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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
SPAQ.WS
276
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$261K ﹤0.01%
434,999
– –
THCAW
277
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$259K ﹤0.01%
+475,000
New +$285K
BCX icon
278
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$257K ﹤0.01%
34,349
-26,415
-43% -$203K
RVI
279
DELISTED
Retail Value Inc. Common Shares
RVI
$256K ﹤0.01%
75,335
-75,335
-50% -$255K
TSLF
280
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$256K ﹤0.01%
17,070
+5,846
+52% +$87.1K
SNAXW
281
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$252K ﹤0.01%
+1,200,000
New +$251K
BNY
282
DELISTED
BlackRock New York Municipal Income Trust
BNY
$238K ﹤0.01%
16,821
-2,319
-12% -$32.3K
GMHIW
283
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
$233K ﹤0.01%
166,666
– –
NEBUW
284
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$233K ﹤0.01%
233,332
– –
DTF
285
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$230K ﹤0.01%
15,883
-2,809
-15% -$39.4K
BRPM.WS
286
DELISTED
B. Riley Principal Merger Corp. Warrants, each whole warrant exercisable for one share of Class A co
BRPM.WS
$230K ﹤0.01%
+425,000
New +$197K
AOD
287
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$227K ﹤0.01%
27,271
+11,687
+75% +$96.3K
MUE
288
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$222K ﹤0.01%
17,359
-10,909
-39% -$139K
STEW
289
SRH Total Return Fund
STEW
$1.75B
$221K ﹤0.01%
+19,694
New +$217K
EVV
290
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$218K ﹤0.01%
17,405
-4,983
-22% -$62.6K
MUS
291
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$216K ﹤0.01%
16,880
-4,590
-21% -$57.9K
GIX.WS
292
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$215K ﹤0.01%
+765,000
New +$140K
NUO
293
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$212K ﹤0.01%
13,464
-8,553
-39% -$132K
NAZ icon
294
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$211K ﹤0.01%
15,705
-4,337
-22% -$58K
IPOA.WS
295
DELISTED
Social Capital Hedosophia Holdings Corp. Warrants, each whole warrant exercisable for one Class A Or
IPOA.WS
$208K ﹤0.01%
83,334
– –
ALGRW
296
DELISTED
Allegro Merger Corp Warrant
ALGRW
$207K ﹤0.01%
900,000
– –
NRCG.WS
297
DELISTED
NRC Group Holdings Corp.
NRCG.WS
$207K ﹤0.01%
87,500
-100,000
-53% -$206K
AWP
298
abrdn Global Premier Properties Fund
AWP
$377M
$206K ﹤0.01%
+11,051
New +$204K
HQL
299
abrdn Life Sciences Investors
HQL
$585M
$193K ﹤0.01%
+12,784
New +$205K
MMLP icon
300
Martin Midstream Partners
MMLP
$95.9M
$185K ﹤0.01%
40,794
– –
10 11
12
13 14

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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.