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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
MTEC
176
DELISTED
MTech Acquisition Corp. Class A Common Stock
MTEC
$757K 0.01%
75,000
– –
DSU icon
177
BlackRock Debt Strategies Fund
DSU
$591M
$749K 0.01%
69,874
+21,653
+45% +$229K
FRA icon
178
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$733K 0.01%
58,630
+19,001
+48% +$240K
PAA icon
179
Plains All American Pipeline
PAA
$17.4B
$729K 0.01%
29,751
– –
FMCIW
180
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$713K 0.01%
1,620,000
– –
PEO
181
Adams Natural Resources Fund
PEO
$759M
$711K 0.01%
44,085
+7,893
+22% +$124K
VTIQW
182
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$697K 0.01%
1,620,000
– –
DCP
183
DELISTED
DCP Midstream, LP
DCP
$682K 0.01%
20,646
– –
ENBL
184
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$672K 0.01%
46,900
– –
EFT
185
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$668K 0.01%
50,662
+14,273
+39% +$191K
PSXP
186
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$667K 0.01%
12,745
– –
EAD
187
Allspring Income Opportunities Fund
EAD
$372M
$658K 0.01%
83,518
+30,887
+59% +$239K
ATLC icon
188
Atlanticus Holdings
ATLC
$1.5B
$651K 0.01%
191,430
– –
CFFAW
189
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$645K 0.01%
+1,500,000
New +$665K
ADNWW
190
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$644K 0.01%
+2,300,000
New +$691K
ROCC
191
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$644K 0.01%
14,602
-95,857
-87% -$5.13M
HESM icon
192
Hess Midstream
HESM
$5.22B
$642K 0.01%
30,300
– –
BFZ
193
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$632K 0.01%
49,239
-48,255
-49% -$607K
BOE icon
194
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$625K 0.01%
58,453
+3,700
+7% +$38K
FSD
195
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$618K 0.01%
42,332
+290
+0.7% +$4.14K
NFJ
196
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$611K 0.01%
50,671
+7,280
+17% +$86.2K
ETG
197
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$606K 0.01%
38,968
+19,932
+105% +$301K
DFBHW
198
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$606K 0.01%
599,999
– –
TAK icon
199
Takeda Pharmaceutical
TAK
$55.1B
$598K 0.01%
+29,368
New +$591K
HEP
200
DELISTED
Holly Energy Partners, L.P.
HEP
$596K 0.01%
22,100
– –
6 7
8
9 10

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JWBC
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GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.