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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
ET icon
176
Energy Transfer Partners
ET
$70.1B
$984K 0.01%
69,888
– –
PACQW
177
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$932K 0.01%
862,500
– –
PACK.WS
178
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$930K 0.01%
+775,000
New +$993K
CQP icon
179
Cheniere Energy
CQP
$31.8B
$919K 0.01%
21,785
– –
IGR
180
CBRE Global Real Estate Income Fund
IGR
$712M
$900K 0.01%
120,167
– –
CFFAW
181
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$900K 0.01%
1,500,000
– –
MMP
182
DELISTED
Magellan Midstream Partners, L.P.
MMP
$896K 0.01%
14,000
+4,343
+45% +$270K
WMB icon
183
Williams Companies
WMB
$90.5B
$888K 0.01%
31,910
+2,873
+10% +$79.8K
PAA icon
184
Plains All American Pipeline
PAA
$17.4B
$877K 0.01%
36,000
+6,249
+21% +$149K
TRNE.WS
185
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$873K 0.01%
+1,150,000
New +$793K
EPD icon
186
Enterprise Products Partners
EPD
$83.8B
$866K 0.01%
30,000
+2,240
+8% +$64.5K
MPLX icon
187
MPLX
MPLX
$59.5B
$837K 0.01%
26,000
+2,885
+12% +$91.9K
TRGP icon
188
Targa Resources
TRGP
$60.4B
$819K 0.01%
21,184
– –
BPL
189
DELISTED
Buckeye Partners, L.P.
BPL
$780K 0.01%
19,000
+5,200
+38% +$196K
ATLC icon
190
Atlanticus Holdings
ATLC
$1.5B
$775K 0.01%
191,430
– –
VTIQW
191
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$761K 0.01%
1,620,000
– –
FRA icon
192
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$752K 0.01%
58,630
– –
DFBHW
193
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$750K 0.01%
599,999
– –
TMCXW
194
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$740K 0.01%
2,250,000
– –
TGE
195
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$739K 0.01%
35,000
+3,200
+10% +$75.7K
SHLL.WS
196
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$727K 0.01%
+1,038,969
New +$753K
WES icon
197
Western Midstream Partners
WES
$19.6B
$708K 0.01%
23,000
+4,179
+22% +$129K
DCP
198
DELISTED
DCP Midstream, LP
DCP
$703K 0.01%
24,000
+3,354
+16% +$105K
GRAF.WS
199
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$702K 0.01%
1,782,000
– –
PPLI
200
People Inc
PPLI
$3.1B
$701K 0.01%
+18,107
New +$723K
6 7
8
9 10

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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.