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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
STRDW
426
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$33K ﹤0.01%
222,879
– –
CPAAW
427
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$27K ﹤0.01%
18,750
– –
BRPAR
428
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$26K ﹤0.01%
200,000
– –
RVPHW
429
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$23K ﹤0.01%
250,000
– –
MCOMW
430
DELISTED
micromobility.com Inc. Warrant
MCOMW
$23K ﹤0.01%
170,000
– –
IEAWW
431
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$21K ﹤0.01%
343,006
– –
PAACW
432
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
$20K ﹤0.01%
400,000
– –
ESSCW
433
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$19K ﹤0.01%
+275,000
New +$16.2K
LOACR
434
DELISTED
Longevity Acquisition Corporation Right
LOACR
$19K ﹤0.01%
125,000
– –
BFIIW
435
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$17K ﹤0.01%
250,000
– –
NSCO.WS
436
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$15K ﹤0.01%
83,328
-5
-0% -$2
LOACW
437
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$14K ﹤0.01%
125,000
– –
HCCHW
438
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$14K ﹤0.01%
270,000
– –
WRLSW
439
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
$13K ﹤0.01%
250,000
– –
PHUNW
440
DELISTED
Phunware, Inc. Warrants
PHUNW
$7K ﹤0.01%
58,632
– –
ROSEW
441
DELISTED
Rosehill Resources Inc.
ROSEW
$7K ﹤0.01%
244,800
– –
NRXPW
442
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$6K ﹤0.01%
100,000
– –
AGD
443
abrdn Global Dynamic Dividend Fund
AGD
$315M
– –
-13,342
Closed -$139K
ALTG icon
444
Alta Equipment Group
ALTG
$207M
– –
-370,000
Closed -$3.7M
AM icon
445
Antero Midstream
AM
$10.3B
– –
-52,600
Closed -$399K
BGY icon
446
BlackRock Enhanced International Dividend Trust
BGY
$513M
– –
-30,242
Closed -$178K
BRBR icon
447
BellRing Brands
BRBR
$1.59B
– –
-10,000
Closed -$213K
BROG
448
DELISTED
Brooge Energy
BROG
– –
-120,000
Closed -$1.05M
CRNC icon
449
Cerence
CRNC
$368M
– –
-17,557
Closed -$397K
CYCN icon
450
Cyclerion Therapeutics
CYCN
$15.2M
– –
-742
Closed -$40K
16 17
18
19 20

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CIS
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EMPI
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HPG
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DTC
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AWA
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EAM
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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.