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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
IQ icon
301
iQIYI
IQ
$1.18B
$268K ﹤0.01%
+13,000
New +$269K
SMC
302
Summit Midstream
SMC
$421M
$268K ﹤0.01%
2,400
+87
+4% +$10.6K
MUS
303
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$267K ﹤0.01%
21,470
-400
-2% -$4.87K
IVH
304
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$265K ﹤0.01%
19,493
-853
-4% -$11.6K
NAZ icon
305
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$262K ﹤0.01%
20,042
– –
BNY
306
DELISTED
BlackRock New York Municipal Income Trust
BNY
$260K ﹤0.01%
19,140
-2,881
-13% -$38.7K
DTF
307
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$259K ﹤0.01%
18,692
-2,231
-11% -$30.5K
AVK
308
Advent Convertible and Income Fund
AVK
$544M
$256K ﹤0.01%
17,462
-19,677
-53% -$283K
KLXE icon
309
KLX Energy Services
KLXE
$44.8M
$256K ﹤0.01%
2,508
– –
NMY
310
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$255K ﹤0.01%
19,706
-13,482
-41% -$171K
NTC
311
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$252K ﹤0.01%
19,452
-12,319
-39% -$156K
TKKSW
312
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$241K ﹤0.01%
1,850,000
– –
MHN
313
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$238K ﹤0.01%
18,078
-19,809
-52% -$259K
STRDW
314
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$238K ﹤0.01%
250,000
– –
PD icon
315
PagerDuty
PD
$700M
$235K ﹤0.01%
+5,000
New +$243K
NEBUW
316
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$233K ﹤0.01%
233,332
– –
NAN icon
317
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$228K ﹤0.01%
16,478
-14,937
-48% -$203K
ALGRW
318
DELISTED
Allegro Merger Corp Warrant
ALGRW
$225K ﹤0.01%
900,000
– –
USWS
319
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
$223K ﹤0.01%
+2,206
New +$327K
SMTA
320
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$223K ﹤0.01%
26,740
– –
BIOX icon
321
Bioceres Crop Solutions
BIOX
$21.9M
$214K ﹤0.01%
40,469
-40,088
-50% -$187K
GMHIW
322
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
$210K ﹤0.01%
166,666
– –
DEX
323
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$207K ﹤0.01%
20,859
-3,089
-13% -$30.3K
MYN icon
324
BlackRock MuniYield New York Quality Fund
MYN
$374M
$206K ﹤0.01%
16,237
-27,760
-63% -$349K
IDE
325
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$205K ﹤0.01%
16,477
+800
+5% +$9.7K
11 12
13
14 15

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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.