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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
BNY
301
DELISTED
BlackRock New York Municipal Income Trust
BNY
$189K ﹤0.01%
13,506
-3,315
-20% -$46.3K
LFLYW
302
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$188K ﹤0.01%
+375,000
New +$191K
MUS
303
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$180K ﹤0.01%
14,291
-2,589
-15% -$32.5K
BGY icon
304
BlackRock Enhanced International Dividend Trust
BGY
$512M
$178K ﹤0.01%
30,242
-38,810
-56% -$216K
NAZ icon
305
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$173K ﹤0.01%
12,828
-2,877
-18% -$38.6K
MAPSW
306
DELISTED
WM TECHNOLOGY INC WTS
MAPSW
$172K ﹤0.01%
+400,000
New +$233K
ARDC
307
Are Dynamic Credit Allocation Fund
ARDC
$297M
$166K ﹤0.01%
10,823
-19,934
-65% -$295K
CCX.WS
308
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$166K ﹤0.01%
116,666
– –
MMLP icon
309
Martin Midstream Partners
MMLP
$95.9M
$164K ﹤0.01%
40,794
– –
NUO
310
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$164K ﹤0.01%
10,609
-2,855
-21% -$44.5K
CCH.WS
311
DELISTED
Collier Creek Holdings Warrants, each whole warrant exercisable for one Class A ordinary share at an
CCH.WS
$162K ﹤0.01%
116,666
– –
EVF
312
Eaton Vance Senior Income Trust
EVF
$90.3M
$159K ﹤0.01%
24,727
-37,903
-61% -$236K
ALGRW
313
DELISTED
Allegro Merger Corp Warrant
ALGRW
$157K ﹤0.01%
900,000
– –
GLEO.WS
314
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
$156K ﹤0.01%
+325,000
New +$154K
SWZ
315
Swiss Helvetia Fund
SWZ
$76.3M
$154K ﹤0.01%
+18,363
New +$150K
NFINW
316
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
$150K ﹤0.01%
500,000
– –
AGD
317
abrdn Global Dynamic Dividend Fund
AGD
$315M
$139K ﹤0.01%
13,342
-4,681
-26% -$46.5K
THWWW
318
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$139K ﹤0.01%
266,666
– –
SMC
319
Summit Midstream
SMC
$421M
$119K ﹤0.01%
2,400
– –
TKKSW
320
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
$111K ﹤0.01%
1,850,000
– –
HCCHW
321
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$95K ﹤0.01%
270,000
– –
ARYAW
322
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$86K ﹤0.01%
50,000
– –
WRLSW
323
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$83K ﹤0.01%
250,000
– –
MCN
324
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$79K ﹤0.01%
11,895
– –
SONGW
325
DELISTED
Akazoo SA Warrant
SONGW
$74K ﹤0.01%
147,836
-6,861
-4% -$4.18K
11 12
13
14 15

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HCM
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DTC
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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.