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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
STI
1
DELISTED
SunTrust Banks, Inc.
STI
$216M 3.16%
3,142,940
-405,604
-11% -$26M
MDSO
2
DELISTED
Medidata Solutions, Inc.
MDSO
$192M 2.81%
2,097,920
+1,460,367
+229% +$133M
WBC
3
DELISTED
WABCO HOLDINGS INC.
WBC
$191M 2.8%
1,429,797
-132,558
-8% -$17.6M
ZAYO
4
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$165M 2.41%
4,859,244
+1,053,859
+28% +$35.5M
CY
5
DELISTED
Cypress Semiconductor
CY
$163M 2.39%
6,983,287
-418,061
-6% -$9.56M
AGN
6
DELISTED
Allergan plc
AGN
$156M 2.28%
926,096
+30,096
+3% +$4.9M
S
7
DELISTED
Sprint Corporation
S
$138M 2.02%
22,420,593
-141,242
-0.6% -$972K
MLNX
8
DELISTED
Mellanox Technologies, Ltd.
MLNX
$137M 2%
1,248,175
+26,606
+2% +$2.94M
VSM
9
DELISTED
Versum Materials, Inc.
VSM
$133M 1.95%
2,521,740
+148,141
+6% +$7.7M
WCG
10
DELISTED
Wellcare Health Plans, Inc.
WCG
$131M 1.92%
505,470
-93,750
-16% -$25.9M
ACIA
11
DELISTED
Acacia Communications Inc
ACIA
$131M 1.91%
+1,996,120
New +$126M
ADSW
12
DELISTED
Advanced Disposal Services Inc
ADSW
$127M 1.86%
3,905,576
+206,317
+6% +$6.69M
CELG
13
DELISTED
Celgene Corp
CELG
$125M 1.82%
1,255,337
-287,437
-19% -$27.3M
GWR
14
DELISTED
Genesee & Wyoming Inc.
GWR
$93.4M 1.37%
+845,290
New +$93M
CZR
15
DELISTED
Caesars Entertainment Corporation
CZR
$91M 1.33%
7,802,046
+47,046
+0.6% +$552K
ONCE
16
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$83.2M 1.22%
857,478
+131,309
+18% +$13.1M
VIAB
17
DELISTED
Viacom Inc. Class B
VIAB
$53M 0.78%
+2,206,711
New +$61.6M
EE
18
DELISTED
El Paso Electric Company
EE
$53M 0.78%
789,937
+148,530
+23% +$9.87M
GNW icon
19
Genworth Financial
GNW
$3.8B
$49.7M 0.73%
11,285,319
-833,830
-7% -$3.48M
AABA
20
DELISTED
Altaba Inc
AABA
$48.5M 0.71%
2,488,238
– –
CRZO
21
DELISTED
Carrizo Oil & Gas Inc
CRZO
$45.7M 0.67%
+5,324,549
New +$48.7M
RTN
22
DELISTED
Raytheon Company
RTN
$44.6M 0.65%
227,308
-15,578
-6% -$2.89M
BID
23
DELISTED
Sotheby's
BID
$39.2M 0.57%
687,697
+176,174
+34% +$10.2M
NEE.PRO
24
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$36.5M 0.53%
+725,000
New +$35.6M
PACB icon
25
Pacific Biosciences
PACB
$422M
$35.4M 0.52%
6,867,971
-47,240
-0.7% -$264K
1
2 3 4 5

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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.