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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
STI
1
DELISTED
SunTrust Banks, Inc.
STI
$223M 2.54%
3,548,544
-515,240
-13% -$32.4M
TSS
2
DELISTED
Total System Services, Inc.
TSS
$216M 2.45%
+1,681,745
New +$185M
LLL
3
DELISTED
L3 Technologies, Inc.
LLL
$212M 2.41%
864,898
-349,310
-29% -$81.6M
WP
4
DELISTED
Worldpay, Inc.
WP
$208M 2.37%
1,699,204
+422,804
+33% +$50.1M
WBC
5
DELISTED
WABCO HOLDINGS INC.
WBC
$207M 2.36%
1,562,355
+1,177,257
+306% +$155M
TRCO
6
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$191M 2.17%
4,135,211
+196,555
+5% +$9.08M
FDC
7
DELISTED
First Data Corporation
FDC
$191M 2.17%
7,051,041
+1,105,521
+19% +$28.8M
AABA
8
DELISTED
Altaba Inc
AABA
$173M 1.96%
2,488,238
– –
WCG
9
DELISTED
Wellcare Health Plans, Inc.
WCG
$171M 1.94%
599,220
+364,220
+155% +$100M
CY
10
DELISTED
Cypress Semiconductor
CY
$165M 1.87%
+7,401,348
New +$134M
RHT
11
DELISTED
Red Hat Inc
RHT
$160M 1.82%
853,235
+27,461
+3% +$5.07M
AGN
12
DELISTED
Allergan plc
AGN
$150M 1.71%
+896,000
New +$124M
DATA
13
DELISTED
Tableau Software, Inc.
DATA
$149M 1.69%
+896,479
New +$118M
S
14
DELISTED
Sprint Corporation
S
$148M 1.69%
22,561,835
+1,888,471
+9% +$11.9M
CELG
15
DELISTED
Celgene Corp
CELG
$143M 1.62%
1,542,774
+359,994
+30% +$34.2M
MLNX
16
DELISTED
Mellanox Technologies, Ltd.
MLNX
$135M 1.54%
1,221,569
+283,215
+30% +$32.6M
FNSR
17
DELISTED
Finisar Corp
FNSR
$128M 1.46%
5,598,399
+621,933
+12% +$14.3M
ZAYO
18
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$125M 1.42%
+3,805,385
New +$121M
VSM
19
DELISTED
Versum Materials, Inc.
VSM
$122M 1.39%
2,373,599
+598,369
+34% +$30.9M
ADSW
20
DELISTED
Advanced Disposal Services Inc
ADSW
$118M 1.34%
+3,699,259
New +$116M
ARRY
21
DELISTED
Array Biopharma Inc
ARRY
$112M 1.27%
+2,407,065
New +$67.6M
APC
22
DELISTED
Anadarko Petroleum
APC
$105M 1.19%
+1,485,916
New +$99.6M
CZR
23
DELISTED
Caesars Entertainment Corporation
CZR
$91.7M 1.04%
+7,755,000
New +$73.5M
ONCE
24
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$74.3M 0.85%
726,169
-62,824
-8% -$6.78M
LEXEA
25
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
$67.6M 0.77%
+1,414,426
New +$62.4M
1
2 3 4 5

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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.