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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
FREE
76
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$8.59M 0.15%
850,000
-350,000
-29% -$3.48M
DM
77
DELISTED
Desktop Metal, Inc.
DM
$8.58M 0.14%
86,000
-144,000
-63% -$14.3M
INST
78
DELISTED
Instructure, Inc.
INST
$8.43M 0.14%
+174,909
New +$8.2M
TSLA icon
79
Tesla
TSLA
$1.24T
$8.22M 0.14%
295,950
-104,340
-26% -$2.26M
ASLE icon
80
AerSale
ASLE
$292M
$7.95M 0.13%
780,597
-800,000
-51% -$8.06M
MAPS
81
DELISTED
WM TECHNOLOGY INC A
MAPS
$7.94M 0.13%
+800,000
New +$7.9M
BTRS
82
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$7.9M 0.13%
800,000
-250,000
-24% -$2.46M
WLH
83
DELISTED
WILLIAM LYON HOMES
WLH
$7.76M 0.13%
+388,406
New +$7.94M
SFTW.U
84
DELISTED
Osprey Technology Acquisition Corp. Units, each consisting of one share of Class A Common Stock and
SFTW.U
$7.63M 0.13%
+750,000
New +$7.53M
LFLY
85
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$7.3M 0.12%
+37,500
New +$7.3M
HCCOU
86
DELISTED
Healthcare Merger Corp. Units
HCCOU
$7.25M 0.12%
+700,000
New +$7.34M
PPLI
87
People Inc
PPLI
$3.1B
$6.9M 0.12%
155,077
+28,106
+22% +$1.13M
PTACU
88
DELISTED
PropTech Acquisition Corporation Unit
PTACU
$6.63M 0.11%
+650,000
New +$6.61M
ETRN
89
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$6.62M 0.11%
504,033
-113,406
-18% -$1.41M
GTX icon
90
Garrett Motion
GTX
$5.9B
$6.61M 0.11%
661,272
-157,991
-19% -$1.61M
ALUS.U
91
DELISTED
Alussa Energy Acquisition Corp
ALUS.U
$6.55M 0.11%
+650,000
New +$6.53M
SRE.PRA
92
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$6.52M 0.11%
54,225
– –
DKNG icon
93
DraftKings
DKNG
$11.4B
$6.42M 0.11%
600,000
– –
CVET
94
DELISTED
Covetrus, Inc. Common Stock
CVET
$6.31M 0.11%
487,943
+22,916
+5% +$277K
HOFV
95
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$6.13M 0.1%
37,450
– –
NEE.PRO
96
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$6.1M 0.1%
119,050
-605,950
-84% -$30.4M
GOEV
97
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$6.1M 0.1%
1,304
-435
-25% -$2.02M
LVOX
98
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$5.99M 0.1%
600,000
-700,000
-54% -$6.94M
AYR
99
DELISTED
Aircastle Ltd
AYR
$5.99M 0.1%
+187,012
New +$5.4M
SOLN
100
DELISTED
The Southern Company
SOLN
$5.94M 0.1%
+109,825
New +$5.82M
2 3
4
5 6

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HCM
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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.