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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
AKS
501
DELISTED
AK Steel Holding Corp
AKS
– –
-913,371
Closed -$3M
INXN
502
DELISTED
Interxion Holding N.V.
INXN
– –
-400,000
Closed -$33.5M
ZAYO
503
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-3,438,231
Closed -$119M
CTACW
504
DELISTED
ChaSerg Technology Acquisition Corp. Warrant
CTACW
– –
-810,000
Closed -$1.78M
TKKSW
505
DELISTED
TKK Symphony Acquisition Corporation Warrant
TKKSW
– –
-1,850,000
Closed -$111K
BRPM.WS
506
DELISTED
B. Riley Principal Merger Corp. Warrants, each whole warrant exercisable for one share of Class A co
BRPM.WS
– –
-425,000
Closed -$349K
BWMCW
507
DELISTED
Boxwood Merger Corp. Warrant
BWMCW
– –
-1,749,800
Closed -$1.08M
GRSHW
508
DELISTED
Gores Holdings III, Inc. Warrants
GRSHW
– –
-333,332
Closed -$517K
GSAH.WS
509
DELISTED
GS Acquisition Holdings Corp Warrants, each whole warrant exercisable for one share of Class A Commo
GSAH.WS
– –
-500,000
Closed -$1.15M
IPHS
510
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-83,802
Closed -$2.68M
VRTSP
511
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
– –
-17,975
Closed -$1.82M
CBPX
512
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-262,613
Closed -$9.57M
LPT
513
DELISTED
Liberty Property Trust
LPT
– –
-755,000
Closed -$45.3M
ESTRW
514
DELISTED
Estre Ambiental, Inc
ESTRW
– –
-661,870
Closed -$4K
CISN
515
DELISTED
Cision Ltd. Ordinary Share
CISN
– –
-1,122,878
Closed -$11.2M
ACHN
516
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-3,161,883
Closed -$19.1M
WCG
517
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-410,180
Closed -$135M
ARQL
518
DELISTED
Arqule Inc
ARQL
– –
-1,350,000
Closed -$26.9M
BOLD
519
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-1,358,308
Closed -$81.3M
SRCI
520
DELISTED
SRC Energy Inc
SRCI
– –
-1,013,937
Closed -$4.18M
WAIR
521
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-898,496
Closed -$9.9M
MDCO
522
DELISTED
Medicines Co
MDCO
– –
-1,528,417
Closed -$130M
IBTX
523
DELISTED
Independent Bank Group, Inc.
IBTX
– –
-346,021
Closed -$19.2M
NUO
524
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
– –
-10,609
Closed -$164K
LIVKU
525
DELISTED
LIV Capital Acquisition Corp. Unit
LIVKU
– –
-160,000
Closed -$1.61M
18 19 20
21
22

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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.