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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
CEQP
201
DELISTED
Crestwood Equity Partners LP
CEQP
$861K 0.01%
27,936
– –
TRGP icon
202
Targa Resources
TRGP
$60.4B
$858K 0.01%
21,184
– –
PSXP
203
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$857K 0.01%
13,900
– –
EPD icon
204
Enterprise Products Partners
EPD
$83.8B
$845K 0.01%
30,000
– –
PACQW
205
DELISTED
Pure Acquisition Corp. Warrant
PACQW
$845K 0.01%
862,500
– –
CELUW
206
DELISTED
Celularity Inc
CELUW
$800K 0.01%
1,000,000
– –
LVOXW
207
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$800K 0.01%
1,000,000
– –
GRAF.WS
208
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$781K 0.01%
1,782,000
– –
ADV icon
209
Advantage Solutions
ADV
$484M
$758K 0.01%
3,000
– –
WMB icon
210
Williams Companies
WMB
$90.5B
$747K 0.01%
31,910
– –
FMCIW
211
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$745K 0.01%
1,620,000
– –
LHC.WS
212
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$739K 0.01%
1,115,000
– –
ADNWW
213
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$713K 0.01%
2,300,000
– –
NFH.WS
214
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$689K 0.01%
+450,000
New +$635K
HESM icon
215
Hess Midstream
HESM
$5.22B
$687K 0.01%
30,300
– –
ATLC icon
216
Atlanticus Holdings
ATLC
$1.5B
$676K 0.01%
75,008
-32,858
-30% -$260K
BTRSW
217
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$674K 0.01%
750,000
– –
LGC.WS
218
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$672K 0.01%
1,250,000
– –
BRMK.WS
219
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$665K 0.01%
+1,750,000
New +$533K
TCP
220
DELISTED
TC Pipelines LP
TCP
$664K 0.01%
15,700
– –
PAA icon
221
Plains All American Pipeline
PAA
$17.4B
$662K 0.01%
36,000
– –
IDE
222
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$642K 0.01%
55,763
+31,092
+126% +$351K
IGD
223
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$623K 0.01%
100,704
+79,891
+384% +$487K
LACQW
224
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$619K 0.01%
625,000
– –
CNXM
225
DELISTED
CNX Midstream Partners LP
CNXM
$593K 0.01%
36,000
– –
7 8
9
10 11

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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.