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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
SUPN icon
426
Supernus Pharmaceuticals
SUPN
$2.43B
– –
-43,444
Closed -$1.52M
TAK icon
427
Takeda Pharmaceutical
TAK
$58.3B
– –
-29,368
Closed -$598K
UPBD icon
428
Upbound Group
UPBD
$1.07B
– –
-733,861
Closed -$15.3M
VIAV icon
429
Viavi Solutions
VIAV
$9.66B
– –
-378,492
Closed -$4.69M
VKI icon
430
Invesco Advantage Municipal Income Trust II
VKI
$383M
– –
-11,110
Closed -$120K
VKQ icon
431
Invesco Municipal Trust
VKQ
$527M
– –
-11,737
Closed -$141K
VREX icon
432
Varex Imaging
VREX
$780M
– –
-179,245
Closed -$6.07M
VTN icon
433
Invesco Trust for Investment Grade New York Municipals
VTN
$150M
– –
-12,053
Closed -$157K
WIX icon
434
WIX.com
WIX
$3.01B
– –
-15,619
Closed -$1.89M
WSFS icon
435
WSFS Financial
WSFS
$4.02B
– –
-6,879
Closed -$266K
WYNN icon
436
Wynn Resorts
WYNN
$9.27B
– –
-12,450
Closed -$1.49M
MUI
437
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-30,744
Closed -$423K
SNAXW
438
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
– –
-1,200,000
Closed -$240K
BFIIW
439
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
– –
-250,000
Closed -$60K
THWWW
440
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
– –
-266,666
Closed -$413K
FDEU
441
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
– –
-12,842
Closed -$184K
ROCC
442
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
– –
-14,602
Closed -$644K
USWSW
443
DELISTED
U.S. Well Services, Inc. Warrants
USWSW
– –
-557,700
Closed -$563K
DHR.PRA
444
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
– –
-30,000
Closed -$31.5M
MCA
445
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
– –
-29,942
Closed -$403K
MFL
446
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
– –
-16,821
Closed -$217K
AEPPL
447
DELISTED
American Electric Power Company, Inc. Corporate Unit
AEPPL
– –
-150,000
Closed -$7.74M
CFXA
448
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
– –
-497,150
Closed -$66.4M
XEC
449
DELISTED
CIMAREX ENERGY CO
XEC
– –
-3,867
Closed -$270K
THCBU
450
DELISTED
Tuscan Holdings Corp. Unit
THCBU
– –
-1,600,000
Closed -$16.6M
16 17
18
19 20

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PL
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AACR
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CIS
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BHM
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BFS
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FWI
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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 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.