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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
+1.49%
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
$6.83B
AUM Growth
-$1.96B
Cap. Flow
-$4.22B
Cap. Flow %
-61.8%
Top 10 Hldgs %
31.12%
Holding
571
New
82
Increased
48
Reduced
103
Closed
122

Top Buys

Rank Stock Value
1
MDSO
Medidata Solutions, Inc.
MDSO
+$133M
2
ACIA
Acacia Communications Inc
ACIA
+$126M
3
GWR
Genesee & Wyoming Inc.
GWR
+$93M
4
VIAB
Viacom Inc. Class B
VIAB
+$61.6M
5
CRZO
Carrizo Oil & Gas Inc
CRZO
+$48.7M

Top Sells

Rank Stock Value
1
TSS
Total System Services, Inc.
TSS
+$216M
2
LLL
L3 Technologies, Inc.
LLL
+$212M
3
WP
Worldpay, Inc.
WP
+$208M
4
TRCO
TRIBUNE MEDIA COMPANY CLASS A
TRCO
+$191M
5
FDC
First Data Corporation
FDC
+$191M

Sector Composition

Rank Sector Weight
1 Industrials 9.84%
2 Technology 9.24%
3 Consumer Discretionary 7.74%
4 Healthcare 6.4%
5 Financials 5.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LTXB
26
DELISTED
LegacyTexas Financial Group Inc
LTXB
$33.1M 0.48%
761,146
+196,425
+35% +$8.17M
CFXA
27
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$31M 0.45%
+237,725
New +$29.5M
CBM
28
DELISTED
Cambrex Corporation
CBM
$30.4M 0.45%
+511,475
New +$27.4M
CBLK
29
DELISTED
Carbon Black, Inc. Common Stock
CBLK
$29.4M 0.43%
+1,131,128
New +$25M
PVTL
30
DELISTED
Pivotal Software, Inc.
PVTL
$25.8M 0.38%
+1,728,899
New +$21.2M
GCI
31
DELISTED
Gannett Co., Inc
GCI
$25M 0.37%
+2,328,573
New +$23.1M
MCRN
32
DELISTED
Milacron Holdings Corp.
MCRN
$24.9M 0.36%
+1,495,800
New +$24.1M
RMO
33
DELISTED
Romeo Power, Inc.
RMO
$24.4M 0.36%
2,499,996
– –
DM
34
DELISTED
Desktop Metal, Inc.
DM
$22.7M 0.33%
230,000
– –
RIDE
35
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$22.6M 0.33%
153,333
– –
CHNGU
36
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$22.2M 0.33%
+465,675
New +$24.9M
CTWS
37
DELISTED
Connecticut Water Service Inc
CTWS
$21.9M 0.32%
312,956
-15,097
-5% -$1.06M
HYLN icon
38
Hyliion Holdings
HYLN
$663M
$20.3M 0.3%
2,077,938
– –
OPTU
39
Optimum Communications Inc
OPTU
$316M
$20.1M 0.29%
703,195
-92,462
-12% -$2.52M
CELU icon
40
Celularity
CELU
$21.7M
$19.9M 0.29%
+200,000
New +$19.6M
ARKO icon
41
ARKO Corp
ARKO
$890M
$19.8M 0.29%
+1,999,998
New +$19.8M
FTDR icon
42
Frontdoor
FTDR
$5.02B
$18.4M 0.27%
378,799
-43,161
-10% -$2.08M
ILMN icon
43
Illumina
ILMN
$29.4B
$17.8M 0.26%
60,263
+7,386
+14% +$2.18M
GNOG
44
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$17.1M 0.25%
1,749,996
– –
CHPT icon
45
ChargePoint
CHPT
$133M
$16.5M 0.24%
+85,000
New +$16.6M
FTV.PRA
46
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$16.3M 0.24%
18,050
-37,025
-67% -$35.1M
WH icon
47
Wyndham Hotels & Resorts
WH
$5.5B
$16M 0.23%
309,595
-5,801
-2% -$317K
ASLE icon
48
AerSale
ASLE
$292M
$15.7M 0.23%
1,580,597
– –
KTB icon
49
Kontoor Brands
KTB
$4.62B
$15.7M 0.23%
448,271
-4,571
-1% -$148K
NVT icon
50
nVent Electric
NVT
$24.5B
$15.7M 0.23%
716,792
+13,280
+2% +$298K
1
2
3 4 5

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GA
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HCM
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AQR Arbitrage's Q3 2019 Portfolio in Review

As of Q3 2019, AQR Arbitrage held 571 positions worth $6.83B, down 22% from $8.79B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

AQR Arbitrage withdrew a net $4.22B in Q3 2019, closing 122 positions and reducing 103 holdings. Its most notable exit was Total System Services, Inc., an estimated $216M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 9.8% of assets, down from 10% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, AQR Arbitrage opened a new position in Acacia Communications Inc worth $131M.

  • AQR Arbitrage's largest Q3 2019 buy was Acacia Communications Inc: 1,996,120 shares worth $131M.
  • AQR Arbitrage added most to Medidata Solutions, Inc. in Q3 2019, an estimated $133M increase.
  • AQR Arbitrage's biggest Q3 2019 reduction was Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A, cutting an estimated $35.1M.
  • AQR Arbitrage fully exited Total System Services, Inc. in Q3 2019, selling an estimated $216M.
  • AQR Arbitrage's ten largest holdings make up 31% of its $6.83B portfolio in Q3 2019.
  • AQR Arbitrage opened 82 new positions and closed 122 in Q3 2019.
  • AQR Arbitrage's portfolio value fell 22% quarter-over-quarter to $6.83B.

Based on AQR Arbitrage's 13F filing for Q3 2019, filed 14 Nov 2019.