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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
CELU icon
51
Celularity
CELU
$21.7M
$14M 0.24%
139,880
-60,120
-30% -$5.96M
CHX
52
DELISTED
ChampionX
CHX
$13.8M 0.23%
409,709
-72,752
-15% -$1.98M
FOXA icon
53
Fox Class A
FOXA
$23.2B
$13.5M 0.23%
364,341
-110,284
-23% -$3.78M
RIDE
54
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$12.9M 0.22%
86,667
-66,666
-43% -$9.92M
ALC icon
55
Alcon
ALC
$33.1B
$12.8M 0.22%
226,778
+5,591
+3% +$320K
ILPT
56
Industrial Logistics Properties Trust
ILPT
$613M
$12.7M 0.21%
565,786
-78,009
-12% -$1.67M
IAA
57
DELISTED
IAA, Inc. Common Stock
IAA
$12.6M 0.21%
269,023
+104,399
+63% +$4.4M
JIH.U
58
DELISTED
Juniper Industrial Holdings, Inc. Units, each consisting of one share of Class A common stock, $0.00
JIH.U
$12.1M 0.2%
+1,200,000
New +$12.1M
CNP.PRB
59
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$11.3M 0.19%
231,425
– –
CISN
60
DELISTED
Cision Ltd. Ordinary Share
CISN
$11.2M 0.19%
+1,122,878
New +$10.7M
LTHM
61
DELISTED
Livent Corporation
LTHM
$11M 0.19%
1,281,400
+101,034
+9% +$773K
HYLN icon
62
Hyliion Holdings
HYLN
$663M
$10.7M 0.18%
1,077,938
-1,000,000
-48% -$9.89M
CHPMU
63
DELISTED
CHP Merger Corp. Unit
CHPMU
$10.2M 0.17%
+1,000,000
New +$10.1M
FSRVU
64
DELISTED
FinServ Acquisition Corp. Unit, 1 Com, 1/2 Wt.
FSRVU
$10.2M 0.17%
+1,000,000
New +$10.1M
LOTZ
65
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$10M 0.17%
1,000,000
-100,000
-9% -$991K
THBR
66
DELISTED
Thunder Bridge Acquisition II, Ltd. Class A Ordinary Shares
THBR
$9.95M 0.17%
+1,000,000
New +$9.88M
SPRU icon
67
Spruce Power Holding Corp
SPRU
$39.9M
$9.94M 0.17%
125,000
– –
WAIR
68
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$9.9M 0.17%
898,496
+66,325
+8% +$729K
ASTS icon
69
AST SpaceMobile
ASTS
$16.8B
$9.86M 0.17%
+1,000,000
New +$9.82M
LATN
70
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
$9.85M 0.17%
+1,000,000
New +$9.85M
SRTA
71
Strata Critical Medical Inc
SRTA
$436M
$9.75M 0.16%
+999,996
New +$9.78M
CBPX
72
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$9.57M 0.16%
+262,613
New +$8.64M
GCMG icon
73
GCM Grosvenor
GCMG
$737M
$9.38M 0.16%
917,006
– –
THCA
74
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$9.37M 0.16%
950,000
– –
REZI icon
75
Resideo Technologies
REZI
$5.23B
$8.82M 0.15%
739,608
-50,961
-6% -$580K
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.