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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
GOEV
126
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$2.02M 0.07%
435
-869
-67% -$4.07M
UPH
127
DELISTED
UpHealth, Inc.
UPH
$2.02M 0.07%
20,300
-15,000
-42% -$1.49M
SFT
128
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$2.01M 0.07%
20,000
-22,000
-52% -$2.2M
SCPE
129
DELISTED
SC Health Corporation
SCPE
$2.01M 0.07%
200,000
– –
HIMS icon
130
Hims & Hers Health
HIMS
$7B
$2M 0.07%
199,998
– –
PAYA
131
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$2M 0.07%
200,000
-250,000
-56% -$2.54M
SCVX.U
132
DELISTED
SCVX Corp. Units, each consisting of one Class A ordinary share, $0.0001 par value per share, and on
SCVX.U
$1.99M 0.07%
+200,000
New +$2.03M
TRIT
133
DELISTED
Triterras, Inc. Class A Ordinary Shares
TRIT
$1.97M 0.07%
200,000
-266,400
-57% -$2.65M
NEA icon
134
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$1.97M 0.07%
+145,653
New +$2.07M
UWMC icon
135
UWM Holdings
UWMC
$624M
$1.94M 0.06%
+200,000
New +$1.86M
ZGYHU
136
DELISTED
Yunhong International Unit
ZGYHU
$1.9M 0.06%
+200,000
New +$1.97M
BDXA
137
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$1.87M 0.06%
34,150
– –
GTX icon
138
Garrett Motion
GTX
$5.77B
$1.84M 0.06%
643,844
-17,428
-3% -$127K
DCUE
139
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$1.82M 0.06%
19,350
-14,875
-43% -$1.55M
HCCH
140
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$1.58M 0.05%
151,887
– –
HPK icon
141
HighPeak Energy
HPK
$855M
$1.56M 0.05%
150,000
– –
HYMC icon
142
Hycroft Mining Holding Corp
HYMC
$1.87B
$1.55M 0.05%
15,000
-15,000
-50% -$1.54M
ALGR
143
DELISTED
Allegro Merger Corp
ALGR
$1.55M 0.05%
150,000
– –
BMTX
144
DELISTED
BM Technologies, Inc.
BMTX
$1.54M 0.05%
150,000
-6,400
-4% -$65.8K
TTCF
145
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$1.54M 0.05%
150,000
– –
GDYNW
146
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
$1.54M 0.05%
+810,000
New +$1.36M
VLDR
147
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$1.53M 0.05%
150,000
-66,000
-31% -$673K
ADN
148
DELISTED
Advent Technologies
ADN
$1.52M 0.05%
5,000
-7,000
-58% -$2.13M
LIVK
149
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
$1.52M 0.05%
+160,000
New +$1.56M
FSR
150
DELISTED
Fisker Inc.
FSR
$1.52M 0.05%
150,000
-89,998
-37% -$915K
4 5
6
7 8

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CIS
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HCM
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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.