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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
ACA icon
51
Arcosa
ACA
$7.12B
$8.25M 0.28%
207,693
-146,682
-41% -$6.2M
FREE
52
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
$7.9M 0.26%
800,000
-50,000
-6% -$504K
MAPS
53
DELISTED
WM TECHNOLOGY INC A
MAPS
$7.87M 0.26%
800,000
– –
SRTA
54
Strata Critical Medical Inc
SRTA
$436M
$7.74M 0.26%
799,998
-199,998
-20% -$1.99M
KPLT icon
55
Katapult Holdings
KPLT
$32.8M
$7.68M 0.26%
+32,000
New +$7.84M
ILMN icon
56
Illumina
ILMN
$29.4B
$7.47M 0.25%
28,375
-35,296
-55% -$9.87M
RMO
57
DELISTED
Romeo Power, Inc.
RMO
$7.44M 0.25%
749,896
-700,000
-48% -$6.98M
LOTZ
58
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$6.89M 0.23%
700,000
-300,000
-30% -$3M
FOXA icon
59
Fox Class A
FOXA
$23.2B
$6.89M 0.23%
291,623
-72,718
-20% -$2.39M
CHPM
60
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
$6.55M 0.22%
+675,000
New +$6.64M
SPRU icon
61
Spruce Power Holding Corp
SPRU
$39.9M
$6.44M 0.22%
81,250
-43,750
-35% -$3.48M
ASLE icon
62
AerSale
ASLE
$292M
$6.34M 0.21%
630,597
-150,000
-19% -$1.52M
BTRS
63
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$6.3M 0.21%
650,000
-150,000
-19% -$1.49M
ALUS
64
DELISTED
Alussa Energy Acquisition Corp
ALUS
$6.24M 0.21%
+650,000
New +$6.37M
DOW icon
65
Dow Inc
DOW
$21.6B
$6.19M 0.21%
211,571
-56,611
-21% -$2.41M
IAA
66
DELISTED
IAA, Inc. Common Stock
IAA
$6.14M 0.21%
204,902
-64,121
-24% -$2.77M
RIDE
67
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$5.98M 0.2%
40,000
-46,667
-54% -$6.99M
HOFV
68
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
$5.88M 0.2%
37,450
– –
THCA
69
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$5.84M 0.2%
600,000
-350,000
-37% -$3.45M
BKSY icon
70
BlackSky Technology
BKSY
$800M
$5.83M 0.2%
+75,000
New +$5.91M
LTHM
71
DELISTED
Livent Corporation
LTHM
$5.76M 0.19%
1,096,453
-184,947
-14% -$1.56M
WH icon
72
Wyndham Hotels & Resorts
WH
$5.46B
$5.75M 0.19%
182,382
-65,794
-27% -$3.35M
FTDR icon
73
Frontdoor
FTDR
$5.02B
$5.7M 0.19%
163,914
-167,567
-51% -$7.13M
KTB icon
74
Kontoor Brands
KTB
$4.62B
$5.7M 0.19%
297,383
-87,998
-23% -$3.14M
LFLY
75
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$5.7M 0.19%
30,000
-7,500
-20% -$1.46M
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.