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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
PVT
51
DELISTED
Pivotal Acquisition Corp.
PVT
$17.6M 0.22%
+1,800,000
New +$17.7M
CNP.PRB
52
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$17.6M 0.22%
331,450
– –
WH icon
53
Wyndham Hotels & Resorts
WH
$5.46B
$16.7M 0.21%
334,600
+5,597
+2% +$283K
THCBU
54
DELISTED
Tuscan Holdings Corp. Unit
THCBU
$16.6M 0.21%
+1,600,000
New +$16.3M
FOXA icon
55
Fox Class A
FOXA
$23.2B
$16.1M 0.2%
+439,664
New +$17.1M
FTDR icon
56
Frontdoor
FTDR
$5.02B
$16.1M 0.2%
467,304
+15,050
+3% +$460K
ASLE icon
57
AerSale
ASLE
$292M
$15.5M 0.19%
+1,580,597
New +$15.4M
UPBD icon
58
Upbound Group
UPBD
$1.19B
$15.3M 0.19%
733,861
-1,343,076
-65% -$24.8M
BHBK
59
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$15.3M 0.19%
640,336
+173,996
+37% +$4.09M
PAYA
60
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$15.1M 0.19%
+1,550,000
New +$15M
NAVG
61
DELISTED
Navigators Group Inc
NAVG
$14.9M 0.19%
213,846
+22,001
+11% +$1.54M
GCMG icon
62
GCM Grosvenor
GCMG
$737M
$14.8M 0.19%
+1,500,000
New +$14.8M
GDYN icon
63
Grid Dynamics Holdings
GDYN
$476M
$14.2M 0.18%
1,440,000
– –
DTV
64
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
$13.9M 0.17%
+250,000
New +$13.5M
REZI icon
65
Resideo Technologies
REZI
$5.23B
$13.8M 0.17%
716,591
+18,054
+3% +$400K
BKI
66
DELISTED
Black Knight, Inc. Common Stock
BKI
$13.8M 0.17%
252,288
– –
ETRN
67
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$13.7M 0.17%
+627,558
New +$12.6M
SRE.PRA
68
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$12.8M 0.16%
121,225
+50,000
+70% +$5.11M
PACK icon
69
Ranpak Holdings
PACK
$553M
$12.2M 0.15%
1,191,100
– –
ACA icon
70
Arcosa
ACA
$7.12B
$11.8M 0.15%
386,152
+17,365
+5% +$530K
BDXA
71
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$11.6M 0.15%
+186,000
New +$11.3M
GTX icon
72
Garrett Motion
GTX
$5.9B
$11.5M 0.14%
781,284
– –
RPAY icon
73
Repay Holdings
RPAY
$315M
$11.1M 0.14%
1,090,000
-350,000
-24% -$3.53M
INSUU
74
DELISTED
Insurance Acquisition Corp. Unit
INSUU
$11.1M 0.14%
+1,100,000
New +$11.1M
VRT icon
75
Vertiv
VRT
$112B
$11M 0.14%
1,099,902
-250,098
-19% -$2.48M
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.