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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
AVTR icon
351
Avantor
AVTR
$7.81B
– –
-10,000
Closed -$191K
BDJ icon
352
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
– –
-16,211
Closed -$144K
BFZ
353
DELISTED
BlackRock CA Municipal Income Trust
BFZ
– –
-37,976
Closed -$503K
BGR icon
354
BlackRock Energy and Resources Trust
BGR
$420M
– –
-10,076
Closed -$120K
BHF icon
355
Brighthouse Financial
BHF
$3.63B
– –
-232,572
Closed -$8.38M
BIOX icon
356
Bioceres Crop Solutions
BIOX
$21.9M
– –
-40,469
Closed -$214K
BLW icon
357
BlackRock Limited Duration Income Trust
BLW
$491M
– –
-39,304
Closed -$590K
BROG
358
DELISTED
Brooge Energy
BROG
– –
-560,000
Closed -$5.68M
BYM
359
DELISTED
BlackRock Municipal Income Quality Trust
BYM
– –
-24,502
Closed -$337K
CARS icon
360
Cars.com
CARS
$641M
– –
-160,764
Closed -$3.17M
CME icon
361
CME Group
CME
$92.2B
– –
-15,000
Closed -$2.91M
CRWD icon
362
CrowdStrike
CRWD
$187B
– –
-20,000
Closed -$341K
EAD
363
Allspring Income Opportunities Fund
EAD
$372M
– –
-20,647
Closed -$170K
ENX
364
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
– –
-15,027
Closed -$180K
EOD
365
Allspring Global Dividend Opportunity Fund
EOD
$276M
– –
-11,153
Closed -$61K
ETG
366
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
– –
-38,968
Closed -$625K
EVG
367
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-13,707
Closed -$186K
EVN
368
Eaton Vance Municipal Income Trust
EVN
$427M
– –
-12,283
Closed -$153K
EXPE icon
369
Expedia Group
EXPE
$31.2B
– –
-12,705
Closed -$1.66M
GAM
370
General American Investors Company
GAM
$1.54B
– –
-7,783
Closed -$276K
GNT
371
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
– –
-10,895
Closed -$63K
GPRO icon
372
GoPro
GPRO
$116M
– –
-76,743
Closed -$419K
IQ icon
373
iQIYI
IQ
$1.18B
– –
-13,000
Closed -$268K
JBGS
374
JBG SMITH
JBGS
$846M
– –
-376,581
Closed -$14.8M
JRI icon
375
Nuveen Real Asset Income & Growth Fund
JRI
$358M
– –
-24,889
Closed -$421K
13 14
15
16 17

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.