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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
ISUN
476
DELISTED
iSun, Inc. Common Stock
ISUN
– –
-69,000
Closed -$759K
JPS
477
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-15,011
Closed -$124K
NIQ
478
DELISTED
NUVEEN INTERMEDIATE DURATION QUALITY MUNICIPAL TERM FUND
NIQ
– –
-11,413
Closed -$141K
EXD
479
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
– –
-13,033
Closed -$111K
NEV
480
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
– –
-17,907
Closed -$230K
DISCK
481
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-28,190
Closed -$651K
AIZP
482
DELISTED
Assurant, Inc. 6.50% Series D Mandatory Convertible Preferred Stock, $1.00 par value
AIZP
– –
-62,125
Closed -$6.1M
BAF
483
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
– –
-12,844
Closed -$168K
MUH
484
DELISTED
Blackrock Muniholdings Fund II, Inc.
MUH
– –
-27,377
Closed -$355K
AMCIU
485
DELISTED
AMCI Acquisition Corp Unit
AMCIU
– –
-2,300,000
Closed -$22.9M
SAMAU
486
DELISTED
Schultze Special Purpose Acquisition Corp. Unit
SAMAU
– –
-1,440,000
Closed -$14.3M
CFFAU
487
DELISTED
CF Finance Acquisition Corp. Unit
CFFAU
– –
-2,000,000
Closed -$20M
FTACU
488
DELISTED
FinTech Acquisition Corp. III Unit
FTACU
– –
-2,300,000
Closed -$23.1M
AKRX
489
DELISTED
Akorn Inc
AKRX
– –
-408,656
Closed -$1.39M
RBZ
490
DELISTED
Reebonz Holding Limited Ordinary Shares
RBZ
– –
-1,875
Closed -$31K
BWMCU
491
DELISTED
Boxwood Merger Corp. Unit
BWMCU
– –
-2,500,000
Closed -$24.8M
MDCO
492
DELISTED
Medicines Co
MDCO
– –
-80,854
Closed -$1.55M
NCOM
493
DELISTED
National Commerce Corporation
NCOM
– –
-37,002
Closed -$1.33M
SCACW
494
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$0 ﹤0.01%
42,000
– –
MBFI
495
DELISTED
MB Financial Corp
MBFI
– –
-1,232,585
Closed -$48.8M
TFCFA
496
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-2,620,384
Closed -$126M
HYACW
497
DELISTED
Haymaker Acquisition Corp. Warrant
HYACW
– –
-599,990
Closed -$492K
HYAC
498
DELISTED
Haymaker Acquisition Corp. Class A Common Stock
HYAC
– –
-899,960
Closed -$9.01M
EAGLW
499
DELISTED
Platinum Eagle Acquisition Corp. Warrant
EAGLW
– –
-266,666
Closed -$347K
LTN.WS
500
DELISTED
Union Acquisition Corp.
LTN.WS
– –
-1,250,000
Closed -$313K
18 19
20
21 22

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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.