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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
NSCO.WS
326
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$72K ﹤0.01%
+83,333
New +$71.6K
HCCHW
327
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$70K ﹤0.01%
270,000
– –
DSKEW
328
DELISTED
Daseke, Inc. Warrant
DSKEW
$68K ﹤0.01%
378,003
– –
RVPHW
329
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$62K ﹤0.01%
250,000
– –
OAC.WS
330
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$57K ﹤0.01%
+66,666
New +$55K
WRLSW
331
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$55K ﹤0.01%
250,000
– –
STNLW
332
DELISTED
Sentinel Energy Services Inc. Warrant
STNLW
$53K ﹤0.01%
133,333
– –
ROSEW
333
DELISTED
Rosehill Resources Inc.
ROSEW
$47K ﹤0.01%
244,800
– –
KBLMW
334
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$45K ﹤0.01%
500,000
– –
BRPAR
335
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$44K ﹤0.01%
200,000
– –
CPAAW
336
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$38K ﹤0.01%
+18,750
New +$34.2K
BFIIW
337
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$34K ﹤0.01%
+250,000
New +$48.5K
PAACW
338
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
$28K ﹤0.01%
400,000
– –
ESTRW
339
DELISTED
Estre Ambiental, Inc
ESTRW
$26K ﹤0.01%
661,870
– –
LOACR
340
DELISTED
Longevity Acquisition Corporation Right
LOACR
$25K ﹤0.01%
125,000
– –
NRXPW
341
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$17K ﹤0.01%
100,000
– –
PHUNW
342
DELISTED
Phunware, Inc. Warrants
PHUNW
$16K ﹤0.01%
58,632
– –
LOACW
343
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$11K ﹤0.01%
125,000
– –
IEAWW
344
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$10K ﹤0.01%
343,006
– –
ADPT icon
345
Adaptive Biotechnologies
ADPT
$3.56B
– –
-10,000
Closed -$483K
AFB
346
AllianceBernstein National Municipal Income Fund
AFB
$312M
– –
-21,878
Closed -$294K
AIFA
347
All In FutureTech Alliance Inc
AIFA
$12.2M
– –
-35,000
Closed -$2.16M
AHCO icon
348
AdaptHealth
AHCO
$1.46B
– –
-449,999
Closed -$4.54M
AKAM icon
349
Akamai
AKAM
$16.8B
– –
-88,118
Closed -$7M
AVA icon
350
Avista
AVA
$3.47B
– –
-798,324
Closed -$35.6M
12 13
14
15 16

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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.