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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
UTZ icon
126
Utz Brands
UTZ
$1.25B
$3.57M 0.05%
349,998
– –
SKIL icon
127
Skillsoft
SKIL
$56.9M
$3.51M 0.05%
+17,500
New +$3.49M
PSDO
128
DELISTED
Presidio, Inc. Common Stock
PSDO
$3.36M 0.05%
+198,991
New +$2.97M
RWGE
129
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
$3.33M 0.05%
322,777
– –
LPSN icon
130
LivePerson
LPSN
$18.9M
$3.17M 0.05%
+5,914
New +$3.14M
PFPT
131
DELISTED
Proofpoint, Inc.
PFPT
$3.15M 0.05%
+25,354
New +$3.1M
LACQ
132
DELISTED
Leisure Acquisition Corp.
LACQ
$3.07M 0.04%
300,000
-50,000
-14% -$510K
ID
133
DELISTED
PARTS iD, Inc.
ID
$3.06M 0.04%
300,000
-100,000
-25% -$1.02M
HYMC icon
134
Hycroft Mining Holding Corp
HYMC
$1.85B
$3.06M 0.04%
30,000
-15,000
-33% -$1.53M
GDYN icon
135
Grid Dynamics Holdings
GDYN
$476M
$3M 0.04%
300,000
-740,000
-71% -$7.45M
LPRO
136
Open Lending Corp
LPRO
$373M
$2.95M 0.04%
289,998
-150,000
-34% -$1.52M
CLVR
137
DELISTED
Clever Leaves Holdings Inc. Common Shares
CLVR
$2.87M 0.04%
9,600
-23,400
-71% -$6.99M
LGHL
138
Lion Group Holding
LGHL
$840K
$2.79M 0.04%
1
– –
PDCE
139
DELISTED
PDC Energy, Inc.
PDCE
$2.54M 0.04%
+91,722
New +$2.75M
FSR
140
DELISTED
Fisker Inc.
FSR
$2.42M 0.04%
239,998
-850,000
-78% -$8.51M
PVT.WS
141
DELISTED
Pivotal Acquisition Corp. Redeemable Warrants, exercisable for shares of Class A Common Stock at an
PVT.WS
$2.41M 0.04%
1,800,000
– –
TMCXW
142
DELISTED
Trinity Merger Corp. Warrant
TMCXW
$2.22M 0.03%
1,750,000
-500,000
-22% -$285K
QTS.PRB
143
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.2M 0.03%
18,100
-4,150
-19% -$476K
HCCH
144
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$2.2M 0.03%
216,000
– –
NRXP icon
145
NRX Pharmaceuticals
NRXP
$161M
$2.09M 0.03%
20,000
– –
IGIC icon
146
International General Insurance
IGIC
$1.23B
$2.05M 0.03%
200,000
-100,000
-33% -$1.03M
ALGR
147
DELISTED
Allegro Merger Corp
ALGR
$2.02M 0.03%
200,000
-100,000
-33% -$1.01M
PAE
148
DELISTED
PAE Incorporated Class A Common Stock
PAE
$2.02M 0.03%
199,998
-649,998
-76% -$6.54M
SNAX
149
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$2M 0.03%
13,333
-26,667
-67% -$3.97M
HIMS icon
150
Hims & Hers Health
HIMS
$6.5B
$1.95M 0.03%
+199,998
New +$1.98M
4 5
6
7 8

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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.