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
VLDR
151
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$2.2M 0.04%
216,000
-350,000
-62% -$3.54M
NRXP icon
152
NRX Pharmaceuticals
NRXP
$161M
$2.12M 0.04%
20,000
– –
LSEA
153
DELISTED
Landsea Homes
LSEA
$2.07M 0.04%
200,000
-360,000
-64% -$3.7M
SCPE
154
DELISTED
SC Health Corporation
SCPE
$1.99M 0.03%
200,000
-400,000
-67% -$3.95M
HIMS icon
155
Hims & Hers Health
HIMS
$6.5B
$1.97M 0.03%
199,998
– –
EEFT icon
156
Euronet Worldwide
EEFT
$3.02B
$1.94M 0.03%
12,302
+910
+8% +$137K
VRTSP
157
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.82M 0.03%
17,975
– –
CTACW
158
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
$1.78M 0.03%
810,000
– –
MCOM
159
DELISTED
micromobility.com Inc. Class A Common stock
MCOM
$1.67M 0.03%
+23
New +$1.7M
VRT icon
160
Vertiv
VRT
$112B
$1.66M 0.03%
150,000
-399,902
-73% -$4.18M
SJIU
161
DELISTED
South Jersey Industries, Inc.
SJIU
$1.62M 0.03%
30,925
– –
LIVKU
162
DELISTED
LIV Capital Acquisition Corp. Unit
LIVKU
$1.61M 0.03%
+160,000
New +$1.61M
BMTX
163
DELISTED
BM Technologies, Inc.
BMTX
$1.6M 0.03%
156,400
– –
FTACW
164
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.58M 0.03%
1,150,000
– –
HCCH
165
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$1.57M 0.03%
151,887
-64,113
-30% -$658K
HPK icon
166
HighPeak Energy
HPK
$967M
$1.56M 0.03%
150,000
– –
GOL
167
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$1.54M 0.03%
85,335
+31,754
+59% +$540K
CHR icon
168
Cheer Holding
CHR
$3.64M
$1.54M 0.03%
100
– –
TTCF
169
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$1.53M 0.03%
150,000
– –
ALGR
170
DELISTED
Allegro Merger Corp
ALGR
$1.53M 0.03%
150,000
-50,000
-25% -$509K
LPRO
171
Open Lending Corp
LPRO
$373M
$1.53M 0.03%
144,998
-145,000
-50% -$1.5M
SNAX
172
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$1.52M 0.03%
10,000
-3,333
-25% -$502K
EXAS
173
DELISTED
Exact Sciences
EXAS
$1.48M 0.03%
+16,069
New +$1.41M
PI icon
174
Impinj
PI
$3.89B
$1.4M 0.02%
+54,044
New +$1.68M
PGEN icon
175
Precigen
PGEN
$1.93B
$1.37M 0.02%
250,683
-14,746
-6% -$83K
5 6
7
8 9

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.