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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
CLVR
151
DELISTED
Clever Leaves Holdings Inc. Common Shares
CLVR
$1.52M 0.05%
5,000
-4,600
-48% -$1.4M
SNAX
152
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$1.51M 0.05%
10,000
– –
LGHL
153
Lion Group Holding
LGHL
$987K
$1.5M 0.05%
1
– –
LPRO
154
Open Lending Corp
LPRO
$372M
$1.47M 0.05%
144,865
-133
-0.1% -$1.4K
BTT icon
155
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.43M 0.05%
+63,078
New +$1.51M
FSB
156
DELISTED
Franklin Financial Network, Inc.
FSB
$1.38M 0.05%
+67,794
New +$2.16M
QTS.PRB
157
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$1.35M 0.05%
10,450
-7,650
-42% -$999K
GOL
158
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$1.28M 0.04%
301,042
+215,707
+253% +$2.74M
NAD icon
159
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$1.24M 0.04%
+89,864
New +$1.3M
HHH icon
160
Howard Hughes
HHH
$3.93B
$1.19M 0.04%
24,639
– –
EMBJ
161
Embraer S.A. ADS
EMBJ
$12.1B
$1.18M 0.04%
+159,946
New +$2.42M
IRNT
162
DELISTED
IronNet, Inc.
IRNT
$1.12M 0.04%
+115,000
New +$1.07M
ATCXW
163
DELISTED
Atlas Technical Consultants, Inc. Warrant
ATCXW
$1.06M 0.04%
+1,565,744
New +$1.04M
ATLC icon
164
Atlanticus Holdings
ATLC
$1.58B
$1.03M 0.03%
103,450
+28,442
+38% +$333K
IMTX icon
165
Immatics
IMTX
$1.18B
$1.02M 0.03%
100,000
– –
VCV icon
166
Invesco California Value Municipal Income Trust
VCV
$516M
$999K 0.03%
+88,131
New +$1.1M
KLR.WS
167
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$956K 0.03%
1,125,000
– –
PGNX
168
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$942K 0.03%
247,948
-807,916
-77% -$3.48M
BBN icon
169
BlackRock Taxable Municipal Bond Trust
BBN
$971M
$918K 0.03%
+42,111
New +$1.03M
VRT.WS
170
DELISTED
Vertiv Holdings Co Warrants, each whole warrant exercisable for one share of Class A Common Stock at
VRT.WS
$900K 0.03%
+500,000
New +$1.35M
NAC icon
171
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$872K 0.03%
+63,660
New +$937K
MYI icon
172
BlackRock MuniYield Quality Fund III
MYI
$713M
$863K 0.03%
+67,536
New +$913K
LVOXW
173
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$850K 0.03%
1,000,000
– –
EVN
174
Eaton Vance Municipal Income Trust
EVN
$422M
$847K 0.03%
+70,678
New +$901K
CHX
175
DELISTED
ChampionX
CHX
$807K 0.03%
140,304
-269,405
-66% -$5.6M
5 6
7
8 9

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 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
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

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.