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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
MTEC
476
DELISTED
MTech Acquisition Corp. Class A Common Stock
MTEC
– –
-75,000
Closed -$757K
LXFT
477
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-1,317,695
Closed -$77.4M
TIER
478
DELISTED
TIER REIT, Inc.
TIER
– –
-143,321
Closed -$4.11M
BMS
479
DELISTED
Bemis
BMS
– –
-336,750
Closed -$18.7M
OMAD.WS
480
DELISTED
One Madison Corporation
OMAD.WS
– –
-1,125,000
Closed -$1.29M
TVPT
481
DELISTED
Travelport Worldwide Limited
TVPT
– –
-3,598,284
Closed -$56.6M
HIFR
482
DELISTED
InfraREIT, Inc.
HIFR
– –
-1,825,647
Closed -$38.3M
BCACR
483
DELISTED
Bison Capital Acquistion Corp Rights
BCACR
– –
-150,000
Closed -$53K
BCACW
484
DELISTED
Bison Capital Acquistion Corp Warrant
BCACW
– –
-75,000
Closed -$15K
ULTI
485
DELISTED
Ultimate Software Group Inc
ULTI
– –
-181,977
Closed -$60.1M
AKP
486
DELISTED
Alliance Californa Muni Fd
AKP
– –
-13,221
Closed -$195K
CMSSW
487
DELISTED
CM Seven Star Acquisition Corporation Warrant
CMSSW
– –
-375,000
Closed -$64K
CMSSR
488
DELISTED
CM Seven Star Acquisition Corporation Right
CMSSR
– –
-750,000
Closed -$248K
USG
489
DELISTED
Usg
USG
– –
-4,125,711
Closed -$179M
ELLI
490
DELISTED
Ellie Mae Inc
ELLI
– –
-470,868
Closed -$46.5M
BEL
491
DELISTED
Belmond Ltd.
BEL
– –
-3,713,774
Closed -$92.6M
VEACW
492
DELISTED
Vantage Energy Acquisition Corp.
VEACW
– –
-250,000
Closed -$58K
RDC
493
DELISTED
Rowan Companies Plc
RDC
– –
-2,399,190
Closed -$25.9M
ARRS
494
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-5,390,189
Closed -$170M
BHBK
495
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-640,336
Closed -$15.3M
SCACW
496
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
– –
-42,000
Closed –
IDTI
497
DELISTED
Integrated Device Technology I
IDTI
– –
-3,656,069
Closed -$179M
GTYHW
498
DELISTED
GTY Technology Holdings, Inc. Warrants
GTYHW
– –
-314,900
Closed -$189K
LVOXU
499
DELISTED
LiveVox Holding, Inc. Unit
LVOXU
– –
-2,000,000
Closed -$20M
NAVG
500
DELISTED
Navigators Group Inc
NAVG
– –
-213,846
Closed -$14.9M
17 18 19
20
21

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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.