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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
TBRGW
151
DELISTED
Thunder Bridge Acquisition, Ltd. Warrant
TBRGW
$1.17M 0.01%
1,620,000
– –
MUDSW
152
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.15M 0.01%
2,250,000
– –
PGEN icon
153
Precigen
PGEN
$1.93B
$1.12M 0.01%
212,555
+67,796
+47% +$470K
ET icon
154
Energy Transfer Partners
ET
$70.1B
$1.07M 0.01%
69,888
– –
FTV icon
155
Fortive
FTV
$19B
$1.05M 0.01%
+19,816
New +$965K
FTACW
156
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.05M 0.01%
+1,150,000
New +$895K
BFI
157
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$1.01M 0.01%
100,000
– –
CEQP
158
DELISTED
Crestwood Equity Partners LP
CEQP
$983K 0.01%
27,936
– –
IMTX icon
159
Immatics
IMTX
$1.24B
$981K 0.01%
100,000
– –
GIG.RT
160
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
$975K 0.01%
1,500,000
– –
PACQW
161
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$957K 0.01%
862,500
– –
BWMCW
162
DELISTED
Boxwood Merger Corp. Warrant
BWMCW
$950K 0.01%
+2,500,000
New +$824K
CQP icon
163
Cheniere Energy
CQP
$31.8B
$913K 0.01%
21,785
– –
OIS icon
164
Oil States International
OIS
$522M
$909K 0.01%
53,570
+6,183
+13% +$105K
IGR
165
CBRE Global Real Estate Income Fund
IGR
$712M
$898K 0.01%
120,167
+39,224
+48% +$275K
TRGP icon
166
Targa Resources
TRGP
$60.4B
$880K 0.01%
21,184
– –
LHC.WS
167
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$870K 0.01%
1,115,000
– –
WMB icon
168
Williams Companies
WMB
$90.5B
$834K 0.01%
29,037
– –
TMCXW
169
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$810K 0.01%
2,250,000
– –
EPD icon
170
Enterprise Products Partners
EPD
$83.8B
$808K 0.01%
27,760
– –
TGE
171
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$799K 0.01%
31,800
– –
GSAH.WS
172
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$780K 0.01%
500,000
– –
VTA
173
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$778K 0.01%
71,670
+17,814
+33% +$193K
PVT.WS
174
DELISTED
Pivotal Acquisition Corp. Redeemable Warrants, exercisable for shares of Class A Common Stock at an
PVT.WS
$774K 0.01%
+1,800,000
New +$720K
MPLX icon
175
MPLX
MPLX
$59.5B
$760K 0.01%
23,115
– –
5 6
7
8 9

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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
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.