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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
NEBUW
276
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$292K ﹤0.01%
233,332
– –
SCPE.WS
277
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$288K ﹤0.01%
300,000
– –
FCT
278
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$287K ﹤0.01%
22,895
-29,571
-56% -$358K
EFR
279
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$280K ﹤0.01%
20,664
-38,929
-65% -$508K
SPCE.WS
280
DELISTED
Virgin Galactic Holdings, Inc. Warrants, each whole warrant exercisable for one share of Common Stoc
SPCE.WS
$279K ﹤0.01%
+83,334
New +$200K
TSLF
281
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$276K ﹤0.01%
18,163
+1,093
+6% +$16K
JRO
282
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$272K ﹤0.01%
27,182
-26,707
-50% -$255K
UGI icon
283
UGI
UGI
$8B
$271K ﹤0.01%
6,017
– –
PIC.WS
284
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
$263K ﹤0.01%
333,332
– –
RVI
285
DELISTED
Retail Value Inc. Common Shares
RVI
$254K ﹤0.01%
75,335
– –
SNAXW
286
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$252K ﹤0.01%
1,200,000
– –
AVPTW
287
DELISTED
AvePoint Inc Warrant
AVPTW
$250K ﹤0.01%
+200,000
New +$224K
FMN
288
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$250K ﹤0.01%
17,759
-3,325
-16% -$46.8K
GMHIW
289
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
$250K ﹤0.01%
166,666
– –
GIX.WS
290
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$245K ﹤0.01%
765,000
– –
VMM
291
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$239K ﹤0.01%
18,176
-2,655
-13% -$34.7K
SPAQ.WS
292
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$239K ﹤0.01%
434,999
– –
NESRW
293
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$234K ﹤0.01%
259,500
-124,483
-32% -$60.7K
HQL
294
abrdn Life Sciences Investors
HQL
$585M
$223K ﹤0.01%
12,784
– –
NUM
295
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$218K ﹤0.01%
15,410
-3,448
-18% -$48.4K
THCAW
296
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$214K ﹤0.01%
475,000
– –
BRBR icon
297
BellRing Brands
BRBR
$1.51B
$213K ﹤0.01%
+10,000
New +$196K
DTF
298
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$211K ﹤0.01%
14,276
-1,607
-10% -$23.2K
BIOX.WS
299
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$200K ﹤0.01%
1,249,900
– –
ACEL.WS
300
DELISTED
Accel Entertainment Inc Warrant
ACEL.WS
$197K ﹤0.01%
+66,666
New +$176K
10 11
12
13 14

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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.