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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
RTEC
426
DELISTED
Rudolph Technologies Inc
RTEC
– –
-158,341
Closed -$4.38M
SFLY
427
DELISTED
Shutterfly, Inc.
SFLY
– –
-1,004,952
Closed -$50.8M
CRAY
428
DELISTED
Cray, Inc.
CRAY
– –
-287,048
Closed -$9.99M
AMRWW
429
DELISTED
Alta Mesa Resources Inc Warrant
AMRWW
– –
-308,333
Closed -$2K
CHSP
430
DELISTED
Chesapeake Lodging Trust
CHSP
– –
-71,191
Closed -$2.02M
MMDMW
431
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
– –
-425,000
Closed -$102K
MMDM
432
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
– –
-595,031
Closed -$6.22M
WAGE
433
DELISTED
WageWorks, Inc.
WAGE
– –
-216,220
Closed -$11M
CNACW
434
DELISTED
Constellation Alpha Capital Corp. Warrant
CNACW
– –
-700,000
Closed -$52K
APU
435
DELISTED
AmeriGas Partners, L.P.
APU
– –
-13,864
Closed -$483K
BRACR
436
DELISTED
Black Ridge Acquisition Corp. Right
BRACR
– –
-210,000
Closed -$88K
BRACW
437
DELISTED
Black Ridge Acquisition Corp. Warrant
BRACW
– –
-210,000
Closed -$86K
APC
438
DELISTED
Anadarko Petroleum
APC
– –
-1,485,916
Closed -$105M
CTRL
439
DELISTED
Control4 Corporation
CTRL
– –
-418,630
Closed -$9.94M
DATA
440
DELISTED
Tableau Software, Inc.
DATA
– –
-896,479
Closed -$149M
CIC.WS
441
DELISTED
Capitol Investment Corp. IV
CIC.WS
– –
-83,333
Closed -$116K
WP
442
DELISTED
Worldpay, Inc.
WP
– –
-1,699,204
Closed -$208M
ARRY
443
DELISTED
Array Biopharma Inc
ARRY
– –
-2,407,065
Closed -$112M
ANDX
444
DELISTED
Andeavor Logistics LP
ANDX
– –
-17,000
Closed -$618K
LEXEA
445
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
– –
-1,414,426
Closed -$67.6M
MGY.WS
446
DELISTED
Magnolia Oil & Gas Corporation
MGY.WS
– –
-83,333
Closed -$278K
XYNPW
447
DELISTED
Xynomic Pharmaceuticals Holdings, Inc. Warrant
XYNPW
– –
-75,000
Closed -$16K
BRSS
448
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
– –
-699,746
Closed -$30.6M
PECKW
449
DELISTED
The Peck Company, Inc. Warrants
PECKW
– –
-122,916
Closed -$24K
TBRGW
450
DELISTED
Thunder Bridge Acquisition, Ltd. Warrant
TBRGW
– –
-1,620,000
Closed -$3.27M
15 16 17
18
19

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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.