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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
HYLN icon
76
Hyliion Holdings
HYLN
$681M
$5.53M 0.18%
562,350
-515,588
-48% -$5.13M
IPV.U
77
DELISTED
InterPrivate Acquisition Corp. Units, each consisting of one share of common stock, $.0001 par value
IPV.U
$5.44M 0.18%
+550,000
New +$5.52M
TLMD
78
DELISTED
SOC Telemed, Inc. Class A Common Stock
TLMD
$5.42M 0.18%
+550,000
New +$5.43M
NVT icon
79
nVent Electric
NVT
$24.1B
$5.15M 0.17%
310,804
-255,849
-45% -$5.97M
CARO
80
DELISTED
Carolina Financial Corp.
CARO
$4.95M 0.17%
191,166
+95,166
+99% +$3.32M
PRCH icon
81
Porch Group
PRCH
$1.39B
$4.8M 0.16%
+487,500
New +$4.79M
NMRK icon
82
Newmark Group
NMRK
$2.82B
$4.39M 0.15%
1,033,976
-272,003
-21% -$2.67M
CFXA
83
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$4.33M 0.14%
48,775
-110,175
-69% -$15.3M
MINI
84
DELISTED
Mobile Mini Inc
MINI
$4.33M 0.14%
+164,955
New +$5.99M
GCMG icon
85
GCM Grosvenor
GCMG
$756M
$4.29M 0.14%
417,006
-500,000
-55% -$5.15M
OPB
86
DELISTED
Opus Bank Common Stock
OPB
$4.07M 0.14%
+235,000
New +$5.48M
LAZR
87
DELISTED
Luminar Technologies
LAZR
$4.06M 0.14%
26,667
-6,666
-20% -$1.04M
CCAC.U
88
DELISTED
CITIC Capital Acquisition Corp. Units, each consisting of one Class A ordinary share, $0.0001 par va
CCAC.U
$3.94M 0.13%
+400,000
New +$4M
CVET
89
DELISTED
Covetrus, Inc. Common Stock
CVET
$3.88M 0.13%
482,874
-5,069
-1% -$57.9K
SOLN
90
DELISTED
The Southern Company
SOLN
$3.81M 0.13%
85,375
-24,450
-22% -$1.28M
MNTS icon
91
Momentus
MNTS
$90.2M
$3.66M 0.12%
+30
New +$3.68M
CIIC
92
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
$3.64M 0.12%
+375,000
New +$3.68M
UTZ icon
93
Utz Brands
UTZ
$1.25B
$3.58M 0.12%
349,998
– –
GB
94
DELISTED
Global Blue Group Holding
GB
$3.54M 0.12%
349,998
– –
REZI icon
95
Resideo Technologies
REZI
$5.34B
$3.52M 0.12%
727,867
-11,741
-2% -$111K
PPLI
96
People Inc
PPLI
$3.15B
$3.49M 0.12%
108,864
-46,213
-30% -$1.83M
NVG icon
97
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
$3.48M 0.12%
+237,410
New +$3.83M
LVOX
98
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$3.45M 0.12%
350,000
-250,000
-42% -$2.5M
OPTU
99
Optimum Communications Inc
OPTU
$298M
$3.33M 0.11%
149,285
-415,094
-74% -$10.8M
MVST icon
100
Microvast
MVST
$267M
$3.19M 0.11%
320,000
-150,000
-32% -$1.49M
2 3
4
5 6

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.