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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+7.29%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 38.94%
2 Technology 14.69%
3 Industrials 10.45%
4 Healthcare 8.76%
5 Consumer Discretionary 7.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYT icon
401
BlackRock Corporate High Yield Fund
HYT
$1.61B
– –
-48,555
Closed -$498K
IGA
402
Voya Global Advantage and Premium Opportunity Fund
IGA
$161M
– –
-10,844
Closed -$117K
IGD
403
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$502M
– –
-26,296
Closed -$171K
IQI icon
404
Invesco Quality Municipal Securities
IQI
$522M
– –
-18,581
Closed -$225K
ISD
405
PGIM High Yield Bond Fund
ISD
$410M
– –
-29,094
Closed -$413K
KXIN icon
406
Kaixin Holdings
KXIN
$1.85M
– –
-2
Closed -$6.55M
LEO
407
BNY Mellon Strategic Municipals
LEO
$373M
– –
-19,345
Closed -$153K
LEVI icon
408
Levi Strauss
LEVI
$7.86B
– –
-10,000
Closed -$236K
LYFT icon
409
Lyft
LYFT
$5.74B
– –
-5,000
Closed -$391K
MFM
410
Aberdeen Municipal Income Fund
MFM
$216M
– –
-19,957
Closed -$138K
MUC icon
411
BlackRock MuniHoldings California Quality Fund
MUC
$976M
– –
-33,443
Closed -$443K
NBH
412
Neuberger Municipal Fund Inc
NBH
$295M
– –
-16,136
Closed -$232K
NCA icon
413
Nuveen California Municipal Value Fund
NCA
$295M
– –
-14,712
Closed -$141K
NHS
414
Neuberger High Yield Strategies Fund Inc
NHS
$248M
– –
-11,487
Closed -$130K
NKX icon
415
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$629M
– –
-36,320
Closed -$506K
NRK icon
416
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$867M
– –
-22,250
Closed -$283K
NXJ
417
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
– –
-23,762
Closed -$329K
NXPI icon
418
NXP Semiconductors
NXPI
$56.9B
– –
-218,631
Closed -$19.3M
PACK icon
419
Ranpak Holdings
PACK
$349M
– –
-1,191,100
Closed -$12.2M
PHT
420
DELISTED
Pioneer High Income Fund
PHT
– –
-20,827
Closed -$186K
PMM
421
Franklin Managed Municipal Income Trust
PMM
$259M
– –
-10,550
Closed -$79K
PRTH icon
422
Priority Technology Holdings
PRTH
$449M
– –
-30,736
Closed -$212K
RA
423
Brookfield Real Assets Income Fund
RA
$689M
– –
-16,855
Closed -$364K
RPAY icon
424
Repay Holdings
RPAY
$298M
– –
-1,090,000
Closed -$11.1M
RQI icon
425
Cohen & Steers Quality Income Realty Fund
RQI
$1.6B
– –
-30,221
Closed -$387K
15 16
17
18 19

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FMI
Fiduciary Management Inc Milwaukee, Wisconsin $7.03B AUM 11.68% 1-Year Est. Return
PL
Perpetual Ltd Sydney, New South Wales, Australia $7B AUM 19.75% 1-Year Est. Return
AACR
ACR Alpine Capital Research St. Louis, Missouri $7.04B AUM 28% 1-Year Est. Return
AS
Aware Super Sydney, Australia $7.06B AUM
CIS
Capital International Sarl Los Angeles, California $7.06B AUM 36.47% 1-Year Est. Return
BHM
Briar Hall Management Nashville, Tennessee $6.98B AUM 9.39% 1-Year Est. Return
BFS
Bradley Foster & Sargent Hartford, Connecticut $7.06B AUM 27.24% 1-Year Est. Return
FWI
Facet Wealth Inc Baltimore, Maryland $6.98B AUM 18.78% 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 Miscellaneous at 39% of assets, down from 47% a quarter earlier, followed by Technology and Industrials.

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.