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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+7.29%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 38.94%
2 Technology 14.69%
3 Industrials 10.45%
4 Healthcare 8.76%
5 Consumer Discretionary 7.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RTEC
126
DELISTED
Rudolph Technologies Inc
RTEC
$4.38M 0.05%
+158,341
New +$3.86M
BMTX
127
DELISTED
BM Technologies, Inc.
BMTX
$4.33M 0.05%
431,400
-50,000
-10% -$500K
ID
128
DELISTED
PARTS iD, Inc.
ID
$4.04M 0.05%
400,000
-19,769
-5% -$199K
LGHL
129
Lion Group Holding
LGHL
$391K
$3.9M 0.04%
+1
New +$2.85M
ISCA
130
DELISTED
International Speedway Corp
ISCA
$3.88M 0.04%
+86,360
New +$3.81M
CJ
131
DELISTED
C&J Energy Services, Inc.
CJ
$3.75M 0.04%
+317,910
New +$4.35M
GB
132
DELISTED
Global Blue Group Holding
GB
$3.57M 0.04%
349,998
-450,000
-56% -$4.52M
CCX.U
133
DELISTED
Churchill Capital Corp II
CCX.U
$3.55M 0.04%
+350,000
New +$3.55M
LACQ
134
DELISTED
Leisure Acquisition Corp.
LACQ
$3.55M 0.04%
350,000
-200,000
-36% -$2.02M
UTZ icon
135
Utz Brands
UTZ
$1.26B
$3.5M 0.04%
349,998
– –
CCC.WS
136
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
$3.31M 0.04%
697,500
– –
RWGE
137
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$3.29M 0.04%
322,777
– –
TBRGW
138
DELISTED
Thunder Bridge Acquisition, Ltd. Warrant
TBRGW
$3.27M 0.04%
1,620,000
– –
CARS icon
139
Cars.com
CARS
$593M
$3.17M 0.04%
160,764
-112,339
-41% -$2.4M
BRMK
140
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$3.09M 0.04%
299,996
-400,004
-57% -$4.11M
IGIC icon
141
International General Insurance
IGIC
$1.1B
$3.05M 0.03%
300,000
-240,000
-44% -$2.43M
HPK icon
142
HighPeak Energy
HPK
$1.05B
$3.04M 0.03%
300,000
– –
TTCF
143
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$3.01M 0.03%
300,000
-640,000
-68% -$6.39M
ALGR
144
DELISTED
Allegro Merger Corp
ALGR
$3.01M 0.03%
300,000
– –
CME icon
145
CME Group
CME
$99B
$2.91M 0.03%
+15,000
New +$2.77M
PODD icon
146
Insulet
PODD
$9.87B
$2.91M 0.03%
+24,851
New +$2.55M
BKNG icon
147
Booking.com
BKNG
$129B
$2.56M 0.03%
34,550
+900
+3% +$64.7K
EEFT icon
148
Euronet Worldwide
EEFT
$2.65B
$2.56M 0.03%
+15,190
New +$2.32M
RIG icon
149
Transocean
RIG
$6.42B
$2.49M 0.03%
393,886
+19,086
+5% +$142K
QTS.PRB
150
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.48M 0.03%
22,250
-750
-3% -$82.8K
4 5
6
7 8

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PL
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AACR
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CIS
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BHM
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BFS
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FWI
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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 Miscellaneous at 39% of assets, down from 47% a quarter earlier, followed by Technology and Industrials.

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.