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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
AXE
26
DELISTED
Anixter International Inc
AXE
$37.9M 0.64%
+411,841
New +$33.4M
PACB icon
27
Pacific Biosciences
PACB
$422M
$35.7M 0.6%
6,953,621
+85,650
+1% +$435K
INXN
28
DELISTED
Interxion Holding N.V.
INXN
$33.5M 0.57%
+400,000
New +$33.4M
CHNGU
29
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$27.1M 0.46%
450,175
-15,500
-3% -$796K
ARQL
30
DELISTED
Arqule Inc
ARQL
$26.9M 0.46%
+1,350,000
New +$15.7M
CFXA
31
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$25M 0.42%
158,950
-78,775
-33% -$11.3M
IBKC
32
DELISTED
IBERIABANK Corp
IBKC
$22.9M 0.39%
+306,478
New +$22.8M
ILMN icon
33
Illumina
ILMN
$29.4B
$20.4M 0.34%
63,671
+3,408
+6% +$1.03M
ARKO icon
34
ARKO Corp
ARKO
$890M
$20.1M 0.34%
1,998,998
-1,000
-0.1% -$9.94K
IBTX
35
DELISTED
Independent Bank Group, Inc.
IBTX
$19.2M 0.32%
+346,021
New +$19.2M
ACHN
36
DELISTED
Achillion Pharmaceuticals
ACHN
$19.1M 0.32%
+3,161,883
New +$18.3M
FTV.PRA
37
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$17.6M 0.3%
18,050
– –
NMRK icon
38
Newmark Group
NMRK
$2.73B
$17.6M 0.3%
1,305,979
-204,612
-14% -$2.39M
GNOG
39
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$17.3M 0.29%
1,749,996
– –
CHPT icon
40
ChargePoint
CHPT
$133M
$16.6M 0.28%
85,000
– –
KTB icon
41
Kontoor Brands
KTB
$4.62B
$16.2M 0.27%
385,381
-62,890
-14% -$2.37M
ACA icon
42
Arcosa
ACA
$7.12B
$15.8M 0.27%
354,375
-50,232
-12% -$1.93M
FTDR icon
43
Frontdoor
FTDR
$5.02B
$15.7M 0.27%
331,481
-47,318
-12% -$2.22M
WH icon
44
Wyndham Hotels & Resorts
WH
$5.5B
$15.6M 0.26%
248,176
-61,419
-20% -$3.41M
OPTU
45
Optimum Communications Inc
OPTU
$316M
$15.3M 0.26%
564,379
-138,816
-20% -$3.83M
DOW icon
46
Dow Inc
DOW
$21.6B
$14.7M 0.25%
268,182
-21,046
-7% -$1.09M
LOGM
47
DELISTED
LogMein, Inc.
LOGM
$14.6M 0.25%
+170,000
New +$12.6M
NVT icon
48
nVent Electric
NVT
$24.5B
$14.5M 0.24%
566,653
-150,139
-21% -$3.49M
RMO
49
DELISTED
Romeo Power, Inc.
RMO
$14.5M 0.24%
1,449,896
-1,050,100
-42% -$10.4M
CTVA icon
50
Corteva
CTVA
$59.7B
$14.1M 0.24%
483,433
-18,681
-4% -$495K
1
2
3 4 5

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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.