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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
WAIR
76
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$9.16M 0.13%
+832,171
New +$9.03M
ATCX
77
DELISTED
Atlas Technical Consultants, Inc. Class A Common Stock
ATCX
$9.01M 0.13%
894,065
-1,000,050
-53% -$9.98M
SFT
78
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$8.87M 0.13%
90,000
-20,000
-18% -$1.98M
ETRN
79
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$8.82M 0.13%
617,439
-10,119
-2% -$156K
TYPE
80
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$8.71M 0.13%
+439,922
New +$8.37M
NLSN
81
DELISTED
Nielsen Holdings plc
NLSN
$8.5M 0.12%
402,187
-40,142
-9% -$886K
GTX icon
82
Garrett Motion
GTX
$5.9B
$8.16M 0.12%
819,263
-17,428
-2% -$214K
SSPKU
83
DELISTED
Silver Spike Acquisition Corp. Units
SSPKU
$8.07M 0.12%
+800,000
New +$8.02M
GOEV
84
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$8M 0.12%
1,739
-2,609
-60% -$12M
ALDR
85
DELISTED
Alder Biopharmaceuticals
ALDR
$7.97M 0.12%
+422,832
New +$4.84M
RPLA
86
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$7.92M 0.12%
800,000
-350,000
-30% -$3.46M
LTHM
87
DELISTED
Livent Corporation
LTHM
$7.9M 0.12%
1,180,366
– –
UPH
88
DELISTED
UpHealth, Inc.
UPH
$7.52M 0.11%
+76,500
New +$7.5M
VNE
89
DELISTED
Veoneer, Inc.
VNE
$6.99M 0.1%
466,175
+63,375
+16% +$1.03M
KLR
90
DELISTED
Kaleyra, Inc.
KLR
$6.88M 0.1%
192,857
– –
IAA
91
DELISTED
IAA, Inc. Common Stock
IAA
$6.87M 0.1%
+164,624
New +$7.42M
ALTG icon
92
Alta Equipment Group
ALTG
$210M
$6.43M 0.09%
650,000
-200,000
-24% -$1.96M
TSLA icon
93
Tesla
TSLA
$1.24T
$6.43M 0.09%
400,290
+18,960
+5% +$297K
UBNK
94
DELISTED
United Financial Bancorp, Inc.
UBNK
$6.42M 0.09%
+470,878
New +$6.36M
SRE.PRA
95
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$6.41M 0.09%
54,225
-58,025
-52% -$6.63M
NCI
96
DELISTED
Navigant Consulting, Inc.
NCI
$6.37M 0.09%
+227,858
New +$6.02M
PNR icon
97
Pentair
PNR
$10.2B
$6.23M 0.09%
164,975
-3,151
-2% -$117K
HOFV
98
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$6.08M 0.09%
37,450
– –
AVTR.PRA
99
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
$6.07M 0.09%
113,150
-236,850
-68% -$14.2M
ONTO icon
100
Onto Innovation
ONTO
$13.6B
$5.99M 0.09%
+183,469
New +$5.71M
2 3
4
5 6

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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.