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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
PEO
201
Adams Natural Resources Fund
PEO
$822M
$701K 0.01%
44,085
– –
ENBL
202
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$686K 0.01%
50,000
+3,100
+7% +$42K
PSXP
203
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$686K 0.01%
13,900
+1,155
+9% +$57.8K
EFT
204
Eaton Vance Floating-Rate Income Trust
EFT
$281M
$683K 0.01%
50,662
– –
ADNWW
205
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$667K 0.01%
2,300,000
– –
ZM icon
206
Zoom
ZM
$28.1B
$666K 0.01%
+7,500
New +$617K
DSU icon
207
BlackRock Debt Strategies Fund
DSU
$608M
$661K 0.01%
61,419
-8,455
-12% -$90.8K
OIS icon
208
Oil States International
OIS
$527M
$646K 0.01%
35,277
-18,293
-34% -$328K
PVT
209
DELISTED
Pivotal Acquisition Corp.
PVT
$633K 0.01%
62,411
-1,737,589
-97% -$17.5M
ETG
210
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.8B
$625K 0.01%
38,968
– –
GSAH.WS
211
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$625K 0.01%
500,000
– –
ANDX
212
DELISTED
Andeavor Logistics LP
ANDX
$618K 0.01%
17,000
+1,900
+13% +$66.6K
EFR
213
Eaton Vance Senior Floating-Rate Fund
EFR
$309M
$609K 0.01%
46,543
+2,944
+7% +$39.1K
HEP
214
DELISTED
Holly Energy Partners, L.P.
HEP
$608K 0.01%
22,100
– –
CTACW
215
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$608K 0.01%
810,000
– –
ARDC
216
Are Dynamic Credit Allocation Fund
ARDC
$295M
$605K 0.01%
39,999
– –
AM icon
217
Antero Midstream
AM
$10.9B
$603K 0.01%
52,600
+20,000
+61% +$256K
GEL icon
218
Genesis Energy
GEL
$1.94B
$591K 0.01%
27,000
+2,835
+12% +$63.2K
HESM icon
219
Hess Midstream
HESM
$5.19B
$591K 0.01%
30,300
– –
TCP
220
DELISTED
TC Pipelines LP
TCP
$591K 0.01%
15,700
– –
BLW icon
221
BlackRock Limited Duration Income Trust
BLW
$487M
$590K 0.01%
39,304
-400
-1% -$5.94K
ASLEW
222
DELISTED
AerSale Corp Warrants
ASLEW
$588K 0.01%
1,680,597
– –
EQM
223
DELISTED
EQM Midstream Partners, LP
EQM
$581K 0.01%
13,000
+3,020
+30% +$136K
FCT
224
DELISTED
First Trust Senior Floating Rate Income Fund II
FCT
$575K 0.01%
47,709
– –
ENLC
225
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$555K 0.01%
55,000
+9,334
+20% +$104K
7 8
9
10 11

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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.