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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
EFF
326
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
$196K ﹤0.01%
13,066
– –
AVTR icon
327
Avantor
AVTR
$7.81B
$191K ﹤0.01%
+10,000
New +$178K
EVG
328
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$186K ﹤0.01%
13,707
-4,963
-27% -$65K
JRS icon
329
Nuveen Real Estate Income Fund
JRS
$251M
$186K ﹤0.01%
17,749
-5,084
-22% -$52.3K
ENX
330
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$180K ﹤0.01%
15,027
-3,608
-19% -$43.2K
MYI icon
331
BlackRock MuniYield Quality Fund III
MYI
$709M
$179K ﹤0.01%
13,595
-14,955
-52% -$195K
MQT
332
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$178K ﹤0.01%
14,200
-8,833
-38% -$109K
TSLF
333
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$171K ﹤0.01%
11,224
– –
EAD
334
Allspring Income Opportunities Fund
EAD
$372M
$170K ﹤0.01%
20,647
-62,871
-75% -$504K
AGD
335
abrdn Global Dynamic Dividend Fund
AGD
$315M
$169K ﹤0.01%
17,500
– –
NKG
336
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$163K ﹤0.01%
13,142
-3,371
-20% -$41K
JDD
337
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$160K ﹤0.01%
15,024
-1,266
-8% -$13.4K
MNP
338
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$157K ﹤0.01%
10,525
-3,376
-24% -$49.4K
BBK
339
DELISTED
Blackrock Municipal Bond Trust
BBK
$157K ﹤0.01%
10,571
-1,979
-16% -$28.9K
EVN
340
Eaton Vance Municipal Income Trust
EVN
$427M
$153K ﹤0.01%
12,283
-17,050
-58% -$208K
CCH.WS
341
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$152K ﹤0.01%
116,666
– –
CPLG
342
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$150K ﹤0.01%
12,125
– –
WRLSR
343
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
$150K ﹤0.01%
1,000,000
– –
VGM icon
344
Invesco Trust Investment Grade Municipals
VGM
$549M
$147K ﹤0.01%
11,623
-15,512
-57% -$192K
BDJ icon
345
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$144K ﹤0.01%
16,211
-4,400
-21% -$38K
NQP
346
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$141K ﹤0.01%
10,310
-20,261
-66% -$272K
AOD
347
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$130K ﹤0.01%
15,584
-40,334
-72% -$333K
FAM
348
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$126K ﹤0.01%
12,090
-6,310
-34% -$63.1K
KSM
349
DELISTED
DWS Strategic Municipal Income Trust
KSM
$125K ﹤0.01%
10,496
-2,867
-21% -$33.1K
MEN
350
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$125K ﹤0.01%
11,303
-12,680
-53% -$137K
12 13
14
15 16

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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.