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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
ALTG icon
101
Alta Equipment Group
ALTG
$210M
$8.29M 0.09%
+850,000
New +$8.3M
LSEA
102
DELISTED
Landsea Homes
LSEA
$8.22M 0.09%
810,000
-150,000
-16% -$1.52M
LTHM
103
DELISTED
Livent Corporation
LTHM
$8.17M 0.09%
1,180,366
+387,491
+49% +$3.48M
VLDR
104
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$8.12M 0.09%
816,000
-100,000
-11% -$992K
GIX.U
105
DELISTED
GigCapital2, Inc.
GIX.U
$7.69M 0.09%
+765,000
New +$7.67M
LION
106
DELISTED
Fidelity Southern Corporation
LION
$7.01M 0.08%
226,240
-2,701
-1% -$78.8K
AKAM icon
107
Akamai
AKAM
$16.8B
$7M 0.08%
88,118
+19,401
+28% +$1.5M
VNE
108
DELISTED
Veoneer, Inc.
VNE
$6.97M 0.08%
402,800
+20,290
+5% +$425K
KLR
109
DELISTED
Kaleyra, Inc.
KLR
$6.95M 0.08%
192,857
– –
AVCT
110
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
$6.61M 0.08%
42,440
– –
PNR icon
111
Pentair
PNR
$10.2B
$6.25M 0.07%
168,126
– –
MMDM
112
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$6.22M 0.07%
595,031
– –
NFH
113
DELISTED
New Frontier Health Corporation Ordinary Shares
NFH
$6.04M 0.07%
599,977
-150,023
-20% -$1.5M
DEACU
114
DELISTED
Diamond Eagle Acquisition Corp. Unit
DEACU
$6.04M 0.07%
+600,000
New +$6.03M
HOFV
115
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$5.99M 0.07%
37,450
-22,607
-38% -$3.6M
SNAX
116
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$5.89M 0.07%
40,000
-33,333
-45% -$4.91M
BROG
117
DELISTED
Brooge Energy
BROG
$5.68M 0.06%
560,000
– –
TSLA icon
118
Tesla
TSLA
$1.24T
$5.68M 0.06%
381,330
+207,180
+119% +$3.22M
CHR icon
119
Cheer Holding
CHR
$3.64M
$5.25M 0.06%
350
-100
-22% -$1.5M
LAZR
120
DELISTED
Luminar Technologies
LAZR
$5.12M 0.06%
33,333
– –
ADN
121
DELISTED
Advent Technologies
ADN
$5.07M 0.06%
17,000
-18,333
-52% -$5.43M
HYMC icon
122
Hycroft Mining Holding Corp
HYMC
$1.85B
$4.59M 0.05%
45,000
-50,000
-53% -$5.06M
AHCO icon
123
AdaptHealth
AHCO
$1.46B
$4.54M 0.05%
449,999
-100,000
-18% -$1.01M
ARLO icon
124
Arlo Technologies
ARLO
$1.4B
$4.45M 0.05%
1,109,016
– –
LPRO
125
Open Lending Corp
LPRO
$373M
$4.44M 0.05%
439,998
-159,998
-27% -$1.61M
3 4
5
6 7

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.