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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
THWWW
301
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$183K ﹤0.01%
+266,666
New +$356K
CYCN icon
302
Cyclerion Therapeutics
CYCN
$15.2M
$180K ﹤0.01%
742
-742
-50% -$160K
SMC
303
Summit Midstream
SMC
$421M
$175K ﹤0.01%
2,400
– –
CCX.WS
304
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$175K ﹤0.01%
+116,666
New +$161K
AGD
305
abrdn Global Dynamic Dividend Fund
AGD
$315M
$174K ﹤0.01%
18,023
+523
+3% +$4.99K
AVK
306
Advent Convertible and Income Fund
AVK
$544M
$174K ﹤0.01%
12,254
-5,208
-30% -$74.3K
MYJ
307
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
$169K ﹤0.01%
11,043
-11,215
-50% -$170K
DEX
308
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$167K ﹤0.01%
16,905
-3,954
-19% -$38.7K
TKKSW
309
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$167K ﹤0.01%
1,850,000
– –
DEACW
310
DELISTED
Diamond Eagle Acquisition Corp. Warrant
DEACW
$162K ﹤0.01%
+200,000
New +$174K
IOTS
311
DELISTED
Adesto Technologies Corp
IOTS
$156K ﹤0.01%
+18,245
New +$170K
NESRW
312
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$154K ﹤0.01%
383,983
– –
CCH.WS
313
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$152K ﹤0.01%
116,666
– –
NTC
314
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$149K ﹤0.01%
11,140
-8,312
-43% -$111K
MIY icon
315
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$148K ﹤0.01%
10,544
-11,747
-53% -$166K
NFINW
316
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
$148K ﹤0.01%
+500,000
New +$154K
NNC
317
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$148K ﹤0.01%
10,940
-13,522
-55% -$183K
IGD
318
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$125K ﹤0.01%
+20,813
New +$134K
SONGW
319
DELISTED
Akazoo SA Warrant
SONGW
$119K ﹤0.01%
+154,697
New +$82.3K
SMTA
320
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
$113K ﹤0.01%
13,370
-13,370
-50% -$113K
TPGH.WS
321
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
$105K ﹤0.01%
66,666
– –
DMTKW
322
DELISTED
DermTech, Inc. Warrant
DMTKW
$84K ﹤0.01%
+700,000
New +$58.9K
STRDW
323
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$82K ﹤0.01%
222,879
-27,121
-11% -$17.4K
MCN
324
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$76K ﹤0.01%
11,895
+1,600
+16% +$10.3K
ARYAW
325
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$76K ﹤0.01%
50,000
– –
11 12
13
14 15

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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.