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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
ILPT
76
Industrial Logistics Properties Trust
ILPT
$613M
$13.5M 0.15%
650,014
+264,960
+69% +$5.26M
ALC icon
77
Alcon
ALC
$33.1B
$13.4M 0.15%
+215,766
New +$12.7M
GTX icon
78
Garrett Motion
GTX
$5.9B
$12.8M 0.15%
836,691
+55,407
+7% +$941K
SRE.PRA
79
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$12.7M 0.14%
112,250
-8,975
-7% -$978K
KTB icon
80
Kontoor Brands
KTB
$4.62B
$12.7M 0.14%
+452,842
New +$13.5M
ETRN
81
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$12.3M 0.14%
627,558
– –
CTVA icon
82
Corteva
CTVA
$59.7B
$11.9M 0.14%
+402,013
New +$10.8M
RPLA
83
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$11.2M 0.13%
+1,150,000
New +$11.2M
VRT icon
84
Vertiv
VRT
$112B
$11.1M 0.13%
1,099,902
– –
WAGE
85
DELISTED
WageWorks, Inc.
WAGE
$11M 0.12%
+216,220
New +$10.2M
FSR
86
DELISTED
Fisker Inc.
FSR
$10.9M 0.12%
1,089,998
– –
SFT
87
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$10.6M 0.12%
+110,000
New +$10.8M
GDYN icon
88
Grid Dynamics Holdings
GDYN
$476M
$10.4M 0.12%
1,040,000
-400,000
-28% -$3.98M
PAYA
89
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$10.3M 0.12%
1,050,000
-500,000
-32% -$4.92M
CRAY
90
DELISTED
Cray, Inc.
CRAY
$9.99M 0.11%
+287,048
New +$8.88M
CTRL
91
DELISTED
Control4 Corporation
CTRL
$9.94M 0.11%
+418,630
New +$8.78M
NLSN
92
DELISTED
Nielsen Holdings plc
NLSN
$9.84M 0.11%
+442,329
New +$10.7M
CLVR
93
DELISTED
Clever Leaves Holdings Inc. Common Shares
CLVR
$9.8M 0.11%
33,000
– –
CVET
94
DELISTED
Covetrus, Inc. Common Stock
CVET
$9.5M 0.11%
+388,432
New +$11.2M
BMRN icon
95
BioMarin Pharmaceuticals
BMRN
$11.5B
$9.41M 0.11%
111,474
+52,156
+88% +$4.46M
NKLA
96
DELISTED
Nikola Corporation Common Stock
NKLA
$9.02M 0.1%
29,667
– –
W icon
97
Wayfair
W
$11.1B
$8.83M 0.1%
+60,801
New +$9.14M
PAE
98
DELISTED
PAE Incorporated Class A Common Stock
PAE
$8.54M 0.1%
849,996
– –
BHF icon
99
Brighthouse Financial
BHF
$3.63B
$8.38M 0.1%
232,572
-62,452
-21% -$2.41M
DLPH
100
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$8.37M 0.1%
421,616
– –
2 3
4
5 6

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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.