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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
ANDAR
451
DELISTED
Andina Acquisition Corp. III Right
ANDAR
– –
-1,200,000
Closed -$408K
ACAMU
452
DELISTED
Acamar Partners Acquisition Corp Units
ACAMU
– –
-2,250,000
Closed -$22.5M
RMG.U
453
DELISTED
RMG Acquisition Corp.
RMG.U
– –
-2,500,000
Closed -$25.1M
HCACU
454
DELISTED
Hennessy Capital Acquisition Corp. IV Unit
HCACU
– –
-2,000,000
Closed -$20.2M
HCCHR
455
DELISTED
HL Acquisitions Corp. Right
HCCHR
– –
-270,000
Closed -$78K
TRNE.U
456
DELISTED
Trine Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of
TRNE.U
– –
-2,300,000
Closed -$23M
KBLMR
457
DELISTED
KBL Merger Corp. IV Rights expiring 11/9/2020
KBLMR
– –
-1,000,000
Closed -$230K
DPHCU
458
DELISTED
DiamondPeak Holdings Corp. Units
DPHCU
– –
-2,300,000
Closed -$23M
INSUU
459
DELISTED
Insurance Acquisition Corp. Unit
INSUU
– –
-1,100,000
Closed -$11.1M
SHLL.U
460
DELISTED
Tortoise Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half
SHLL.U
– –
-2,077,939
Closed -$20.8M
CCI.PRA
461
DELISTED
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
– –
-5,000
Closed -$5.92M
BDXA
462
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
– –
-186,000
Closed -$11.6M
ALGRR
463
DELISTED
Allegro Merger Corp Right
ALGRR
– –
-900,000
Closed -$243K
TKKSR
464
DELISTED
TKK Symphony Acquisition Corporation Right
TKKSR
– –
-1,850,000
Closed -$592K
BROGR
465
DELISTED
Twelve Seas Investment Company Rights
BROGR
– –
-1,200,000
Closed -$324K
INB
466
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
– –
-18,380
Closed -$157K
GIG.RT
467
DELISTED
GigCapital, Inc. Rights, each exchangeable into one-tenth of one share of Common Stock
GIG.RT
– –
-1,500,000
Closed -$975K
DTV
468
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
– –
-250,000
Closed -$13.9M
MMDMR
469
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
– –
-1,700,000
Closed -$561K
CNACR
470
DELISTED
Constellation Alpha Capital Corp. Right
CNACR
– –
-700,000
Closed -$88K
TST
471
DELISTED
TheStreet, Inc.
TST
– –
-3,941
Closed -$92K
JSYNW
472
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
– –
-174,000
Closed -$12K
JSYNR
473
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
– –
-174,000
Closed -$48K
QTNA
474
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
– –
-305,756
Closed -$7.44M
MTECW
475
DELISTED
MTech Acquisition Corp. Warrant
MTECW
– –
-62,500
Closed -$40K
17 18
19
20 21

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GA
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CIS
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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.