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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
LLL
1
DELISTED
L3 Technologies, Inc.
LLL
$251M 3.15%
1,214,208
+43,916
+4% +$8.7M
STI
2
DELISTED
SunTrust Banks, Inc.
STI
$241M 3.03%
+4,063,784
New +$249M
AABA
3
DELISTED
Altaba Inc
AABA
$184M 2.32%
2,488,238
– –
TRCO
4
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$182M 2.28%
3,938,656
+1,508,403
+62% +$69.4M
IDTI
5
DELISTED
Integrated Device Technology I
IDTI
$179M 2.25%
3,656,069
+655,106
+22% +$31.7M
USG
6
DELISTED
Usg
USG
$179M 2.24%
4,125,711
+807,735
+24% +$34.8M
GG
7
DELISTED
Goldcorp Inc
GG
$178M 2.24%
+15,579,953
New +$167M
ARRS
8
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$170M 2.14%
5,390,189
+294,800
+6% +$9.24M
FDC
9
DELISTED
First Data Corporation
FDC
$156M 1.96%
+5,945,520
New +$141M
RHT
10
DELISTED
Red Hat Inc
RHT
$151M 1.9%
825,774
+113,512
+16% +$20.3M
WP
11
DELISTED
Worldpay, Inc.
WP
$145M 1.82%
+1,276,400
New +$116M
S
12
DELISTED
Sprint Corporation
S
$117M 1.47%
20,673,364
+6,188,702
+43% +$38.3M
FNSR
13
DELISTED
Finisar Corp
FNSR
$115M 1.45%
4,976,466
+1,558,198
+46% +$35.6M
CELG
14
DELISTED
Celgene Corp
CELG
$112M 1.4%
+1,182,780
New +$103M
MLNX
15
DELISTED
Mellanox Technologies, Ltd.
MLNX
$111M 1.4%
+938,354
New +$94.4M
BEL
16
DELISTED
Belmond Ltd.
BEL
$92.6M 1.16%
3,713,774
+551,043
+17% +$13.7M
ONCE
17
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$89.9M 1.13%
+788,993
New +$58M
VSM
18
DELISTED
Versum Materials, Inc.
VSM
$89.3M 1.12%
+1,775,230
New +$70.7M
LXFT
19
DELISTED
Luxoft Holding, Inc.
LXFT
$77.4M 0.97%
+1,317,695
New +$74.9M
AVA icon
20
Avista
AVA
$3.47B
$68.2M 0.86%
1,679,751
-1,136,607
-40% -$46.7M
CFXA
21
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$66.4M 0.83%
+497,150
New +$60.3M
WCG
22
DELISTED
Wellcare Health Plans, Inc.
WCG
$63.4M 0.8%
+235,000
New +$60.7M
FTV.PRA
23
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$60.1M 0.76%
57,025
+50,000
+712% +$49.8M
ULTI
24
DELISTED
Ultimate Software Group Inc
ULTI
$60.1M 0.75%
+181,977
New +$55.8M
TVPT
25
DELISTED
Travelport Worldwide Limited
TVPT
$56.6M 0.71%
3,598,284
+2,272,818
+171% +$35.7M
1
2 3 4 5

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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.