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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
FOXA icon
51
Fox Class A
FOXA
$23.2B
$15M 0.22%
474,625
– –
GHDX
52
DELISTED
Genomic Health, Inc.
GHDX
$14.4M 0.21%
+212,182
New +$14.6M
BKI
53
DELISTED
Black Knight, Inc. Common Stock
BKI
$14.1M 0.21%
231,166
-20,007
-8% -$1.24M
CTVA icon
54
Corteva
CTVA
$59.7B
$14.1M 0.21%
502,114
+100,101
+25% +$2.89M
ACA icon
55
Arcosa
ACA
$7.12B
$13.8M 0.2%
404,607
+5,529
+1% +$191K
DOW icon
56
Dow Inc
DOW
$21.6B
$13.8M 0.2%
289,228
-608
-0.2% -$28.5K
NMRK icon
57
Newmark Group
NMRK
$2.73B
$13.7M 0.2%
1,510,591
-4,443
-0.3% -$41.3K
ILPT
58
Industrial Logistics Properties Trust
ILPT
$613M
$13.7M 0.2%
643,795
-6,219
-1% -$133K
CHX
59
DELISTED
ChampionX
CHX
$13M 0.19%
482,461
+10,976
+2% +$321K
ALC icon
60
Alcon
ALC
$33.1B
$12.9M 0.19%
221,187
+5,421
+3% +$325K
SEMG
61
DELISTED
SEMGROUP CORPORATION
SEMG
$12.9M 0.19%
788,363
+764,030
+3,140% +$8.92M
LVOX
62
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$12.8M 0.19%
1,300,000
-700,000
-35% -$6.87M
STC icon
63
Stewart Information Services
STC
$2.05B
$12.4M 0.18%
319,828
-213,001
-40% -$7.93M
CJ
64
DELISTED
C&J Energy Services, Inc.
CJ
$12.2M 0.18%
1,138,910
+821,000
+258% +$8.52M
CNP.PRB
65
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$12.1M 0.18%
231,425
-84,775
-27% -$4.31M
FREE
66
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$11.8M 0.17%
1,200,000
-600,000
-33% -$5.9M
REZI icon
67
Resideo Technologies
REZI
$5.23B
$11.3M 0.17%
790,569
+41,911
+6% +$703K
LOTZ
68
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$11M 0.16%
1,100,000
-1,150,000
-51% -$11.3M
BTRS
69
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$10.3M 0.15%
+1,050,000
New +$10.3M
THBRU
70
DELISTED
Thunder Bridge Acquisition II, Ltd. Units
THBRU
$10.2M 0.15%
+1,000,000
New +$10.1M
NPAUU
71
DELISTED
New Providence Acquisition Corp. Unit
NPAUU
$10.1M 0.15%
+1,000,000
New +$10M
EXPCU
72
DELISTED
Experience Investment Corp. Unit
EXPCU
$10M 0.15%
+1,000,000
New +$10M
SPRU icon
73
Spruce Power Holding Corp
SPRU
$39.9M
$9.7M 0.14%
+125,000
New +$9.84M
THCA
74
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$9.32M 0.14%
+950,000
New +$9.28M
GCMG icon
75
GCM Grosvenor
GCMG
$737M
$9.3M 0.14%
917,006
-582,994
-39% -$5.87M
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 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.