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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
AM icon
251
Antero Midstream
AM
$10.8B
$389K 0.01%
52,600
– –
NSL
252
DELISTED
NUVEEN SENIOR INCM FD
NSL
$389K 0.01%
67,433
+15,088
+29% +$87.3K
LSEAW
253
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$384K 0.01%
1,200,000
– –
EVF
254
Eaton Vance Senior Income Trust
EVF
$90.3M
$383K 0.01%
62,630
-8,939
-12% -$55.2K
AIF
255
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$379K 0.01%
25,048
-2,873
-10% -$42.8K
BGY icon
256
BlackRock Enhanced International Dividend Trust
BGY
$512M
$375K 0.01%
69,052
+13,911
+25% +$76.1K
RVT icon
257
Royce Value Trust
RVT
$2.21B
$371K 0.01%
26,933
+4,450
+20% +$61.2K
SCPE.WS
258
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$360K 0.01%
+300,000
New +$354K
FPAC.WS
259
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$360K 0.01%
299,999
– –
PIC.WS
260
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
$357K 0.01%
+333,332
New +$354K
MPA icon
261
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$348K 0.01%
24,508
-2,485
-9% -$35.3K
KTF
262
DWS Municipal Income Trust
KTF
$346M
$315K ﹤0.01%
27,210
-19,671
-42% -$227K
IGR
263
CBRE Global Real Estate Income Fund
IGR
$712M
$314K ﹤0.01%
39,648
-80,519
-67% -$615K
DMS
264
DELISTED
Digital Media Solutions, Inc.
DMS
$313K ﹤0.01%
2,040
– –
UGI icon
265
UGI
UGI
$8B
$302K ﹤0.01%
+6,017
New +$301K
FMN
266
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$299K ﹤0.01%
21,084
-2,122
-9% -$29.6K
BPMP
267
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$292K ﹤0.01%
20,000
– –
IDE
268
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$282K ﹤0.01%
24,671
+8,194
+50% +$94.2K
NVST icon
269
Envista
NVST
$4.28B
$279K ﹤0.01%
+10,000
New +$279K
SOR
270
Source Capital
SOR
$369M
$278K ﹤0.01%
+7,603
New +$276K
GLO
271
Clough Global Opportunities Fund
GLO
$249M
$276K ﹤0.01%
30,155
+19,020
+171% +$178K
MDLA
272
DELISTED
Medallia, Inc.
MDLA
$274K ﹤0.01%
+10,000
New +$355K
VMM
273
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$273K ﹤0.01%
20,831
-2,215
-10% -$29K
RWGE.WS
274
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
$265K ﹤0.01%
440,925
– –
NUM
275
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$263K ﹤0.01%
18,858
-9,809
-34% -$137K
9 10
11
12 13

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.