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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
+7.29%
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
$8.79B
AUM Growth
+$835M
Cap. Flow
-$2.17B
Cap. Flow %
-24.68%
Top 10 Hldgs %
27.43%
Holding
614
New
80
Increased
59
Reduced
121
Closed
119

Top Buys

Rank Stock Value
1
TSS
Total System Services, Inc.
TSS
+$185M
2
WBC
WABCO HOLDINGS INC.
WBC
+$155M
3
CY
Cypress Semiconductor
CY
+$134M
4
AGN
Allergan plc
AGN
+$124M
5
ZAYO
Zayo Group Holdings, Inc.
ZAYO
+$121M

Top Sells

Rank Stock Value
1
IDTI
Integrated Device Technology I
IDTI
+$179M
2
USG
Usg
USG
+$179M
3
GG
Goldcorp Inc
GG
+$178M
4
ARRS
ARRIS International plc Ordinary Shares
ARRS
+$170M
5
BEL
Belmond Ltd.
BEL
+$92.6M

Sector Composition

Rank Sector Weight
1 Technology 12.3%
2 Industrials 10.1%
3 Consumer Discretionary 7.09%
4 Healthcare 5.97%
5 Financials 5.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RTLR
226
DELISTED
Rattler Midstream LP Common Units
RTLR
$546K 0.01%
+28,159
New +$539K
PINS icon
227
Pinterest
PINS
$12.4B
$544K 0.01%
+20,000
New +$546K
SHLX
228
DELISTED
Shell Midstream Partners, L.P.
SHLX
$539K 0.01%
26,000
+3,591
+16% +$73.8K
DNI
229
DELISTED
Dividend and Income Fund
DNI
$535K 0.01%
46,436
-512
-1% -$5.92K
KTF
230
DWS Municipal Income Trust
KTF
$346M
$528K 0.01%
46,881
-3,336
-7% -$37.2K
BGT icon
231
BlackRock Floating Rate Income Trust
BGT
$322M
$527K 0.01%
42,402
+1,200
+3% +$14.9K
PNBK icon
232
Patriot National Bancorp
PNBK
$132M
$514K 0.01%
34,442
-19
-0.1% -$297
TGP
233
DELISTED
Teekay LNG Partners L.P.
TGP
$508K 0.01%
36,000
+1,881
+6% +$26.8K
CNXM
234
DELISTED
CNX Midstream Partners LP
CNXM
$506K 0.01%
36,000
+1,600
+5% +$23.7K
BFZ
235
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$503K 0.01%
37,976
-11,263
-23% -$147K
BCX icon
236
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$497K 0.01%
60,764
-2,280
-4% -$18.1K
AFT
237
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$488K 0.01%
32,673
+600
+2% +$9K
ADPT icon
238
Adaptive Biotechnologies
ADPT
$3.56B
$483K 0.01%
+10,000
New +$443K
GRSHW
239
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$483K 0.01%
333,332
– –
APU
240
DELISTED
AmeriGas Partners, L.P.
APU
$483K 0.01%
13,864
– –
RVI
241
DELISTED
Retail Value Inc. Common Shares
RVI
$481K 0.01%
150,670
– –
PHD
242
DELISTED
Pioneer Floating Rate Fund
PHD
$474K 0.01%
44,295
– –
NS
243
DELISTED
NuStar Energy L.P.
NS
$473K 0.01%
17,439
– –
FSD
244
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$472K 0.01%
31,454
-10,878
-26% -$159K
HQH
245
abrdn Healthcare Investors
HQH
$1.23B
$466K 0.01%
23,229
-3,660
-14% -$72.3K
UBER icon
246
Uber
UBER
$134B
$464K 0.01%
+10,000
New +$424K
VTA
247
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$464K 0.01%
41,468
-30,202
-42% -$336K
EVF
248
Eaton Vance Senior Income Trust
EVF
$90.3M
$446K 0.01%
71,569
-2,046
-3% -$12.7K
NPV icon
249
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$443K 0.01%
33,965
-3,605
-10% -$46.4K
TW icon
250
Tradeweb Markets
TW
$21.3B
$438K 0.01%
+10,000
New +$417K
8 9
10
11 12

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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
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AWA
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AQR Arbitrage's Q2 2019 Portfolio in Review

As of Q2 2019, AQR Arbitrage held 614 positions worth $8.79B, up 10% from $7.96B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

AQR Arbitrage withdrew a net $2.17B in Q2 2019, closing 119 positions and reducing 121 holdings. Its most notable exit was Integrated Device Technology I, an estimated $179M position sold in full.

By sector, the portfolio is most concentrated in Technology at 12% of assets, up from 11% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, AQR Arbitrage opened a new position in Total System Services, Inc. worth $216M.

  • AQR Arbitrage's largest Q2 2019 buy was Total System Services, Inc.: 1,681,745 shares worth $216M.
  • AQR Arbitrage added most to WABCO HOLDINGS INC. in Q2 2019, an estimated $155M increase.
  • AQR Arbitrage's biggest Q2 2019 reduction was L3 Technologies, Inc., cutting an estimated $81.6M.
  • AQR Arbitrage fully exited Integrated Device Technology I in Q2 2019, selling an estimated $179M.
  • AQR Arbitrage's ten largest holdings make up 27% of its $8.79B portfolio in Q2 2019.
  • AQR Arbitrage opened 80 new positions and closed 119 in Q2 2019.
  • AQR Arbitrage's portfolio value rose 10% quarter-over-quarter to $8.79B.

Based on AQR Arbitrage's 13F filing for Q2 2019, filed 14 Aug 2019.