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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
BGR icon
351
BlackRock Energy and Resources Trust
BGR
$420M
$120K ﹤0.01%
10,076
– –
HYB
352
DELISTED
New America High Income Fund, Inc.
HYB
$120K ﹤0.01%
13,503
-7,285
-35% -$63.1K
ROSEW
353
DELISTED
Rosehill Resources Inc.
ROSEW
$118K ﹤0.01%
244,800
– –
CIC.WS
354
DELISTED
Capitol Investment Corp. IV
CIC.WS
$116K ﹤0.01%
83,333
– –
ZF
355
DELISTED
Virtus Total Return Fund Inc.
ZF
$113K ﹤0.01%
10,639
-11,536
-52% -$117K
IPOA.WS
356
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$112K ﹤0.01%
83,334
– –
TPGH.WS
357
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$105K ﹤0.01%
66,666
– –
GLO
358
Clough Global Opportunities Fund
GLO
$249M
$104K ﹤0.01%
11,135
-8,386
-43% -$80.3K
MMDMW
359
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$102K ﹤0.01%
425,000
– –
STNLW
360
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$93K ﹤0.01%
133,333
– –
BRACR
361
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
$88K ﹤0.01%
210,000
– –
BRACW
362
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
$86K ﹤0.01%
210,000
– –
DSKEW
363
DELISTED
Daseke, Inc. Warrant
DSKEW
$83K ﹤0.01%
378,003
– –
KBLMW
364
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$80K ﹤0.01%
500,000
– –
ARYAW
365
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$75K ﹤0.01%
50,000
– –
HCCHW
366
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$73K ﹤0.01%
270,000
– –
MCN
367
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$68K ﹤0.01%
10,295
-3,604
-26% -$23.9K
GNT
368
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
$63K ﹤0.01%
10,895
-2,203
-17% -$12.2K
EOD
369
Allspring Global Dividend Opportunity Fund
EOD
$276M
$61K ﹤0.01%
11,153
-19,328
-63% -$104K
PAACW
370
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
$56K ﹤0.01%
+400,000
New +$64.7K
RVPHW
371
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$53K ﹤0.01%
250,000
– –
CNACW
372
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
$52K ﹤0.01%
700,000
– –
WRLSW
373
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$42K ﹤0.01%
250,000
– –
BRPAR
374
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$38K ﹤0.01%
200,000
– –
LOACR
375
DELISTED
Longevity Acquisition Corporation Right
LOACR
$31K ﹤0.01%
125,000
– –
13 14
15
16 17

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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.