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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
VRTSP
151
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.72M 0.03%
17,975
– –
EEFT icon
152
Euronet Worldwide
EEFT
$3.02B
$1.67M 0.02%
11,392
-3,798
-25% -$588K
SJIU
153
DELISTED
South Jersey Industries, Inc.
SJIU
$1.62M 0.02%
30,925
-8,775
-22% -$459K
XYZ
154
Block Inc
XYZ
$45.9B
$1.61M 0.02%
26,243
+2,869
+12% +$195K
BMTX
155
DELISTED
BM Technologies, Inc.
BMTX
$1.58M 0.02%
156,400
-275,000
-64% -$2.78M
HPK icon
156
HighPeak Energy
HPK
$967M
$1.54M 0.02%
150,000
-150,000
-50% -$1.53M
CHR icon
157
Cheer Holding
CHR
$3.64M
$1.52M 0.02%
100
-250
-71% -$3.79M
PGEN icon
158
Precigen
PGEN
$1.93B
$1.52M 0.02%
265,429
-452
-0.2% -$3.07K
TTCF
159
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$1.52M 0.02%
150,000
-150,000
-50% -$1.51M
MUDSW
160
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.42M 0.02%
2,250,000
– –
FTACW
161
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.4M 0.02%
1,150,000
– –
GOEVW
162
DELISTED
Canoo Inc. Warrant
GOEVW
$1.27M 0.02%
+1,500,000
New +$1.1M
MPLX icon
163
MPLX
MPLX
$59.5B
$1.27M 0.02%
45,295
+19,295
+74% +$565K
OKE icon
164
Oneok
OKE
$58.7B
$1.24M 0.02%
16,899
– –
BWMCW
165
DELISTED
Boxwood Merger Corp. Warrant
BWMCW
$1.23M 0.02%
1,750,000
-750,000
-30% -$483K
MVSTW
166
DELISTED
Microvast Holdings Warrants
MVSTW
$1.22M 0.02%
1,600,000
– –
ENB icon
167
Enbridge
ENB
$124B
$1.19M 0.02%
33,984
– –
BFI
168
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$1.04M 0.02%
100,000
– –
IMTX icon
169
Immatics
IMTX
$1.24B
$1.03M 0.02%
100,000
– –
CEQP
170
DELISTED
Crestwood Equity Partners LP
CEQP
$1.02M 0.01%
27,936
– –
HYACW
171
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
$1M 0.01%
+666,666
New +$844K
CQP icon
172
Cheniere Energy
CQP
$31.8B
$991K 0.01%
21,785
– –
FRA icon
173
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$964K 0.01%
76,371
+17,741
+30% +$225K
FMCIW
174
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$956K 0.01%
1,620,000
– –
MMP
175
DELISTED
Magellan Midstream Partners, L.P.
MMP
$928K 0.01%
14,000
– –
5 6
7
8 9

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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.