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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
+14.44%
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
$5.92B
AUM Growth
-$911M
Cap. Flow
-$3.32B
Cap. Flow %
-56.08%
Top 10 Hldgs %
25.76%
Holding
540
New
84
Increased
20
Reduced
96
Closed
81

Top Buys

Rank Stock Value
1
WMGI
Wright Medical Group Inc
WMGI
+$112M
2
TSG
The Stars Group Inc.
TSG
+$109M
3
TIF
Tiffany & Co.
TIF
+$106M
4
MDCO
Medicines Co
MDCO
+$102M
5
RARX
Ra Pharmaceuticals, Inc. Common Stock
RARX
+$84.3M

Top Sells

Rank Stock Value
1
STI
SunTrust Banks, Inc.
STI
+$216M
2
MDSO
Medidata Solutions, Inc.
MDSO
+$192M
3
VSM
Versum Materials, Inc.
VSM
+$133M
4
CELG
Celgene Corp
CELG
+$125M
5
GWR
Genesee & Wyoming Inc.
GWR
+$93.4M

Sector Composition

Rank Sector Weight
1 Healthcare 10.56%
2 Technology 9.2%
3 Consumer Discretionary 8.59%
4 Industrials 5.33%
5 Communication Services 3.64%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DPHCW
226
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$590K 0.01%
766,666
– –
DCP
227
DELISTED
DCP Midstream, LP
DCP
$588K 0.01%
24,000
– –
HQH
228
abrdn Healthcare Investors
HQH
$1.23B
$574K 0.01%
27,497
– –
TGP
229
DELISTED
Teekay LNG Partners L.P.
TGP
$560K 0.01%
36,000
– –
GEL icon
230
Genesis Energy
GEL
$1.84B
$553K 0.01%
27,000
– –
PACK.WS
231
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$553K 0.01%
485,000
-290,000
-37% -$216K
SAMAW
232
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$547K 0.01%
1,440,000
– –
LSEAW
233
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$540K 0.01%
1,200,000
– –
SHLX
234
DELISTED
Shell Midstream Partners, L.P.
SHLX
$525K 0.01%
26,000
– –
LOTZW
235
DELISTED
CarLotz, Inc. Warrant
LOTZW
$518K 0.01%
+750,000
New +$535K
GRSHW
236
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
$517K 0.01%
333,332
– –
ENBL
237
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$502K 0.01%
50,000
– –
RTLR
238
DELISTED
Rattler Midstream LP Common Units
RTLR
$501K 0.01%
28,159
– –
AFT
239
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$498K 0.01%
32,923
-2,450
-7% -$36.2K
HEP
240
DELISTED
Holly Energy Partners, L.P.
HEP
$490K 0.01%
22,100
– –
PNTG icon
241
Pennant Group
PNTG
$1.43B
$488K 0.01%
+14,746
New +$338K
SHLL.WS
242
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$486K 0.01%
1,038,969
– –
RPLA.WS
243
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$483K 0.01%
575,000
– –
RMG.WS
244
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
$483K 0.01%
+833,332
New +$536K
DEACW
245
DELISTED
Diamond Eagle Acquisition Corp. Warrant
DEACW
$480K 0.01%
200,000
– –
GLO
246
Clough Global Opportunities Fund
GLO
$249M
$469K 0.01%
49,681
+19,526
+65% +$181K
GDV icon
247
Gabelli Dividend & Income Trust
GDV
$2.6B
$462K 0.01%
+21,063
New +$442K
WES icon
248
Western Midstream Partners
WES
$19.6B
$453K 0.01%
23,000
– –
NS
249
DELISTED
NuStar Energy L.P.
NS
$451K 0.01%
17,439
– –
DNI
250
DELISTED
Dividend and Income Fund
DNI
$451K 0.01%
33,511
-10,843
-24% -$135K
8 9
10
11 12

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AQR Arbitrage's Q4 2019 Portfolio in Review

As of Q4 2019, AQR Arbitrage held 540 positions worth $5.92B, down 13% from $6.83B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

AQR Arbitrage withdrew a net $3.32B in Q4 2019, closing 81 positions and reducing 96 holdings. Its most notable exit was SunTrust Banks, Inc., an estimated $216M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 11% of assets, up from 6.4% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, AQR Arbitrage opened a new position in Wright Medical Group Inc worth $131M.

  • AQR Arbitrage's largest Q4 2019 buy was Wright Medical Group Inc: 4,295,686 shares worth $131M.
  • AQR Arbitrage added most to Tallgrass Energy, LP Class A Shares in Q4 2019, an estimated $58.4M increase.
  • AQR Arbitrage's biggest Q4 2019 reduction was Zayo Group Holdings, Inc., cutting an estimated $48.7M.
  • AQR Arbitrage fully exited SunTrust Banks, Inc. in Q4 2019, selling an estimated $216M.
  • AQR Arbitrage's ten largest holdings make up 26% of its $5.92B portfolio in Q4 2019.
  • AQR Arbitrage opened 84 new positions and closed 81 in Q4 2019.
  • AQR Arbitrage's portfolio value fell 13% quarter-over-quarter to $5.92B.

Based on AQR Arbitrage's 13F filing for Q4 2019, filed 14 Feb 2020.