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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
PVT.WS
151
DELISTED
Pivotal Acquisition Corp. Redeemable Warrants, exercisable for shares of Class A Common Stock at an
PVT.WS
$2.43M 0.03%
1,800,000
– –
HCCH
152
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$2.17M 0.02%
216,000
– –
ATSG
153
DELISTED
Air Transport Services Group
ATSG
$2.17M 0.02%
88,977
-2,603
-3% -$59.8K
AIFA
154
All In FutureTech Alliance Inc
AIFA
$12.2M
$2.16M 0.02%
35,000
– –
NEWR
155
DELISTED
New Relic, Inc.
NEWR
$2.15M 0.02%
24,905
-4,573
-16% -$452K
SJIU
156
DELISTED
South Jersey Industries, Inc.
SJIU
$2.12M 0.02%
39,700
-1,500
-4% -$78.1K
NRXP icon
157
NRX Pharmaceuticals
NRXP
$161M
$2.09M 0.02%
20,000
– –
PGEN icon
158
Precigen
PGEN
$1.93B
$2.04M 0.02%
265,881
+53,326
+25% +$287K
CHSP
159
DELISTED
Chesapeake Lodging Trust
CHSP
$2.02M 0.02%
+71,191
New +$2.07M
VRTSP
160
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.68M 0.02%
17,975
– –
XYZ
161
Block Inc
XYZ
$45.9B
$1.67M 0.02%
+23,374
New +$1.63M
EXPE icon
162
Expedia Group
EXPE
$31.2B
$1.66M 0.02%
12,705
-659
-5% -$81.2K
FTACW
163
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.56M 0.02%
1,150,000
– –
BWMCW
164
DELISTED
Boxwood Merger Corp. Warrant
BWMCW
$1.55M 0.02%
2,500,000
– –
LHC.WS
165
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$1.39M 0.02%
1,115,000
– –
JAZZ icon
166
Jazz Pharmaceuticals
JAZZ
$15.9B
$1.27M 0.01%
9,081
-7,391
-45% -$993K
MVSTW
167
DELISTED
Microvast Holdings Warrants
MVSTW
$1.25M 0.01%
+1,600,000
New +$1.13M
ENB icon
168
Enbridge
ENB
$124B
$1.23M 0.01%
33,984
– –
OKE icon
169
Oneok
OKE
$58.7B
$1.14M 0.01%
16,899
– –
MUDSW
170
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.1M 0.01%
2,250,000
– –
ORIT
171
DELISTED
Oritani Financial Corp. New
ORIT
$1.04M 0.01%
+58,588
New +$980K
FMCIW
172
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$1.04M 0.01%
1,620,000
– –
BFI
173
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$1.03M 0.01%
100,000
– –
IMTX icon
174
Immatics
IMTX
$1.24B
$1M 0.01%
100,000
– –
CEQP
175
DELISTED
Crestwood Equity Partners LP
CEQP
$999K 0.01%
27,936
– –
5 6
7
8 9

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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.