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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
MIY icon
376
BlackRock MuniYield Michigan Quality Fund
MIY
$351M
$146K ﹤0.01%
+11,013
New +$155K
EVM
377
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$145K ﹤0.01%
+13,754
New +$155K
AIF
378
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$136K ﹤0.01%
+12,008
New +$171K
ETJ
379
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$135K ﹤0.01%
+16,227
New +$146K
TSLF
380
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$134K ﹤0.01%
11,581
-6,582
-36% -$94K
BBF
381
DELISTED
BlackRock Municipal Income Investment Trust
BBF
$134K ﹤0.01%
+10,912
New +$146K
HYI
382
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$133K ﹤0.01%
+10,786
New +$159K
SWZ
383
Swiss Helvetia Fund
SWZ
$76.7M
$131K ﹤0.01%
18,876
+513
+3% +$4.12K
BGH
384
Barings Global Short Duration High Yield Fund
BGH
$282M
$129K ﹤0.01%
+11,558
New +$185K
PMO
385
Franklin Municipal Opportunities Trust
PMO
$282M
$128K ﹤0.01%
+10,727
New +$139K
CSQ icon
386
Calamos Strategic Total Return Fund
CSQ
$3.19B
$126K ﹤0.01%
+12,891
New +$162K
ACP
387
abrdn Income Credit Strategies Fund
ACP
$631M
$125K ﹤0.01%
+17,110
New +$179K
JRS icon
388
Nuveen Real Estate Income Fund
JRS
$256M
$123K ﹤0.01%
+18,176
New +$175K
JSPRW icon
389
Japer Therapeutics Warrants
JSPRW
$182K
$122K ﹤0.01%
+187,500
New +$147K
BSL
390
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$168M
$121K ﹤0.01%
+10,349
New +$155K
STEW
391
SRH Total Return Fund
STEW
$1.79B
$121K ﹤0.01%
+13,120
New +$142K
SNAXW
392
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$120K ﹤0.01%
1,200,000
– –
THCAW
393
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$119K ﹤0.01%
475,000
– –
AWP
394
abrdn Global Premier Properties Fund
AWP
$379M
$118K ﹤0.01%
+9,253
New +$166K
MMLP icon
395
Martin Midstream Partners
MMLP
$93.1M
$117K ﹤0.01%
106,076
+65,282
+160% +$175K
CEQP
396
DELISTED
Crestwood Equity Partners LP
CEQP
$113K ﹤0.01%
26,790
-1,146
-4% -$24.8K
IVH
397
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$110K ﹤0.01%
+10,598
New +$136K
LACQW
398
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$106K ﹤0.01%
625,000
– –
RMT
399
Royce Micro-Cap Trust
RMT
$733M
$105K ﹤0.01%
+18,912
New +$146K
MHF
400
Western Asset Municipal High Income Fund
MHF
$151M
$100K ﹤0.01%
+14,153
New +$107K
14 15
16
17 18

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.