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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
RIG icon
126
Transocean
RIG
$5.92B
$3.27M 0.04%
374,800
+300,745
+406% +$2.58M
RWGE
127
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$3.26M 0.04%
322,777
-200,000
-38% -$2M
TSLA icon
128
Tesla
TSLA
$1.24T
$3.25M 0.04%
174,150
+81,195
+87% +$1.63M
HPK icon
129
HighPeak Energy
HPK
$967M
$3.01M 0.04%
300,000
-600,000
-67% -$5.98M
ALGR
130
DELISTED
Allegro Merger Corp
ALGR
$2.99M 0.04%
300,000
-450,000
-60% -$4.44M
NEWR
131
DELISTED
New Relic, Inc.
NEWR
$2.91M 0.04%
+29,478
New +$2.92M
QTS.PRB
132
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.51M 0.03%
23,000
– –
JAZZ icon
133
Jazz Pharmaceuticals
JAZZ
$15.9B
$2.35M 0.03%
16,472
+753
+5% +$98.2K
BKNG icon
134
Booking.com
BKNG
$138B
$2.35M 0.03%
33,650
-21,750
-39% -$1.55M
CCC.WS
135
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
$2.29M 0.03%
697,500
– –
HCCH
136
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$2.15M 0.03%
216,000
– –
AIFA
137
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.14M 0.03%
35,000
– –
SJIU
138
DELISTED
South Jersey Industries, Inc.
SJIU
$2.13M 0.03%
41,200
– –
ATSG
139
DELISTED
Air Transport Services Group
ATSG
$2.11M 0.03%
+91,580
New +$2.11M
NRXP icon
140
NRX Pharmaceuticals
NRXP
$161M
$2.06M 0.03%
20,000
– –
WIX icon
141
WIX.com
WIX
$2.15B
$1.89M 0.02%
15,619
-22,014
-58% -$2.39M
GWRE icon
142
Guidewire Software
GWRE
$11.5B
$1.78M 0.02%
18,278
+3,232
+21% +$289K
EXPE icon
143
Expedia Group
EXPE
$31.2B
$1.59M 0.02%
13,364
+1,342
+11% +$163K
VRTSP
144
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.58M 0.02%
17,975
– –
SUPN icon
145
Supernus Pharmaceuticals
SUPN
$2.68B
$1.52M 0.02%
+43,444
New +$1.62M
WYNN icon
146
Wynn Resorts
WYNN
$10.1B
$1.49M 0.02%
12,450
– –
FITB
147
Fifth Third Bancorp
FITB
$52B
$1.47M 0.02%
+58,235
New +$1.55M
OMAD.WS
148
DELISTED
One Madison Corporation
OMAD.WS
$1.29M 0.02%
1,125,000
– –
ENB icon
149
Enbridge
ENB
$124B
$1.23M 0.02%
33,984
– –
OKE icon
150
Oneok
OKE
$58.7B
$1.18M 0.01%
16,899
– –
4 5
6
7 8

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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
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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.