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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
NWSA icon
176
News Corp Class A
NWSA
$14.8B
$768K 0.03%
+85,532
New +$1.08M
BROGW
177
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$764K 0.03%
955,002
-244,998
-20% -$222K
VGM icon
178
Invesco Trust Investment Grade Municipals
VGM
$549M
$755K 0.03%
+62,481
New +$795K
CFFAW
179
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$750K 0.03%
1,500,000
– –
FTACW
180
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$748K 0.03%
1,150,000
– –
LSAK icon
181
Lesaka Technologies
LSAK
$392M
$723K 0.02%
+248,450
New +$919K
LHC.WS
182
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$714K 0.02%
1,115,000
– –
KTF
183
DWS Municipal Income Trust
KTF
$347M
$710K 0.02%
+65,869
New +$745K
BTRSW
184
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$705K 0.02%
750,000
– –
HYACW
185
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
$700K 0.02%
666,666
– –
HQH
186
abrdn Healthcare Investors
HQH
$1.24B
$696K 0.02%
39,088
+11,591
+42% +$229K
GDV icon
187
Gabelli Dividend & Income Trust
GDV
$2.61B
$695K 0.02%
46,913
+25,850
+123% +$504K
TRNE.WS
188
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$690K 0.02%
1,150,000
– –
VKI icon
189
Invesco Advantage Municipal Income Trust II
VKI
$396M
$683K 0.02%
+66,496
New +$732K
MQY icon
190
BlackRock MuniYield Quality Fund
MQY
$810M
$678K 0.02%
+46,588
New +$694K
PGEN icon
191
Precigen
PGEN
$1.93B
$666K 0.02%
195,834
-54,849
-22% -$237K
RQI icon
192
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$644K 0.02%
+71,205
New +$902K
ADV icon
193
Advantage Solutions
ADV
$504M
$640K 0.02%
2,400
-600
-20% -$162K
UTF icon
194
Cohen & Steers Infrastructure Fund
UTF
$3.1B
$637K 0.02%
+33,767
New +$812K
IQI icon
195
Invesco Quality Municipal Securities
IQI
$526M
$636K 0.02%
+54,302
New +$675K
FTV.PRA
196
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
$633K 0.02%
875
-17,175
-95% -$15.2M
ACTTW
197
DELISTED
Act II Global Acquisition Corp Warrant
ACTTW
$630K 0.02%
900,000
– –
MVSTW
198
DELISTED
Microvast Holdings Warrants
MVSTW
$624K 0.02%
1,600,000
– –
EXG icon
199
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.92B
$607K 0.02%
+95,179
New +$766K
MHI
200
DELISTED
Pioneer Municipal High Income Fund
MHI
$598K 0.02%
+52,800
New +$625K
6 7
8
9 10

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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.