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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
ESL
501
DELISTED
Esterline Technologies
ESL
– –
-1,158,960
Closed -$141M
LTN.RT
502
DELISTED
Union Acquisition Corp.
LTN.RT
– –
-1,250,000
Closed -$475K
NTRI
503
DELISTED
NutriSystem, Inc.
NTRI
– –
-1,214,326
Closed -$53.3M
PRTHW
504
DELISTED
Priority Technology Holdings, Inc. Warrant
PRTHW
– –
-250,000
Closed -$325K
ITG
505
DELISTED
Investment Technology Group Inc
ITG
– –
-717,037
Closed -$21.7M
BNCL
506
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-845,356
Closed -$12.1M
RBZAW
507
DELISTED
Reebonz Holding Limited warrant
RBZAW
– –
-75,000
Closed -$14K
TLP
508
DELISTED
Transmontaigne
TLP
– –
-20,221
Closed -$821K
TAHO
509
DELISTED
Tahoe Resources Inc
TAHO
– –
-2,519,027
Closed -$9.19M
NXTM
510
DELISTED
NxStage Medical Inc.
NXTM
– –
-3,684,861
Closed -$105M
ORBK
511
DELISTED
Orbotech Ltd
ORBK
– –
-1,949,327
Closed -$110M
MB
512
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-773,975
Closed -$28.2M
AHL
513
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-2,502,153
Closed -$105M
NFX
514
DELISTED
Newfield Exploration
NFX
– –
-5,554,579
Closed -$81.4M
ATHN
515
DELISTED
Athenahealth, Inc.
ATHN
– –
-855,380
Closed -$113M
DNB
516
DELISTED
Dun & Bradstreet
DNB
– –
-790,822
Closed -$113M
P
517
DELISTED
Pandora Media Inc
P
– –
-1,224,188
Closed -$9.9M
SEND
518
DELISTED
SendGrid, Inc.
SEND
– –
-767,534
Closed -$33.1M
VVC
519
DELISTED
Vectren Corporation
VVC
– –
-1,815,310
Closed -$131M
WRD
520
DELISTED
WildHorse Resource Development
WRD
– –
-1,547,421
Closed -$21.8M
ESIO
521
DELISTED
Electro Scientific Industries
ESIO
– –
-1,487,372
Closed -$44.6M
ENLK
522
DELISTED
EnLink Midstream Partners, LP
ENLK
– –
-39,709
Closed -$437K
WINR
523
DELISTED
Simplicity Esports and Gaming Company Common Stock
WINR
– –
-18,800
Closed -$38K
TSRO
524
DELISTED
TESARO, Inc.
TSRO
– –
-1,226,783
Closed -$91.1M
BBCPW
525
DELISTED
Concrete Pumping Holdings, Inc. Warrant
BBCPW
– –
-500,000
Closed -$390K
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.