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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
JASNW
451
DELISTED
Jason Industries, Inc.
JASNW
– –
-1,933,070
Closed -$2K
HF
452
DELISTED
HFF Inc.
HF
– –
-1,110,518
Closed -$50.5M
LABL
453
DELISTED
Multi-Color Corp
LABL
– –
-567,620
Closed -$28.4M
LLL
454
DELISTED
L3 Technologies, Inc.
LLL
– –
-864,898
Closed -$212M
LION
455
DELISTED
Fidelity Southern Corporation
LION
– –
-226,240
Closed -$7.01M
MFGP
456
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
– –
-694,043
Closed -$18.2M
MNP
457
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
– –
-10,525
Closed -$157K
JDD
458
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-15,024
Closed -$160K
BBK
459
DELISTED
Blackrock Municipal Bond Trust
BBK
– –
-10,571
Closed -$157K
TRCO
460
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-4,135,211
Closed -$191M
TSS
461
DELISTED
Total System Services, Inc.
TSS
– –
-1,681,745
Closed -$216M
EFII
462
DELISTED
Electronics for Imaging
EFII
– –
-400,429
Closed -$14.8M
RHT
463
DELISTED
Red Hat Inc
RHT
– –
-853,235
Closed -$160M
FNSR
464
DELISTED
Finisar Corp
FNSR
– –
-5,598,399
Closed -$128M
FDC
465
DELISTED
First Data Corporation
FDC
– –
-7,051,041
Closed -$191M
TCF
466
DELISTED
TCF Financial Corporation
TCF
– –
-2,778,982
Closed -$57.8M
15 16 17 18
19

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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.