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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
KIO
451
KKR Income Opportunities Fund
KIO
$450M
– –
-13,418
Closed -$191K
LITE icon
452
Lumentum
LITE
$59.4B
– –
-5,077
Closed -$213K
MHF
453
Western Asset Municipal High Income Fund
MHF
$151M
– –
-10,830
Closed -$75K
MHI
454
DELISTED
Pioneer Municipal High Income Fund
MHI
– –
-40,950
Closed -$449K
MMT
455
Aberdeen Multi-Market Income Fund
MMT
$237M
– –
-20,458
Closed -$105K
MMU
456
Western Asset Managed Municipals Fund
MMU
$549M
– –
-17,136
Closed -$218K
NAC icon
457
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
– –
-101,257
Closed -$1.29M
NAD icon
458
Nuveen Quality Municipal Income Fund
NAD
$2.71B
– –
-103,744
Closed -$1.3M
NEA icon
459
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
– –
-101,697
Closed -$1.25M
NVG icon
460
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
– –
-84,668
Closed -$1.18M
NWSA icon
461
News Corp Class A
NWSA
$14.5B
– –
-134,116
Closed -$1.52M
NZF icon
462
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-66,695
Closed -$895K
PK icon
463
Park Hotels & Resorts
PK
$2.97B
– –
-509,892
Closed -$13.2M
PMO
464
Franklin Municipal Opportunities Trust
PMO
$282M
– –
-86,829
Closed -$975K
RMT
465
Royce Micro-Cap Trust
RMT
$736M
– –
-12,349
Closed -$92K
RNP icon
466
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
– –
-23,338
Closed -$415K
SABA
467
Saba Capital Income & Opportunities Fund II
SABA
$220M
– –
-40,875
Closed -$493K
STEW
468
SRH Total Return Fund
STEW
$1.75B
– –
-11,830
Closed -$123K
STWD icon
469
Starwood Property Trust
STWD
$6.12B
– –
-13,533
Closed -$267K
T icon
470
AT&T
T
$165B
– –
-92,152
Closed -$1.99M
TH icon
471
Target Hospitality
TH
$1.61B
– –
-799,998
Closed -$8.06M
UTF icon
472
Cohen & Steers Infrastructure Fund
UTF
$3.14B
– –
-16,464
Closed -$325K
VCV icon
473
Invesco California Value Municipal Income Trust
VCV
$515M
– –
-32,726
Closed -$370K
VMO icon
474
Invesco Municipal Opportunity Trust
VMO
$647M
– –
-110,704
Closed -$1.24M
DMTK
475
DELISTED
DermTech, Inc. Common Stock
DMTK
– –
-174,750
Closed -$3.57M
17 18
19
20 21

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JWBC
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GA
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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.