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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
PNR icon
101
Pentair
PNR
$10.2B
$5.72M 0.1%
124,800
-40,175
-24% -$1.7M
VNE
102
DELISTED
Veoneer, Inc.
VNE
$5.68M 0.1%
363,664
-102,511
-22% -$1.65M
PGNX
103
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$5.37M 0.09%
+1,055,864
New +$5.59M
SRACU
104
DELISTED
Stable Road Acquisition Corp. Unit
SRACU
$5.14M 0.09%
+500,000
New +$5.06M
LAZR
105
DELISTED
Luminar Technologies
LAZR
$5.06M 0.09%
33,333
– –
CIICU
106
DELISTED
CIIG Merger Corp. Units
CIICU
$5.06M 0.09%
+500,000
New +$5.07M
MVST icon
107
Microvast
MVST
$267M
$4.68M 0.08%
470,000
-50,000
-10% -$496K
TRIT
108
DELISTED
Triterras, Inc. Class A Ordinary Shares
TRIT
$4.64M 0.08%
466,400
-33,600
-7% -$331K
PAYA
109
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$4.56M 0.08%
450,000
– –
DOCU
110
DocuSign
DOCU
$9.63B
$4.38M 0.07%
59,294
-15,881
-21% -$1.09M
CCC.WS
111
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
$4.36M 0.07%
697,500
– –
DTP
112
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$4.34M 0.07%
+84,100
New +$4.22M
ARLO icon
113
Arlo Technologies
ARLO
$1.4B
$4.33M 0.07%
1,029,516
-67,586
-6% -$232K
RPLA
114
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$4.31M 0.07%
430,000
-370,000
-46% -$3.68M
CBB
115
DELISTED
Cincinnati Bell Inc.
CBB
$4.25M 0.07%
+406,361
New +$2.49M
SFT
116
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$4.19M 0.07%
42,000
-48,000
-53% -$4.76M
SRCI
117
DELISTED
SRC Energy Inc
SRCI
$4.18M 0.07%
+1,013,937
New +$3.85M
FOX icon
118
Fox Class B
FOX
$20.7B
$4.17M 0.07%
+114,617
New +$3.85M
CARO
119
DELISTED
Carolina Financial Corp.
CARO
$4.15M 0.07%
+96,000
New +$3.78M
SAQNU
120
DELISTED
Software Acquisition Group Inc. Unit
SAQNU
$4.06M 0.07%
+400,000
New +$4.05M
NKLA
121
DELISTED
Nikola Corporation Common Stock
NKLA
$4.03M 0.07%
13,000
– –
BKNG icon
122
Booking.com
BKNG
$138B
$4M 0.07%
48,725
+2,900
+6% +$228K
AVPT icon
123
AvePoint
AVPT
$2.6B
$3.95M 0.07%
+400,000
New +$3.99M
AMHCU
124
DELISTED
Amplitude Healthcare Acquisition Corporation Unit
AMHCU
$3.77M 0.06%
+375,000
New +$3.76M
ALTG icon
125
Alta Equipment Group
ALTG
$210M
$3.7M 0.06%
370,000
-280,000
-43% -$2.79M
3 4
5
6 7

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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.