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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
STRDW
326
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$67K ﹤0.01%
222,879
– –
RVPHW
327
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$63K ﹤0.01%
250,000
– –
OAC.WS
328
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$63K ﹤0.01%
66,666
– –
NSL
329
DELISTED
NUVEEN SENIOR INCM FD
NSL
$61K ﹤0.01%
10,152
-57,281
-85% -$328K
PAACW
330
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
$60K ﹤0.01%
400,000
– –
BRPAR
331
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$52K ﹤0.01%
200,000
– –
BFIIW
332
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$45K ﹤0.01%
250,000
– –
DSKEW
333
DELISTED
Daseke, Inc. Warrant
DSKEW
$45K ﹤0.01%
378,003
– –
CYCN icon
334
Cyclerion Therapeutics
CYCN
$15.2M
$40K ﹤0.01%
742
– –
KBLMW
335
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$40K ﹤0.01%
500,000
– –
NSCO.WS
336
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$39K ﹤0.01%
83,333
– –
CPAAW
337
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$35K ﹤0.01%
18,750
– –
GRNVR
338
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
$31K ﹤0.01%
+170,000
New +$31.5K
IEAWW
339
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$27K ﹤0.01%
343,006
– –
MCOMW
340
DELISTED
micromobility.com Inc. Warrant
MCOMW
$24K ﹤0.01%
+170,000
New +$22.2K
LOACR
341
DELISTED
Longevity Acquisition Corporation Right
LOACR
$23K ﹤0.01%
125,000
– –
ROSEW
342
DELISTED
Rosehill Resources Inc.
ROSEW
$22K ﹤0.01%
244,800
– –
NRXPW
343
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$17K ﹤0.01%
100,000
– –
LOACW
344
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$11K ﹤0.01%
125,000
– –
PHUNW
345
DELISTED
Phunware, Inc. Warrants
PHUNW
$5K ﹤0.01%
58,632
– –
ESTRW
346
DELISTED
Estre Ambiental, Inc
ESTRW
$4K ﹤0.01%
661,870
– –
AOD
347
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
– –
-27,271
Closed -$227K
AVK
348
Advent Convertible and Income Fund
AVK
$544M
– –
-12,254
Closed -$174K
AWP
349
abrdn Global Premier Properties Fund
AWP
$377M
– –
-11,051
Closed -$206K
BCX icon
350
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
– –
-34,349
Closed -$257K
12 13
14
15 16

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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.