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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
ESTRW
376
DELISTED
Estre Ambiental, Inc
ESTRW
$26K ﹤0.01%
661,870
– –
NRXPW
377
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$24K ﹤0.01%
100,000
– –
PECKW
378
DELISTED
The Peck Company, Inc. Warrants
PECKW
$24K ﹤0.01%
+122,916
New +$27.2K
PHUNW
379
DELISTED
Phunware, Inc. Warrants
PHUNW
$21K ﹤0.01%
58,632
-16,683
-22% -$14.5K
LOACW
380
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$18K ﹤0.01%
125,000
– –
XYNPW
381
DELISTED
Xynomic Pharmaceuticals Holdings, Inc. Warrant
XYNPW
$16K ﹤0.01%
+75,000
New +$14.6K
IEAWW
382
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$12K ﹤0.01%
343,006
– –
AMRWW
383
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
$2K ﹤0.01%
308,333
– –
JASNW
384
DELISTED
Jason Industries, Inc.
JASNW
$2K ﹤0.01%
1,933,070
– –
BIT icon
385
BlackRock Multi-Sector Income Trust
BIT
$696M
– –
-24,257
Closed -$402K
BKN
386
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
– –
-16,667
Closed -$236K
BOE icon
387
BlackRock Enhanced Global Dividend Trust
BOE
$662M
– –
-58,453
Closed -$625K
BTT icon
388
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
– –
-17,174
Closed -$382K
BTZ icon
389
BlackRock Credit Allocation Income Trust
BTZ
$927M
– –
-28,045
Closed -$348K
DMF
390
DELISTED
BNY Mellon Municipal Income
DMF
– –
-12,447
Closed -$105K
DSM
391
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
– –
-13,594
Closed -$105K
EIM
392
Eaton Vance Municipal Bond Fund
EIM
$492M
– –
-32,492
Closed -$403K
EVM
393
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
– –
-30,504
Closed -$322K
FITB
394
Fifth Third Bancorp
FITB
$52B
– –
-58,235
Closed -$1.47M
FTF
395
Franklin Limited Duration Income Trust
FTF
$233M
– –
-20,329
Closed -$196K
FTV icon
396
Fortive
FTV
$19B
– –
-19,816
Closed -$1.05M
GDV icon
397
Gabelli Dividend & Income Trust
GDV
$2.6B
– –
-24,766
Closed -$527K
GHY
398
PGIM Global High Yield Fund
GHY
$478M
– –
-12,595
Closed -$176K
GWRE icon
399
Guidewire Software
GWRE
$11.5B
– –
-18,278
Closed -$1.78M
HIX
400
Western Asset High Income Fund II
HIX
$352M
– –
-31,704
Closed -$205K
14 15
16
17 18

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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.