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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
DKNG icon
101
DraftKings
DKNG
$11.4B
$5.91M 0.09%
+600,000
New +$5.9M
SCPE
102
DELISTED
SC Health Corporation
SCPE
$5.89M 0.09%
+600,000
New +$5.93M
LSEA
103
DELISTED
Landsea Homes
LSEA
$5.75M 0.08%
560,000
-250,000
-31% -$2.55M
VLDR
104
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$5.68M 0.08%
566,000
-250,000
-31% -$2.51M
VRT icon
105
Vertiv
VRT
$112B
$5.61M 0.08%
549,902
-550,000
-50% -$5.61M
DLPH
106
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$5.59M 0.08%
421,616
– –
CVET
107
DELISTED
Covetrus, Inc. Common Stock
CVET
$5.51M 0.08%
465,027
+76,595
+20% +$1.42M
BMRN icon
108
BioMarin Pharmaceuticals
BMRN
$11.5B
$5.21M 0.08%
77,351
-34,123
-31% -$2.63M
ORIT
109
DELISTED
Oritani Financial Corp. New
ORIT
$5.21M 0.08%
294,299
+235,711
+402% +$4.11M
MVST icon
110
Microvast
MVST
$267M
$5.1M 0.07%
520,000
-1,080,000
-68% -$10.7M
W icon
111
Wayfair
W
$11.1B
$5.05M 0.07%
45,072
-15,729
-26% -$2.01M
LAZR
112
DELISTED
Luminar Technologies
LAZR
$5M 0.07%
33,333
– –
PPLI
113
People Inc
PPLI
$3.1B
$4.95M 0.07%
126,971
+108,864
+601% +$4.65M
TRIT
114
DELISTED
Triterras, Inc. Class A Ordinary Shares
TRIT
$4.88M 0.07%
+500,000
New +$4.89M
DOCU
115
DocuSign
DOCU
$9.63B
$4.55M 0.07%
+75,175
New +$3.94M
PAYA
116
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$4.5M 0.07%
450,000
-600,000
-57% -$5.98M
ISCA
117
DELISTED
International Speedway Corp
ISCA
$4.16M 0.06%
92,399
+6,039
+7% +$272K
CCC.WS
118
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
$4.11M 0.06%
697,500
– –
APXTU
119
DELISTED
Apex Technology Acquisition Corporation Unit
APXTU
$4.08M 0.06%
+400,000
New +$4.06M
NKLA
120
DELISTED
Nikola Corporation Common Stock
NKLA
$3.98M 0.06%
13,000
-16,667
-56% -$5.09M
ARLO icon
121
Arlo Technologies
ARLO
$1.4B
$3.74M 0.05%
1,097,102
-11,914
-1% -$43.2K
DCUE
122
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$3.62M 0.05%
34,225
-165,775
-83% -$17.1M
ADN
123
DELISTED
Advent Technologies
ADN
$3.61M 0.05%
12,000
-5,000
-29% -$1.5M
BKNG icon
124
Booking.com
BKNG
$138B
$3.59M 0.05%
45,825
+11,275
+33% +$873K
GB
125
DELISTED
Global Blue Group Holding
GB
$3.58M 0.05%
349,998
– –
3 4
5
6 7

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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.