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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
NUO
276
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$328K ﹤0.01%
22,017
-8,107
-27% -$120K
MQY icon
277
BlackRock MuniYield Quality Fund
MQY
$807M
$326K ﹤0.01%
22,479
-10,406
-32% -$148K
NESRW
278
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$326K ﹤0.01%
383,983
-10,117
-3% -$9.69K
NNC
279
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$326K ﹤0.01%
24,462
-6,436
-21% -$83.2K
FMN
280
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$319K ﹤0.01%
23,206
-500
-2% -$6.79K
NFC.WS
281
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
$315K ﹤0.01%
450,000
– –
DMS
282
DELISTED
Digital Media Solutions, Inc.
DMS
$314K ﹤0.01%
2,040
-27,740
-93% -$4.28M
NFJ
283
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$313K ﹤0.01%
25,213
-25,458
-50% -$310K
RVT icon
284
Royce Value Trust
RVT
$2.21B
$313K ﹤0.01%
22,483
-1,400
-6% -$19.4K
INF
285
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$311K ﹤0.01%
24,267
-3,006
-11% -$37.4K
BGY icon
286
BlackRock Enhanced International Dividend Trust
BGY
$512M
$310K ﹤0.01%
55,141
-6,424
-10% -$35.5K
NSL
287
DELISTED
NUVEEN SENIOR INCM FD
NSL
$310K ﹤0.01%
52,345
-1,635
-3% -$9.61K
BPMP
288
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$310K ﹤0.01%
20,000
+2,500
+14% +$37.1K
NRCG.WS
289
DELISTED
NRC Group Holdings Corp.
NRCG.WS
$310K ﹤0.01%
187,500
– –
MIY icon
290
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$306K ﹤0.01%
22,291
-12,708
-36% -$173K
VMM
291
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$296K ﹤0.01%
23,046
-1,773
-7% -$22.6K
AFB
292
AllianceBernstein National Municipal Income Fund
AFB
$312M
$294K ﹤0.01%
21,878
-13,447
-38% -$176K
CHNG
293
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$292K ﹤0.01%
+20,000
New +$296K
SEMG
294
DELISTED
SEMGROUP CORPORATION
SEMG
$292K ﹤0.01%
24,333
– –
MMLP icon
295
Martin Midstream Partners
MMLP
$95.9M
$291K ﹤0.01%
40,794
– –
JRO
296
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$284K ﹤0.01%
29,174
+1,600
+6% +$15.6K
EVV
297
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$283K ﹤0.01%
22,388
-24,259
-52% -$307K
MGY.WS
298
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
$278K ﹤0.01%
83,333
– –
MGU
299
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$277K ﹤0.01%
11,705
-2,188
-16% -$49.7K
GAM
300
General American Investors Company
GAM
$1.54B
$276K ﹤0.01%
7,783
-2,863
-27% -$98.8K
10 11
12
13 14

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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 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.