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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
WBC
26
DELISTED
WABCO HOLDINGS INC.
WBC
$50.8M 0.64%
+385,098
New +$47.4M
PACB icon
27
Pacific Biosciences
PACB
$422M
$48.8M 0.61%
6,751,127
+166,229
+3% +$1.2M
ELLI
28
DELISTED
Ellie Mae Inc
ELLI
$46.5M 0.58%
+470,868
New +$40.9M
GNW icon
29
Genworth Financial
GNW
$3.8B
$43.9M 0.55%
11,462,117
+1,371,039
+14% +$6.01M
TCF
30
DELISTED
TCF Financial Corporation
TCF
$40.7M 0.51%
+1,967,767
New +$42.9M
HIFR
31
DELISTED
InfraREIT, Inc.
HIFR
$38.3M 0.48%
1,825,647
+384,422
+27% +$8.14M
DHR.PRA
32
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$31.5M 0.4%
+30,000
New +$31M
RDC
33
DELISTED
Rowan Companies Plc
RDC
$25.9M 0.33%
2,399,190
+1,235,324
+106% +$14.4M
RMG.U
34
DELISTED
RMG Acquisition Corp.
RMG.U
$25.1M 0.32%
+2,500,000
New +$25M
MFGP
35
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$24.9M 0.31%
797,816
– –
STC icon
36
Stewart Information Services
STC
$2.05B
$23.6M 0.3%
551,658
+111,534
+25% +$4.79M
TRNE.U
37
DELISTED
Trine Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of
TRNE.U
$23M 0.29%
+2,300,000
New +$23M
DPHCU
38
DELISTED
DiamondPeak Holdings Corp. Units
DPHCU
$23M 0.29%
+2,300,000
New +$23M
ACAMU
39
DELISTED
Acamar Partners Acquisition Corp Units
ACAMU
$22.5M 0.28%
+2,250,000
New +$22.5M
CTWS
40
DELISTED
Connecticut Water Service Inc
CTWS
$21.7M 0.27%
316,701
+99,850
+46% +$6.73M
JBGS
41
JBG SMITH
JBGS
$846M
$21M 0.26%
508,510
– –
NVT icon
42
nVent Electric
NVT
$24.5B
$20.8M 0.26%
772,500
+8,412
+1% +$216K
SHLL.U
43
DELISTED
Tortoise Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half
SHLL.U
$20.8M 0.26%
+2,077,939
New +$20.8M
HCACU
44
DELISTED
Hennessy Capital Acquisition Corp. IV Unit
HCACU
$20.2M 0.25%
+2,000,000
New +$20.1M
LVOXU
45
DELISTED
LiveVox Holding, Inc. Unit
LVOXU
$20M 0.25%
+2,000,000
New +$20M
OPTU
46
Optimum Communications Inc
OPTU
$316M
$19.8M 0.25%
921,515
+11,217
+1% +$227K
CHX
47
DELISTED
ChampionX
CHX
$19.4M 0.24%
471,485
+16,330
+4% +$604K
NXPI icon
48
NXP Semiconductors
NXPI
$68B
$19.3M 0.24%
218,631
-2,166,148
-91% -$190M
BMS
49
DELISTED
Bemis
BMS
$18.7M 0.23%
336,750
+89,833
+36% +$4.57M
ATCX
50
DELISTED
Atlas Technical Consultants, Inc. Class A Common Stock
ATCX
$18.4M 0.23%
+1,894,115
New +$18.5M
1
2
3 4 5

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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.