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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
NUV icon
401
Nuveen Municipal Value Fund
NUV
$1.91B
$100K ﹤0.01%
+10,251
New +$108K
ACEL.WS
402
DELISTED
Accel Entertainment Inc Warrant
ACEL.WS
$100K ﹤0.01%
66,666
– –
FIV
403
DELISTED
First Trust Senior Floating Rate 2022 Target Term Fund Common Shares of Beneficial Interest
FIV
$93K ﹤0.01%
+12,744
New +$110K
ARYAW
404
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$92K ﹤0.01%
50,000
– –
TIVO
405
DELISTED
Tivo Inc
TIVO
$92K ﹤0.01%
12,971
-401,660
-97% -$2.96M
IGA
406
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$89K ﹤0.01%
+11,598
New +$112K
NESRW
407
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$86K ﹤0.01%
259,500
– –
PHT
408
DELISTED
Pioneer High Income Fund
PHT
$85K ﹤0.01%
+13,308
New +$117K
IGR
409
CBRE Global Real Estate Income Fund
IGR
$719M
$84K ﹤0.01%
+15,966
New +$116K
EHI
410
Western Asset Global High Income Fund
EHI
$175M
$82K ﹤0.01%
+10,989
New +$104K
GLEO.WS
411
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
$81K ﹤0.01%
325,000
– –
BGR icon
412
BlackRock Energy and Resources Trust
BGR
$406M
$78K ﹤0.01%
+12,334
New +$123K
JDD
413
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$77K ﹤0.01%
+10,947
New +$107K
OAC.WS
414
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$69K ﹤0.01%
66,666
– –
HGLB
415
Highland Global Allocation Fund
HGLB
$171M
$63K ﹤0.01%
+14,534
New +$115K
MCN
416
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$58K ﹤0.01%
11,560
-335
-3% -$2.04K
SMC
417
Summit Midstream
SMC
$412M
$57K ﹤0.01%
6,240
+3,840
+160% +$130K
ALGRW
418
DELISTED
Allegro Merger Corp Warrant
ALGRW
$54K ﹤0.01%
900,000
– –
SONGW
419
DELISTED
Akazoo SA Warrant
SONGW
$48K ﹤0.01%
147,836
– –
LIVKW
420
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
$41K ﹤0.01%
+160,000
New +$54.9K
THWWW
421
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$40K ﹤0.01%
266,666
– –
GRNVR
422
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
$39K ﹤0.01%
170,000
– –
KBLMW
423
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$35K ﹤0.01%
500,000
– –
DSKEW
424
DELISTED
Daseke, Inc. Warrant
DSKEW
$34K ﹤0.01%
378,003
– –
ESSCR
425
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$33K ﹤0.01%
+275,000
New +$33K
15 16
17
18 19

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JWBC
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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.