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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
ENB icon
176
Enbridge
ENB
$124B
$1.35M 0.02%
33,984
– –
CFFAW
177
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$1.35M 0.02%
1,500,000
– –
ASLEW
178
DELISTED
AerSale Corp Warrants
ASLEW
$1.34M 0.02%
1,680,597
– –
OKE icon
179
Oneok
OKE
$58.7B
$1.27M 0.02%
16,899
– –
KLR.WS
180
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$1.27M 0.02%
+1,125,000
New +$1.01M
TIBRW
181
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
$1.21M 0.02%
1,057,500
– –
GOEVW
182
DELISTED
Canoo Inc. Warrant
GOEVW
$1.2M 0.02%
1,500,000
– –
DFNS.U
183
DELISTED
LGL Systems Acquisition Corp. Units
DFNS.U
$1.17M 0.02%
+115,000
New +$1.16M
MPLX icon
184
MPLX
MPLX
$59.5B
$1.15M 0.02%
45,295
– –
GSAH.WS
185
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
$1.15M 0.02%
500,000
– –
JAZZ icon
186
Jazz Pharmaceuticals
JAZZ
$15.9B
$1.14M 0.02%
7,659
+982
+15% +$134K
MUDSW
187
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$1.13M 0.02%
2,250,000
– –
ET icon
188
Energy Transfer Partners
ET
$70.1B
$1.12M 0.02%
87,590
+17,702
+25% +$218K
TRNE.WS
189
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$1.09M 0.02%
1,150,000
– –
BWMCW
190
DELISTED
Boxwood Merger Corp. Warrant
BWMCW
$1.08M 0.02%
1,749,800
-200
-0% -$149
BFI
191
DELISTED
BurgerFi International, Inc. Common Stock
BFI
$1.05M 0.02%
100,000
– –
BROG
192
DELISTED
Brooge Energy
BROG
$1.05M 0.02%
+120,000
New +$1.22M
IMTX icon
193
Immatics
IMTX
$1.24B
$1.03M 0.02%
100,000
– –
ACTTW
194
DELISTED
Act II Global Acquisition Corp Warrant
ACTTW
$990K 0.02%
900,000
– –
VTIQW
195
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$956K 0.02%
1,620,000
– –
MVSTW
196
DELISTED
Microvast Holdings Warrants
MVSTW
$944K 0.02%
1,600,000
– –
HYACW
197
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
$940K 0.02%
666,666
– –
BROGW
198
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$888K 0.02%
+1,200,000
New +$629K
MMP
199
DELISTED
Magellan Midstream Partners, L.P.
MMP
$880K 0.01%
14,000
– –
CQP icon
200
Cheniere Energy
CQP
$31.8B
$867K 0.01%
21,785
– –
6 7
8
9 10

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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.