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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
ARDC
201
Are Dynamic Credit Allocation Fund
ARDC
$297M
$594K 0.01%
39,999
+10,400
+35% +$153K
TKKSR
202
DELISTED
TKK Symphony Acquisition Corporation Right
TKKSR
$592K 0.01%
1,850,000
– –
EVV
203
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$590K 0.01%
46,647
-11,268
-19% -$140K
WES icon
204
Western Midstream Partners
WES
$19.6B
$590K 0.01%
+18,821
New +$598K
GRAF.WS
205
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$588K 0.01%
1,782,000
– –
TCP
206
DELISTED
TC Pipelines LP
TCP
$587K 0.01%
15,700
– –
MMP
207
DELISTED
Magellan Midstream Partners, L.P.
MMP
$586K 0.01%
9,657
– –
BLW icon
208
BlackRock Limited Duration Income Trust
BLW
$491M
$584K 0.01%
39,704
+7,769
+24% +$112K
ENLC
209
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$584K 0.01%
+45,666
New +$516K
JRI icon
210
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$575K 0.01%
35,876
+4,900
+16% +$75.3K
EFR
211
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$568K 0.01%
43,599
+12,300
+39% +$161K
MUJ icon
212
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$567K 0.01%
41,478
-31,015
-43% -$408K
FCT
213
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$564K 0.01%
47,709
+10,435
+28% +$124K
GEL icon
214
Genesis Energy
GEL
$1.84B
$563K 0.01%
24,165
– –
USWSW
215
DELISTED
U.S. Well Services, Inc. Warrants
USWSW
$563K 0.01%
557,700
-200,000
-26% -$153K
MMDMR
216
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$561K 0.01%
1,700,000
– –
KTF
217
DWS Municipal Income Trust
KTF
$346M
$553K 0.01%
50,217
-41,050
-45% -$445K
HQH
218
abrdn Healthcare Investors
HQH
$1.23B
$552K 0.01%
26,889
+3,279
+14% +$67.1K
MYN icon
219
BlackRock MuniYield New York Quality Fund
MYN
$374M
$542K 0.01%
43,997
-58,292
-57% -$702K
ASLEW
220
DELISTED
AerSale Corp Warrants
ASLEW
$538K 0.01%
+1,680,597
New +$500K
AVK
221
Advent Convertible and Income Fund
AVK
$544M
$534K 0.01%
37,139
+4,696
+14% +$64.6K
DNI
222
DELISTED
Dividend and Income Fund
DNI
$533K 0.01%
46,948
– –
ANDX
223
DELISTED
Andeavor Logistics LP
ANDX
$532K 0.01%
15,100
– –
GDV icon
224
Gabelli Dividend & Income Trust
GDV
$2.6B
$527K 0.01%
24,766
-868
-3% -$17.9K
CTACW
225
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$527K 0.01%
810,000
– –
7 8
9
10 11

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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.