We are live on ! Find out more
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
SSPKU
376
DELISTED
Silver Spike Acquisition Corp. Units
SSPKU
– –
-800,000
Closed -$8.07M
THBRU
377
DELISTED
Thunder Bridge Acquisition II, Ltd. Units
THBRU
– –
-1,000,000
Closed -$10.2M
EXPCU
378
DELISTED
Experience Investment Corp. Unit
EXPCU
– –
-1,000,000
Closed -$10M
NPAUU
379
DELISTED
New Providence Acquisition Corp. Unit
NPAUU
– –
-1,000,000
Closed -$10.1M
DLPH
380
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
– –
-421,616
Closed -$5.59M
IOTS
381
DELISTED
Adesto Technologies Corp
IOTS
– –
-18,245
Closed -$156K
SMTA
382
DELISTED
Spirit MTA REIT Common Shares of Beneficial Interest
SMTA
– –
-13,370
Closed -$113K
GWR
383
DELISTED
Genesee & Wyoming Inc.
GWR
– –
-845,290
Closed -$93.4M
PVTL
384
DELISTED
Pivotal Software, Inc.
PVTL
– –
-1,728,899
Closed -$25.8M
BROGR
385
DELISTED
Twelve Seas Investment Company Rights
BROGR
– –
-1,200,000
Closed -$444K
CRZO
386
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-5,324,549
Closed -$45.7M
PVT.WS
387
DELISTED
Pivotal Acquisition Corp. Redeemable Warrants, exercisable for shares of Class A Common Stock at an
PVT.WS
– –
-1,800,000
Closed -$2.41M
PSDO
388
DELISTED
Presidio, Inc. Common Stock
PSDO
– –
-198,991
Closed -$3.36M
NFC.WS
389
DELISTED
New Frontier Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at
NFC.WS
– –
-450,000
Closed -$450K
ONCE
390
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-857,478
Closed -$83.2M
RWGE.WS
391
DELISTED
Regalwood Global Energy Ltd. Warrants, each whole warrant exercisable for one Class A ordinary share
RWGE.WS
– –
-440,925
Closed -$265K
RWGE
392
DELISTED
Regalwood Global Energy Ltd. Class A Ordinary Shares
RWGE
– –
-322,777
Closed -$3.33M
STI
393
DELISTED
SunTrust Banks, Inc.
STI
– –
-3,142,940
Closed -$216M
SEMG
394
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-788,363
Closed -$12.9M
CBM
395
DELISTED
Cambrex Corporation
CBM
– –
-511,475
Closed -$30.4M
VIAB
396
DELISTED
Viacom Inc. Class B
VIAB
– –
-2,206,711
Closed -$53M
ORIT
397
DELISTED
Oritani Financial Corp. New
ORIT
– –
-294,299
Closed -$5.21M
GIG.WS
398
DELISTED
GigCapital, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exerci
GIG.WS
– –
-1,125,000
Closed -$763K
MCRN
399
DELISTED
Milacron Holdings Corp.
MCRN
– –
-1,495,800
Closed -$24.9M
TPGH.WS
400
DELISTED
TPG Pace Holdings Corp. Warrants, each exercisable for one Class A Ordinary Share at an exercise pri
TPGH.WS
– –
-66,666
Closed -$105K
14 15
16
17 18

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
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.