We are live on ! Find out more
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
GOEV
51
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$19.8M 0.23%
+4,348
New +$19.8M
LVOX
52
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$19.6M 0.22%
+2,000,000
New +$19.4M
OPTU
53
Optimum Communications Inc
OPTU
$316M
$19.2M 0.22%
795,657
-125,858
-14% -$2.99M
ILMN icon
54
Illumina
ILMN
$29.4B
$18.9M 0.22%
52,877
+32,569
+160% +$10.3M
ATCX
55
DELISTED
Atlas Technical Consultants, Inc. Class A Common Stock
ATCX
$18.7M 0.21%
1,894,115
– –
FTDR icon
56
Frontdoor
FTDR
$5.02B
$18.4M 0.21%
421,960
-45,344
-10% -$1.74M
MFGP
57
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$18.2M 0.21%
694,043
-103,773
-13% -$2.74M
WH icon
58
Wyndham Hotels & Resorts
WH
$5.46B
$17.6M 0.2%
315,396
-19,204
-6% -$1.05M
FREE
59
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$17.5M 0.2%
+1,800,000
New +$17.5M
NVT icon
60
nVent Electric
NVT
$24.5B
$17.4M 0.2%
703,512
-68,988
-9% -$1.78M
FOXA icon
61
Fox Class A
FOXA
$23.2B
$17.4M 0.2%
474,625
+34,961
+8% +$1.28M
GNOG
62
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$17M 0.19%
+1,749,996
New +$17M
REZI icon
63
Resideo Technologies
REZI
$5.23B
$16M 0.18%
748,658
+32,067
+4% +$678K
CNP.PRB
64
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$15.9M 0.18%
316,200
-15,250
-5% -$790K
MVST icon
65
Microvast
MVST
$267M
$15.8M 0.18%
+1,600,000
New +$15.7M
ASLE icon
66
AerSale
ASLE
$292M
$15.6M 0.18%
1,580,597
– –
CHX
67
DELISTED
ChampionX
CHX
$15.6M 0.18%
471,485
– –
BKI
68
DELISTED
Black Knight, Inc. Common Stock
BKI
$15.1M 0.17%
251,173
-1,115
-0.4% -$63.4K
GCMG icon
69
GCM Grosvenor
GCMG
$737M
$15M 0.17%
1,500,000
– –
ACA icon
70
Arcosa
ACA
$7.12B
$15M 0.17%
399,078
+12,926
+3% +$442K
SMMCU
71
DELISTED
South Mountain Merger Corp. Unit
SMMCU
$15M 0.17%
+1,500,000
New +$15M
JBGS
72
JBG SMITH
JBGS
$846M
$14.8M 0.17%
376,581
-131,929
-26% -$5.43M
EFII
73
DELISTED
Electronics for Imaging
EFII
$14.8M 0.17%
+400,429
New +$14.3M
DOW icon
74
Dow Inc
DOW
$21.6B
$14.3M 0.16%
+289,836
New +$15.3M
NMRK icon
75
Newmark Group
NMRK
$2.73B
$13.6M 0.15%
1,515,034
+370,373
+32% +$3.12M
1 2
3
4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 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 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.