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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
JRS icon
376
Nuveen Real Estate Income Fund
JRS
$251M
– –
-17,749
Closed -$186K
KLXE icon
377
KLX Energy Services
KLXE
$44.8M
– –
-2,508
Closed -$256K
MHN
378
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
– –
-18,078
Closed -$238K
MQT
379
DELISTED
BlackRock MuniYield Quality Fund II
MQT
– –
-14,200
Closed -$178K
MQY icon
380
BlackRock MuniYield Quality Fund
MQY
$807M
– –
-22,479
Closed -$326K
MUJ icon
381
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
– –
-27,936
Closed -$389K
MYI icon
382
BlackRock MuniYield Quality Fund III
MYI
$709M
– –
-13,595
Closed -$179K
MYN icon
383
BlackRock MuniYield New York Quality Fund
MYN
$374M
– –
-16,237
Closed -$206K
NAN icon
384
Nuveen New York Quality Municipal Income Fund
NAN
$371M
– –
-16,478
Closed -$228K
NFJ
385
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-25,213
Closed -$313K
NQP
386
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
– –
-10,310
Closed -$141K
OIS icon
387
Oil States International
OIS
$522M
– –
-35,277
Closed -$646K
PD icon
388
PagerDuty
PD
$700M
– –
-5,000
Closed -$235K
PINS icon
389
Pinterest
PINS
$12.4B
– –
-20,000
Closed -$544K
PODD icon
390
Insulet
PODD
$11.3B
– –
-24,851
Closed -$2.91M
RIG icon
391
Transocean
RIG
$5.92B
– –
-393,886
Closed -$2.49M
TW icon
392
Tradeweb Markets
TW
$21.3B
– –
-10,000
Closed -$438K
UBER icon
393
Uber
UBER
$134B
– –
-10,000
Closed -$464K
VGM icon
394
Invesco Trust Investment Grade Municipals
VGM
$549M
– –
-11,623
Closed -$147K
ZM icon
395
Zoom
ZM
$25.8B
– –
-7,500
Closed -$666K
ATSG
396
DELISTED
Air Transport Services Group
ATSG
– –
-88,977
Closed -$2.17M
HYB
397
DELISTED
New America High Income Fund, Inc.
HYB
– –
-13,503
Closed -$120K
FAM
398
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
– –
-12,090
Closed -$126K
FSD
399
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
– –
-31,454
Closed -$472K
KSM
400
DELISTED
DWS Strategic Municipal Income Trust
KSM
– –
-10,496
Closed -$125K
14 15
16
17 18

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.