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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
TCF
26
DELISTED
TCF Financial Corporation
TCF
$57.8M 0.66%
2,778,982
+811,215
+41% +$16.9M
MDSO
27
DELISTED
Medidata Solutions, Inc.
MDSO
$57.7M 0.66%
+637,553
New +$55.9M
FTV.PRA
28
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$56.8M 0.65%
55,075
-1,950
-3% -$2.02M
SFLY
29
DELISTED
Shutterfly, Inc.
SFLY
$50.8M 0.58%
+1,004,952
New +$45.9M
HF
30
DELISTED
HFF Inc.
HF
$50.5M 0.57%
1,110,518
+975,012
+720% +$44.6M
GNW icon
31
Genworth Financial
GNW
$3.8B
$45M 0.51%
12,119,149
+657,032
+6% +$2.33M
RTN
32
DELISTED
Raytheon Company
RTN
$42.2M 0.48%
+242,886
New +$43.7M
EE
33
DELISTED
El Paso Electric Company
EE
$41.9M 0.48%
+641,407
New +$39.4M
PACB icon
34
Pacific Biosciences
PACB
$422M
$41.8M 0.48%
6,915,211
+164,084
+2% +$1.15M
AVA icon
35
Avista
AVA
$3.47B
$35.6M 0.4%
798,324
-881,427
-52% -$37.5M
BRSS
36
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$30.6M 0.35%
+699,746
New +$29.8M
BID
37
DELISTED
Sotheby's
BID
$29.7M 0.34%
+511,523
New +$21.4M
LABL
38
DELISTED
Multi-Color Corp
LABL
$28.4M 0.32%
567,620
+479,520
+544% +$23.9M
RMO
39
DELISTED
Romeo Power, Inc.
RMO
$24.4M 0.28%
+2,499,996
New +$24.4M
AVTR.PRA
40
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
$23.1M 0.26%
+350,000
New +$21.8M
LTXB
41
DELISTED
LegacyTexas Financial Group Inc
LTXB
$23M 0.26%
+564,721
New +$22.1M
CTWS
42
DELISTED
Connecticut Water Service Inc
CTWS
$22.9M 0.26%
328,053
+11,352
+4% +$784K
RIDE
43
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$22.4M 0.25%
+153,333
New +$22.4M
DM
44
DELISTED
Desktop Metal, Inc.
DM
$22.3M 0.25%
+230,000
New +$22.4M
LOTZ
45
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$21.9M 0.25%
+2,250,000
New +$21.9M
STC icon
46
Stewart Information Services
STC
$2.05B
$21.6M 0.25%
532,829
-18,829
-3% -$799K
DCUE
47
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$20.7M 0.24%
+200,000
New +$20.8M
HYLN icon
48
Hyliion Holdings
HYLN
$663M
$20.2M 0.23%
+2,077,938
New +$20.2M
HYACU
49
DELISTED
Haymaker Acquisition Corp. II Unit
HYACU
$20.1M 0.23%
+2,000,000
New +$20.2M
GXGXU
50
DELISTED
GX Acquisiton Corp. Unit
GXGXU
$20.1M 0.23%
+2,000,000
New +$20.1M
1
2
3 4 5

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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.