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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
VMO icon
251
Invesco Municipal Opportunity Trust
VMO
$653M
$383K 0.01%
+33,435
New +$413K
ALTG.WS
252
DELISTED
Alta Equipment Group Warrants
ALTG.WS
$383K 0.01%
+425,000
New +$491K
MMU
253
Western Asset Managed Municipals Fund
MMU
$549M
$382K 0.01%
+31,912
New +$419K
MUS
254
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$381K 0.01%
31,897
+17,606
+123% +$220K
EAD
255
Allspring Income Opportunities Fund
EAD
$373M
$378K 0.01%
+59,264
New +$461K
MFM
256
Aberdeen Municipal Income Fund
MFM
$221M
$378K 0.01%
+59,180
New +$409K
SHLX
257
DELISTED
Shell Midstream Partners, L.P.
SHLX
$374K 0.01%
37,501
+11,501
+44% +$196K
JRO
258
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$370K 0.01%
49,785
+22,603
+83% +$206K
NRK icon
259
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$904M
$366K 0.01%
+29,309
New +$392K
AOD
260
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$364K 0.01%
+55,312
New +$453K
EFR
261
Eaton Vance Senior Floating-Rate Fund
EFR
$312M
$362K 0.01%
36,603
+15,939
+77% +$199K
LOTZW
262
DELISTED
CarLotz, Inc. Warrant
LOTZW
$360K 0.01%
750,000
– –
ADX icon
263
Adams Diversified Equity Fund
ADX
$3.08B
$354K 0.01%
+28,104
New +$418K
BOE icon
264
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$354K 0.01%
42,722
+5,459
+15% +$55.2K
SBE.WS
265
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$353K 0.01%
566,666
– –
BFK
266
DELISTED
BlackRock Municipal Income Trust
BFK
$350K 0.01%
+27,001
New +$376K
THBRW
267
DELISTED
Thunder Bridge Acquisition II, Ltd. Warrants
THBRW
$350K 0.01%
500,000
– –
DPHCW
268
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$345K 0.01%
766,666
– –
MPLX icon
269
MPLX
MPLX
$60.1B
$342K 0.01%
29,395
-15,900
-35% -$326K
BLW icon
270
BlackRock Limited Duration Income Trust
BLW
$492M
$341K 0.01%
+27,007
New +$408K
RPLA.WS
271
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$339K 0.01%
575,000
– –
JIH.WS
272
DELISTED
Juniper Industrial Holdings, Inc. Redeemable warrants included as part of the units
JIH.WS
$336K 0.01%
+600,000
New +$487K
BXMX
273
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$334K 0.01%
+33,056
New +$412K
TY icon
274
TRI-Continental Corp
TY
$1.86B
$334K 0.01%
+15,997
New +$418K
MYN icon
275
BlackRock MuniYield New York Quality Fund
MYN
$375M
$330K 0.01%
+27,004
New +$350K
9 10
11
12 13

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.