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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
NXJ
326
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$214K 0.01%
+15,901
New +$230K
BHK icon
327
BlackRock Core Bond Trust
BHK
$646M
$213K 0.01%
+16,084
New +$234K
PNBK icon
328
Patriot National Bancorp
PNBK
$129M
$211K 0.01%
34,442
– –
VPV icon
329
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
$210K 0.01%
+17,293
New +$223K
BLE
330
DELISTED
BlackRock Municipal Income Trust II
BLE
$208K 0.01%
+15,583
New +$230K
BNY
331
DELISTED
BlackRock New York Municipal Income Trust
BNY
$204K 0.01%
15,359
+1,853
+14% +$25.8K
VMM
332
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$204K 0.01%
16,497
-1,679
-9% -$22.2K
FEAC.U
333
DELISTED
Flying Eagle Acquisition Corp. Units, each consisting of one share of Class A common stock and one-f
FEAC.U
$199K 0.01%
+20,000
New +$199K
GPAQW
334
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$199K 0.01%
1,106,820
– –
EVV
335
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$194K 0.01%
+18,394
New +$228K
VTA
336
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$194K 0.01%
+24,336
New +$257K
ETG
337
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.75B
$193K 0.01%
+16,172
New +$264K
MHN
338
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$193K 0.01%
+15,352
New +$208K
CCX.WS
339
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$192K 0.01%
116,666
– –
KIO
340
KKR Income Opportunities Fund
KIO
$452M
$191K 0.01%
+17,892
New +$260K
MCOM
341
DELISTED
micromobility.com Inc. Class A Common stock
MCOM
$189K 0.01%
3
-20
-87% -$1.49M
LFLYW
342
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$188K 0.01%
375,000
– –
NEBUW
343
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
$187K 0.01%
233,332
– –
MUC icon
344
BlackRock MuniHoldings California Quality Fund
MUC
$1.01B
$184K 0.01%
+13,818
New +$193K
FCT
345
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$183K 0.01%
19,264
-3,631
-16% -$42.1K
ONEM
346
DELISTED
1Life Healthcare
ONEM
$182K 0.01%
+10,000
New +$219K
AVPTW
347
DELISTED
AvePoint Inc Warrant
AVPTW
$180K 0.01%
200,000
– –
PHD
348
DELISTED
Pioneer Floating Rate Fund
PHD
$180K 0.01%
23,465
-6,450
-22% -$65.5K
PPD
349
DELISTED
PPD, Inc. Common Stock
PPD
$178K 0.01%
+10,000
New +$251K
GRAF.WS
350
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$178K 0.01%
1,782,000
– –
12 13
14
15 16

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 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
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
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
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.