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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
SBI
251
Western Asset Intermediate Muni Fund
SBI
$109M
$432K ﹤0.01%
48,141
-2,126
-4% -$18.8K
SAMAW
252
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$432K ﹤0.01%
1,440,000
– –
JRI icon
253
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$421K ﹤0.01%
24,889
-10,987
-31% -$178K
GPRO icon
254
GoPro
GPRO
$116M
$419K ﹤0.01%
76,743
+25,850
+51% +$164K
BIOX.WS
255
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$413K ﹤0.01%
1,250,000
– –
AIF
256
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$412K ﹤0.01%
27,921
-1,018
-4% -$15K
LSEAW
257
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$408K ﹤0.01%
1,200,000
– –
LACQW
258
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$406K ﹤0.01%
625,000
– –
LGC.WS
259
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$400K ﹤0.01%
1,250,000
– –
RWGE.WS
260
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$397K ﹤0.01%
440,925
– –
MUJ icon
261
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$389K ﹤0.01%
27,936
-13,542
-33% -$187K
NUM
262
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$389K ﹤0.01%
28,667
-8,090
-22% -$108K
SPAQ.WS
263
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$387K ﹤0.01%
434,999
– –
FPAC.WS
264
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$384K ﹤0.01%
299,999
– –
MPA icon
265
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$378K ﹤0.01%
26,993
-1,752
-6% -$24.2K
GPAQW
266
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$376K ﹤0.01%
1,106,820
– –
TIBRW
267
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$370K ﹤0.01%
1,057,500
– –
MFAC.WS
268
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$358K ﹤0.01%
1,153,800
– –
MUE
269
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$356K ﹤0.01%
28,268
-2,322
-8% -$28.5K
CRWD icon
270
CrowdStrike
CRWD
$187B
$341K ﹤0.01%
+20,000
New +$340K
CYCN icon
271
Cyclerion Therapeutics
CYCN
$15.2M
$340K ﹤0.01%
+1,484
New +$420K
GIG.WS
272
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$338K ﹤0.01%
1,125,000
– –
BYM
273
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$337K ﹤0.01%
24,502
-5,769
-19% -$77.7K
MYJ
274
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$330K ﹤0.01%
22,258
-12,028
-35% -$177K
MYC
275
DELISTED
Blackrock Muni Yield California Fund, Inc.
MYC
$328K ﹤0.01%
23,332
-5,419
-19% -$73.6K
9 10
11
12 13

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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 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.