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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
CNP.PRB
101
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$3.18M 0.11%
108,750
-122,675
-53% -$5.13M
TCBI icon
102
Texas Capital Bancshares
TCBI
$4.28B
$3.17M 0.11%
+142,790
New +$6.62M
VTIQW
103
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
$3.16M 0.11%
1,620,000
– –
SHPW
104
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$3.15M 0.11%
40,625
– –
AVPT icon
105
AvePoint
AVPT
$2.72B
$3.13M 0.1%
320,000
-80,000
-20% -$791K
CCXX.U
106
DELISTED
Churchill Capital Corp III Units, each consisting of one share of Class A Common Stock and one-fourt
CCXX.U
$3M 0.1%
+300,000
New +$3.05M
GNRSU
107
DELISTED
Greenrose Acquisition Corp. Unit
GNRSU
$2.91M 0.1%
+300,000
New +$2.95M
NZF icon
108
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$2.83M 0.09%
+200,875
New +$3.16M
CURI icon
109
CuriosityStream
CURI
$145M
$2.8M 0.09%
+290,880
New +$2.87M
SKIL icon
110
Skillsoft
SKIL
$59.5M
$2.79M 0.09%
14,000
-3,500
-20% -$733K
NEE.PRO
111
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$2.76M 0.09%
56,425
-62,625
-53% -$3.23M
RPLA
112
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$2.75M 0.09%
280,000
-150,000
-35% -$1.5M
JSPR icon
113
Jasper Therapeutics
JSPR
$22.7M
$2.69M 0.09%
+28,125
New +$2.75M
VNE
114
DELISTED
Veoneer, Inc.
VNE
$2.67M 0.09%
364,536
+872
+0.2% +$10.4K
ESSC
115
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
$2.65M 0.09%
+275,000
New +$2.61M
SRE.PRA
116
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$2.62M 0.09%
27,925
-26,300
-49% -$3M
BMRN icon
117
BioMarin Pharmaceuticals
BMRN
$11.6B
$2.54M 0.09%
30,756
-12,125
-28% -$1.04M
DM
118
DELISTED
Desktop Metal, Inc.
DM
$2.48M 0.08%
25,000
-61,000
-71% -$6.09M
ARLO icon
119
Arlo Technologies
ARLO
$1.51B
$2.42M 0.08%
997,602
-31,914
-3% -$111K
DTP
120
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$2.23M 0.07%
55,875
-28,225
-34% -$1.33M
ETRN
121
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$2.2M 0.07%
493,914
-10,119
-2% -$88.6K
IIM icon
122
Invesco Value Municipal Income Trust
IIM
$585M
$2.18M 0.07%
+153,890
New +$2.33M
LACQ
123
DELISTED
Leisure Acquisition Corp.
LACQ
$2.09M 0.07%
200,000
-100,000
-33% -$1.04M
ID
124
DELISTED
PARTS iD, Inc.
ID
$2.07M 0.07%
200,000
-100,000
-33% -$1.03M
LSEA
125
DELISTED
Landsea Homes
LSEA
$2.04M 0.07%
200,000
– –
3 4
5
6 7

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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.