-19,042
Closed -$250K
IHD
447
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
– –
-15,217
Closed -$111K
IIM icon
448
Invesco Value Municipal Income Trust
IIM
$583M
– –
-87,748
Closed -$1.19M
JPC icon
449
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
– –
-22,742
Closed -$190K
JQC icon
450
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-73,400
Closed -$543K
16 17
18
19 20

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.