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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
FSCT
26
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$29.7M 0.99%
+938,919
New +$29.4M
S
27
DELISTED
Sprint Corporation
S
$28M 0.94%
3,249,362
-16,226,494
-83% -$114M
IBKC
28
DELISTED
IBERIABANK Corp
IBKC
$26M 0.87%
720,348
+413,870
+135% +$25.8M
TMUS icon
29
T-Mobile US
TMUS
$193B
$21.8M 0.73%
+260,225
New +$22M
DLPH
30
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$21.3M 0.71%
+2,643,403
New +$32.8M
CHNGU
31
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$19.4M 0.65%
450,177
+2
+0% +$106
GNW icon
32
Genworth Financial
GNW
$3.8B
$17.4M 0.58%
5,239,513
-3,412,659
-39% -$14.2M
CBB
33
DELISTED
Cincinnati Bell Inc.
CBB
$17.4M 0.58%
1,186,793
+780,432
+192% +$10.1M
HXL icon
34
Hexcel
HXL
$8.32B
$16.2M 0.54%
+436,800
New +$28.2M
RESI
35
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$13.4M 0.45%
+1,122,018
New +$13.1M
CSFL
36
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$13.1M 0.44%
+759,263
New +$16.5M
TERP
37
DELISTED
TerraForm Power, Inc
TERP
$12.9M 0.43%
+821,177
New +$14.3M
RTN
38
DELISTED
Raytheon Company
RTN
$12.4M 0.41%
94,314
-132,994
-59% -$26.3M
GNOG
39
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$11.8M 0.39%
1,193,432
-556,564
-32% -$5.52M
CELU icon
40
Celularity
CELU
$21.7M
$11.3M 0.38%
114,880
-25,000
-18% -$2.47M
CHPT icon
41
ChargePoint
CHPT
$133M
$11.2M 0.37%
58,000
-27,000
-32% -$5.34M
GFLU
42
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$11M 0.37%
+261,075
New +$11.7M
JIH
43
DELISTED
Juniper Industrial Holdings, Inc.
JIH
$10.1M 0.34%
+1,050,000
New +$10.3M
ARKO icon
44
ARKO Corp
ARKO
$890M
$9.79M 0.33%
999,999
-998,999
-50% -$10.1M
LATN
45
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
$9.78M 0.33%
1,000,000
– –
THBR
46
DELISTED
Thunder Bridge Acquisition II, Ltd. Class A Ordinary Shares
THBR
$9.75M 0.33%
1,000,000
– –
ALC icon
47
Alcon
ALC
$33.1B
$8.94M 0.3%
175,852
-50,926
-22% -$2.93M
ILPT
48
Industrial Logistics Properties Trust
ILPT
$613M
$8.8M 0.29%
501,957
-63,829
-11% -$1.34M
CTVA icon
49
Corteva
CTVA
$59.7B
$8.54M 0.29%
363,590
-119,843
-25% -$3.3M
ASTS icon
50
AST SpaceMobile
ASTS
$16.8B
$8.33M 0.28%
850,000
-150,000
-15% -$1.49M
1
2
3 4 5

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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.