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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
PEO
201
Adams Natural Resources Fund
PEO
$759M
$739K 0.01%
48,506
+4,421
+10% +$67.3K
CTACW
202
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$721K 0.01%
810,000
– –
TGE
203
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$705K 0.01%
35,000
– –
GRAF.WS
204
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$695K 0.01%
1,782,000
– –
DPHCW
205
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$675K 0.01%
+766,666
New +$572K
TWLVW
206
DELISTED
Twelve Seas Investment Company Warrant
TWLVW
$672K 0.01%
+1,200,000
New +$672K
TCP
207
DELISTED
TC Pipelines LP
TCP
$639K 0.01%
15,700
– –
BTRSW
208
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$638K 0.01%
+750,000
New +$628K
SHLL.WS
209
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$634K 0.01%
1,038,969
– –
FCT
210
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$630K 0.01%
52,466
+4,757
+10% +$56.6K
DCP
211
DELISTED
DCP Midstream, LP
DCP
$629K 0.01%
24,000
– –
BOE icon
212
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$624K 0.01%
+59,853
New +$623K
TIBRW
213
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$624K 0.01%
1,057,500
– –
DSU icon
214
BlackRock Debt Strategies Fund
DSU
$591M
$618K 0.01%
57,453
-3,966
-6% -$42.8K
ENBL
215
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$602K 0.01%
50,000
– –
CELUW
216
DELISTED
Celularity Inc
CELUW
$600K 0.01%
+1,000,000
New +$572K
HESM icon
217
Hess Midstream
HESM
$5.22B
$584K 0.01%
30,300
– –
PACK.WS
218
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$581K 0.01%
775,000
– –
BGT icon
219
BlackRock Floating Rate Income Trust
BGT
$322M
$580K 0.01%
47,273
+4,871
+11% +$60.1K
GEL icon
220
Genesis Energy
GEL
$1.84B
$580K 0.01%
27,000
– –
WES icon
221
Western Midstream Partners
WES
$19.6B
$572K 0.01%
23,000
– –
HEP
222
DELISTED
Holly Energy Partners, L.P.
HEP
$558K 0.01%
22,100
– –
SBE.WS
223
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$538K 0.01%
+566,666
New +$415K
SHLX
224
DELISTED
Shell Midstream Partners, L.P.
SHLX
$532K 0.01%
26,000
– –
DNI
225
DELISTED
Dividend and Income Fund
DNI
$530K 0.01%
44,354
-2,082
-4% -$24.1K
7 8
9
10 11

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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.