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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
DSU icon
351
BlackRock Debt Strategies Fund
DSU
$591M
– –
-57,453
Closed -$618K
EVV
352
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
– –
-17,405
Closed -$218K
GDYN icon
353
Grid Dynamics Holdings
GDYN
$476M
– –
-300,000
Closed -$3M
IGIC icon
354
International General Insurance
IGIC
$1.23B
– –
-200,000
Closed -$2.05M
IGR
355
CBRE Global Real Estate Income Fund
IGR
$712M
– –
-39,648
Closed -$314K
KTF
356
DWS Municipal Income Trust
KTF
$346M
– –
-27,210
Closed -$315K
MIY icon
357
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
– –
-10,544
Closed -$148K
MUE
358
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
– –
-17,359
Closed -$222K
NVST icon
359
Envista
NVST
$4.28B
– –
-10,000
Closed -$279K
ONTO icon
360
Onto Innovation
ONTO
$13.6B
– –
-183,469
Closed -$5.99M
PEO
361
Adams Natural Resources Fund
PEO
$759M
– –
-48,506
Closed -$739K
RVT icon
362
Royce Value Trust
RVT
$2.21B
– –
-26,933
Closed -$371K
STC icon
363
Stewart Information Services
STC
$2.05B
– –
-319,828
Closed -$12.4M
STEW
364
SRH Total Return Fund
STEW
$1.75B
– –
-19,694
Closed -$221K
XYZ
365
Block Inc
XYZ
$45.9B
– –
-26,243
Closed -$1.61M
AIF
366
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-25,048
Closed -$379K
KLR
367
DELISTED
Kaleyra, Inc.
KLR
– –
-192,857
Closed -$6.88M
BKI
368
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-231,166
Closed -$14.1M
PDCE
369
DELISTED
PDC Energy, Inc.
PDCE
– –
-91,722
Closed -$2.54M
DEX
370
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-16,905
Closed -$167K
AVTR.PRA
371
DELISTED
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
– –
-113,150
Closed -$6.07M
MYJ
372
DELISTED
Blackrock Muni Yield New Jersey Fund, Inc.
MYJ
– –
-11,043
Closed -$169K
PAE
373
DELISTED
PAE Incorporated Class A Common Stock
PAE
– –
-199,998
Closed -$2.02M
MDLA
374
DELISTED
Medallia, Inc.
MDLA
– –
-10,000
Closed -$274K
APXTU
375
DELISTED
Apex Technology Acquisition Corporation Unit
APXTU
– –
-400,000
Closed -$4.08M
13 14
15
16 17

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.