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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
-2.84%
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
$2.99B
AUM Growth
-$2.93B
Cap. Flow
-$3.15B
Cap. Flow %
-105.49%
Top 10 Hldgs %
20.02%
Holding
648
New
182
Increased
47
Reduced
118
Closed
85

Top Buys

Rank Stock Value
1
ETFC
E*Trade Financial Corporation
ETFC
+$56.1M
2
FG
FGL Holdings Ordinary Shares
FG
+$41M
3
WTW icon
Willis Towers Watson
WTW
+$40.9M
4
LM
Legg Mason, Inc.
LM
+$39.5M
5
QGEN icon
Qiagen
QGEN
+$37.5M

Top Sells

Rank Stock Value
1
WCG
Wellcare Health Plans, Inc.
WCG
+$135M
2
MDCO
Medicines Co
MDCO
+$130M
3
ZAYO
Zayo Group Holdings, Inc.
ZAYO
+$119M
4
S
Sprint Corporation
S
+$114M
5
WBC
WABCO HOLDINGS INC.
WBC
+$97.4M

Sector Composition

Rank Sector Weight
1 Technology 11.26%
2 Healthcare 11.07%
3 Financials 9.57%
4 Consumer Discretionary 8.23%
5 Industrials 6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATCX
476
DELISTED
Atlas Technical Consultants, Inc. Class A Common Stock
ATCX
– –
-239,065
Closed -$2.44M
CHPMU
477
DELISTED
CHP Merger Corp. Unit
CHPMU
– –
-1,000,000
Closed -$10.2M
RVI
478
DELISTED
Retail Value Inc. Common Shares
RVI
– –
-75,335
Closed -$254K
TGP
479
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-36,000
Closed -$560K
AMHCU
480
DELISTED
Amplitude Healthcare Acquisition Corporation Unit
AMHCU
– –
-375,000
Closed -$3.77M
SFTW.U
481
DELISTED
Osprey Technology Acquisition Corp. Units, each consisting of one share of Class A Common Stock and
SFTW.U
– –
-750,000
Closed -$7.63M
PFPT
482
DELISTED
Proofpoint, Inc.
PFPT
– –
-22,444
Closed -$2.58M
DFNS.U
483
DELISTED
LGL Systems Acquisition Corp. Units
DFNS.U
– –
-115,000
Closed -$1.17M
SRACU
484
DELISTED
Stable Road Acquisition Corp. Unit
SRACU
– –
-500,000
Closed -$5.14M
ALUS.U
485
DELISTED
Alussa Energy Acquisition Corp
ALUS.U
– –
-650,000
Closed -$6.55M
FSRVU
486
DELISTED
FinServ Acquisition Corp. Unit, 1 Com, 1/2 Wt.
FSRVU
– –
-1,000,000
Closed -$10.2M
JIH.U
487
DELISTED
Juniper Industrial Holdings, Inc. Units, each consisting of one share of Class A common stock, $0.00
JIH.U
– –
-1,200,000
Closed -$12.1M
SJIU
488
DELISTED
South Jersey Industries, Inc.
SJIU
– –
-30,925
Closed -$1.62M
CIICU
489
DELISTED
CIIG Merger Corp. Units
CIICU
– –
-500,000
Closed -$5.06M
PTACU
490
DELISTED
PropTech Acquisition Corporation Unit
PTACU
– –
-650,000
Closed -$6.63M
HCCOU
491
DELISTED
Healthcare Merger Corp. Units
HCCOU
– –
-700,000
Closed -$7.25M
SAQNU
492
DELISTED
Software Acquisition Group Inc. Unit
SAQNU
– –
-400,000
Closed -$4.06M
PACQW
493
DELISTED
Pure Acquisition Corp. Warrant
PACQW
– –
-862,500
Closed -$845K
SPCE.WS
494
DELISTED
Virgin Galactic Holdings, Inc. Warrants, each whole warrant exercisable for one share of Common Stoc
SPCE.WS
– –
-83,334
Closed -$279K
WAAS
495
DELISTED
AquaVenture Holdings Limited
WAAS
– –
-112,294
Closed -$3.04M
AYR
496
DELISTED
Aircastle Ltd
AYR
– –
-187,012
Closed -$5.99M
INST
497
DELISTED
Instructure, Inc.
INST
– –
-174,909
Closed -$8.43M
CCC.WS
498
DELISTED
Clarivate Analytics Plc Warrants, each to purchase one Ordinary Share
CCC.WS
– –
-697,500
Closed -$4.36M
TIBRW
499
DELISTED
Tiberius Acquisition Corporation Warrant
TIBRW
– –
-1,057,500
Closed -$1.21M
PEGI
500
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-1,565,711
Closed -$41.9M
18 19
20
21 22

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EMPI
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HPG
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DTC
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AWA
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EAM
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ACM
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AQR Arbitrage's Q1 2020 Portfolio in Review

As of Q1 2020, AQR Arbitrage held 648 positions worth $2.99B, down 50% from $5.92B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

AQR Arbitrage withdrew a net $3.15B in Q1 2020, closing 85 positions and reducing 118 holdings. Its most notable exit was Wellcare Health Plans, Inc., an estimated $135M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 9.2% a quarter earlier, followed by Healthcare and Financials.

Against the trend, AQR Arbitrage opened a new position in E*Trade Financial Corporation worth $45.5M.

  • AQR Arbitrage's largest Q1 2020 buy was E*Trade Financial Corporation: 1,327,217 shares worth $45.5M.
  • AQR Arbitrage added most to IBERIABANK Corp in Q1 2020, an estimated $25.8M increase.
  • AQR Arbitrage's biggest Q1 2020 reduction was Sprint Corporation, cutting an estimated $114M.
  • AQR Arbitrage fully exited Wellcare Health Plans, Inc. in Q1 2020, selling an estimated $135M.
  • AQR Arbitrage's ten largest holdings make up 20% of its $2.99B portfolio in Q1 2020.
  • AQR Arbitrage opened 182 new positions and closed 85 in Q1 2020.
  • AQR Arbitrage's portfolio value fell 50% quarter-over-quarter to $2.99B.

Based on AQR Arbitrage's 13F filing for Q1 2020, filed 15 May 2020.