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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
CYHHZ
526
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
– –
-9,282,097
Closed -$8K
IMPV
527
DELISTED
Imperva, Inc.
IMPV
– –
-756,364
Closed -$42.1M
APTI
528
DELISTED
Apptio, Inc. Class A Common Stock
APTI
– –
-1,207,846
Closed -$45.9M
SMSHW
529
DELISTED
Smaaash Entertainment Inc. Warrant
SMSHW
– –
-225,000
Closed -$39K
FSACW
530
DELISTED
Federal Street Acquisition Corp. Warrant
FSACW
– –
-187,500
Closed -$128K
HDP
531
DELISTED
Hortonworks, Inc.
HDP
– –
-1,567,016
Closed -$22.6M
GNBC
532
DELISTED
Green Bancorp, Inc
GNBC
– –
-151,640
Closed -$2.6M
STBZ
533
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
– –
-1,175,187
Closed -$25.4M
SCG
534
DELISTED
Scana
SCG
– –
-2,474,877
Closed -$118M
SIR
535
DELISTED
SELECT INCOME REIT
SIR
– –
-327,361
Closed -$2.41M
GBNK
536
DELISTED
Guaranty Bancorp
GBNK
– –
-396,709
Closed -$8.23M
FCB
537
DELISTED
FCB Financial Holdings, Inc.
FCB
– –
-939,124
Closed -$31.5M
EGL
538
DELISTED
Engility Holdings, Inc.
EGL
– –
-236,216
Closed -$6.72M
NID
539
DELISTED
NUVEEN INTERMEDIATE DURATION MUNICIPAL TERM FUND
NID
– –
-25,136
Closed -$311K
NTX
540
DELISTED
Nuveen Texas Quality Municipal Income Fund
NTX
– –
-17,536
Closed -$217K
HUNT
541
DELISTED
Hunter Maritime Acquisition Corp. Common Stock
HUNT
– –
-100,000
Closed -$1M
EIV
542
DELISTED
Eaton Vance Municipal Bond Fund II
EIV
– –
-11,478
Closed -$126K
NSU
543
DELISTED
Nevsun Resources Ltd.
NSU
– –
-7,986,500
Closed -$35M
REN
544
DELISTED
Resolute Energy Corporaton
REN
– –
-218,298
Closed -$6.33M
VLP
545
DELISTED
Valero Energy Partners LP
VLP
– –
-13,821
Closed -$583K
SHPG
546
DELISTED
Shire pic
SHPG
– –
-162,242
Closed -$28.2M
GOLD
547
DELISTED
Randgold Resources Ltd
GOLD
– –
-1,506,772
Closed -$129M
WES
548
DELISTED
Western Gas Partners Lp
WES
– –
-12,341
Closed -$521K
18 19 20 21
22

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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
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HCM
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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
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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.