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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
ASTSW
251
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$450K 0.01%
+500,000
New +$379K
THBRW
252
DELISTED
Thunder Bridge Acquisition II, Ltd. Warrants
THBRW
$450K 0.01%
+500,000
New +$445K
PNBK icon
253
Patriot National Bancorp
PNBK
$132M
$439K 0.01%
34,442
– –
LCAHW
254
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$420K 0.01%
583,332
– –
BOE icon
255
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$410K 0.01%
37,263
-22,590
-38% -$240K
AM icon
256
Antero Midstream
AM
$10.8B
$399K 0.01%
52,600
– –
GPAQW
257
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$398K 0.01%
1,106,820
– –
CRNC icon
258
Cerence
CRNC
$382M
$397K 0.01%
+17,557
New +$288K
EQM
259
DELISTED
EQM Midstream Partners, LP
EQM
$389K 0.01%
13,000
– –
FPAC.WS
260
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$387K 0.01%
299,999
– –
NPV icon
261
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$383K 0.01%
26,248
-4,034
-13% -$57.2K
LATNW
262
DELISTED
Union Acquisition Corp. II Warrant
LATNW
$375K 0.01%
+1,000,000
New +$358K
MFAC.WS
263
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$369K 0.01%
1,153,800
– –
BRPM.WS
264
DELISTED
B. Riley Principal Merger Corp. Warrants, each whole warrant exercisable for one share of Class A co
BRPM.WS
$349K 0.01%
425,000
– –
FRA icon
265
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$344K 0.01%
25,605
-50,766
-66% -$654K
SBE.WS
266
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$340K 0.01%
566,666
– –
ENLC
267
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$337K 0.01%
55,000
– –
SBI
268
Western Asset Intermediate Muni Fund
SBI
$109M
$332K 0.01%
36,516
-6,283
-15% -$57.7K
PHD
269
DELISTED
Pioneer Floating Rate Fund
PHD
$328K 0.01%
29,915
-19,341
-39% -$204K
MPA icon
270
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$322K 0.01%
22,560
-1,948
-8% -$27.5K
EFT
271
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$321K 0.01%
23,423
-33,359
-59% -$446K
BGT icon
272
BlackRock Floating Rate Income Trust
BGT
$322M
$320K 0.01%
24,851
-22,422
-47% -$281K
DMS
273
DELISTED
Digital Media Solutions, Inc.
DMS
$316K 0.01%
2,040
– –
BPMP
274
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$312K 0.01%
20,000
– –
SOR
275
Source Capital
SOR
$369M
$304K 0.01%
7,845
+242
+3% +$9.11K
9 10
11
12 13

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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 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.