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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
BDJ icon
201
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$597K 0.02%
+91,463
New +$781K
MAV
202
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$591K 0.02%
+58,040
New +$627K
ETW
203
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$581K 0.02%
+77,907
New +$729K
CELUW
204
DELISTED
Celularity Inc
CELUW
$580K 0.02%
1,000,000
– –
EIM
205
Eaton Vance Municipal Bond Fund
EIM
$493M
$575K 0.02%
+46,100
New +$590K
DEACW
206
DELISTED
Diamond Eagle Acquisition Corp. Warrant
DEACW
$572K 0.02%
200,000
– –
RA
207
Brookfield Real Assets Income Fund
RA
$704M
$562K 0.02%
+38,257
New +$764K
BFZ
208
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$559K 0.02%
+44,062
New +$597K
DSM
209
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$539K 0.02%
+75,171
New +$585K
CQP icon
210
Cheniere Energy
CQP
$30.5B
$536K 0.02%
19,842
-1,943
-9% -$66.5K
MYD
211
DELISTED
BlackRock MuniYield Fund
MYD
$536K 0.02%
+42,170
New +$605K
INSUW
212
DELISTED
Insurance Acquisition Corp. Warrant
INSUW
$536K 0.02%
+550,000
New +$641K
MUDSW
213
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
$532K 0.02%
1,520,755
-729,245
-32% -$473K
IGD
214
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$506M
$528K 0.02%
115,775
+15,071
+15% +$85.7K
IDE
215
Voya Infrastructure, Industrials and Materials Fund
IDE
$200M
$525K 0.02%
64,516
+8,753
+16% +$91K
GOEVW
216
DELISTED
Canoo Inc. Warrant
GOEVW
$525K 0.02%
1,500,000
– –
RMG.WS
217
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
$517K 0.02%
833,332
– –
ASLEW
218
DELISTED
AerSale Corp Warrants
ASLEW
$504K 0.02%
1,680,597
– –
RVT icon
219
Royce Value Trust
RVT
$2.21B
$500K 0.02%
+51,698
New +$685K
PAEWW
220
DELISTED
PAE Incorporated Warrants
PAEWW
$497K 0.02%
+333,332
New +$702K
ADNWW
221
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$495K 0.02%
2,300,000
– –
TCP
222
DELISTED
TC Pipelines LP
TCP
$494K 0.02%
17,965
+2,265
+14% +$84.6K
BPMP
223
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
$477K 0.02%
51,205
+31,205
+156% +$406K
NKX icon
224
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$652M
$474K 0.02%
+33,474
New +$507K
PACK.WS
225
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$466K 0.02%
405,000
-80,000
-16% -$98.9K
7 8
9
10 11

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JWBC
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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.