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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
ET icon
176
Energy Transfer Partners
ET
$70.1B
$914K 0.01%
69,888
– –
TRNE.WS
177
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$909K 0.01%
1,150,000
– –
ATLC icon
178
Atlanticus Holdings
ATLC
$1.5B
$901K 0.01%
107,866
-83,564
-44% -$515K
CFFAW
179
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$900K 0.01%
1,500,000
– –
PACQW
180
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$880K 0.01%
862,500
– –
DFBHW
181
DELISTED
DFB Healthcare Acquisitions Corp. Warrant
DFBHW
$864K 0.01%
599,999
– –
EPD icon
182
Enterprise Products Partners
EPD
$83.8B
$857K 0.01%
30,000
– –
JAZZ icon
183
Jazz Pharmaceuticals
JAZZ
$15.9B
$849K 0.01%
6,677
-2,404
-26% -$322K
TRGP icon
184
Targa Resources
TRGP
$60.4B
$845K 0.01%
21,184
– –
GOL
185
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$829K 0.01%
+53,581
New +$983K
LHC.WS
186
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$825K 0.01%
1,115,000
– –
ADNWW
187
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$805K 0.01%
2,300,000
– –
VTIQW
188
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$794K 0.01%
1,620,000
– –
ACTTW
189
DELISTED
Act II Global Acquisition Corp Warrant
ACTTW
$792K 0.01%
+900,000
New +$752K
PSXP
190
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$787K 0.01%
13,900
– –
BPL
191
DELISTED
Buckeye Partners, L.P.
BPL
$781K 0.01%
19,000
– –
EFR
192
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$777K 0.01%
59,593
+13,050
+28% +$170K
WMB icon
193
Williams Companies
WMB
$90.5B
$768K 0.01%
31,910
– –
GIG.WS
194
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
$763K 0.01%
1,125,000
– –
ASLEW
195
DELISTED
AerSale Corp Warrants
ASLEW
$756K 0.01%
1,680,597
– –
EFT
196
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$751K 0.01%
56,782
+6,120
+12% +$81.4K
LVOXW
197
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$750K 0.01%
+1,000,000
New +$750K
GSAH.WS
198
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$750K 0.01%
500,000
– –
PAA icon
199
Plains All American Pipeline
PAA
$17.4B
$747K 0.01%
36,000
– –
ADV icon
200
Advantage Solutions
ADV
$484M
$746K 0.01%
+3,000
New +$744K
6 7
8
9 10

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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.