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
DCUE
126
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$3.66M 0.06%
34,225
– –
ADN
127
DELISTED
Advent Technologies
ADN
$3.64M 0.06%
12,000
– –
SKIL icon
128
Skillsoft
SKIL
$56.9M
$3.61M 0.06%
17,500
– –
BMRN icon
129
BioMarin Pharmaceuticals
BMRN
$11.5B
$3.61M 0.06%
42,881
-34,470
-45% -$2.6M
GB
130
DELISTED
Global Blue Group Holding
GB
$3.59M 0.06%
349,998
– –
UTZ icon
131
Utz Brands
UTZ
$1.25B
$3.58M 0.06%
349,998
– –
TIVO
132
DELISTED
Tivo Inc
TIVO
$3.52M 0.06%
+414,631
New +$3.28M
UPH
133
DELISTED
UpHealth, Inc.
UPH
$3.5M 0.06%
35,300
-41,200
-54% -$4.07M
W icon
134
Wayfair
W
$11.1B
$3.34M 0.06%
36,975
-8,097
-18% -$755K
LPSN icon
135
LivePerson
LPSN
$18.9M
$3.28M 0.06%
5,914
– –
SHPW
136
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$3.19M 0.05%
+40,625
New +$3.17M
LACQ
137
DELISTED
Leisure Acquisition Corp.
LACQ
$3.13M 0.05%
300,000
– –
HYMC icon
138
Hycroft Mining Holding Corp
HYMC
$1.85B
$3.1M 0.05%
30,000
– –
ID
139
DELISTED
PARTS iD, Inc.
ID
$3.08M 0.05%
300,000
– –
WAAS
140
DELISTED
AquaVenture Holdings Limited
WAAS
$3.04M 0.05%
+112,294
New +$2.38M
AKS
141
DELISTED
AK Steel Holding Corp
AKS
$3M 0.05%
+913,371
New +$2.53M
HHH icon
142
Howard Hughes
HHH
$3.93B
$2.98M 0.05%
+24,639
New +$2.73M
CLVR
143
DELISTED
Clever Leaves Holdings Inc. Common Shares
CLVR
$2.92M 0.05%
9,600
– –
IPHS
144
DELISTED
Innophos Holdings, Inc.
IPHS
$2.68M 0.05%
+83,802
New +$2.7M
PFPT
145
DELISTED
Proofpoint, Inc.
PFPT
$2.58M 0.04%
22,444
-2,910
-11% -$347K
FSR
146
DELISTED
Fisker Inc.
FSR
$2.44M 0.04%
239,998
– –
ATCX
147
DELISTED
Atlas Technical Consultants, Inc. Class A Common Stock
ATCX
$2.44M 0.04%
239,065
-655,000
-73% -$6.6M
QTS.PRB
148
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$2.33M 0.04%
18,100
– –
LGHL
149
Lion Group Holding
LGHL
$840K
$2.32M 0.04%
1
– –
BDXA
150
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$2.24M 0.04%
+34,150
New +$2.12M
4 5
6
7 8

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.