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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
NEWR
401
DELISTED
New Relic, Inc.
NEWR
– –
-24,905
Closed -$2.15M
BRMK
402
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
– –
-299,996
Closed -$3.09M
NKG
403
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
– –
-13,142
Closed -$163K
IVH
404
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-19,493
Closed -$265K
MGU
405
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
– –
-11,705
Closed -$277K
AVCT
406
DELISTED
American Virtual Cloud Technologies, Inc. Common Stock
AVCT
– –
-42,440
Closed -$6.61M
USWS
407
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
– –
-2,206
Closed -$223K
CHNG
408
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-20,000
Closed -$292K
MYC
409
DELISTED
Blackrock Muni Yield California Fund, Inc.
MYC
– –
-23,332
Closed -$328K
CPLG
410
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
– –
-12,125
Closed -$150K
NFH
411
DELISTED
New Frontier Health Corporation Ordinary Shares
NFH
– –
-599,977
Closed -$6.04M
VTA
412
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-41,468
Closed -$464K
GXGXU
413
DELISTED
GX Acquisiton Corp. Unit
GXGXU
– –
-2,000,000
Closed -$20.1M
EFF
414
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
– –
-13,066
Closed -$196K
CCX.U
415
DELISTED
Churchill Capital Corp II
CCX.U
– –
-350,000
Closed -$3.55M
GIX.U
416
DELISTED
GigCapital2, Inc.
GIX.U
– –
-765,000
Closed -$7.69M
MEN
417
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-11,303
Closed -$125K
NMY
418
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
– –
-19,706
Closed -$255K
SMMCU
419
DELISTED
South Mountain Merger Corp. Unit
SMMCU
– –
-1,500,000
Closed -$15M
HYACU
420
DELISTED
Haymaker Acquisition Corp. II Unit
HYACU
– –
-2,000,000
Closed -$20.1M
DEACU
421
DELISTED
Diamond Eagle Acquisition Corp. Unit
DEACU
– –
-600,000
Closed -$6.04M
WRLSR
422
DELISTED
Pensare Acquisition Corp. Right to purchase 1/10 of common stock
WRLSR
– –
-1,000,000
Closed -$150K
INF
423
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
– –
-24,267
Closed -$311K
PVT
424
DELISTED
Pivotal Acquisition Corp.
PVT
– –
-62,411
Closed -$633K
ZF
425
DELISTED
Virtus Total Return Fund Inc.
ZF
– –
-10,639
Closed -$113K
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.