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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
+20.18%
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
$2.76B
AUM Growth
+$507M
Cap. Flow
-$552M
Cap. Flow %
-20.05%
Top 10 Hldgs %
17.68%
Holding
691
New
172
Increased
78
Reduced
97
Closed
126

Top Buys

Rank Stock Value
1
MXIM
Maxim Integrated Products
MXIM
+$50.8M
2
VAR
Varian Medical Systems, Inc.
VAR
+$40.4M
3
LVGO
Livongo Health, Inc. Common Stock
LVGO
+$37.9M
4
VSLR
VIVINT SOLAR, INC.
VSLR
+$36.4M
5
NBL
Noble Energy, Inc.
NBL
+$35.3M

Top Sells

Rank Stock Value
1
IBKC
IBERIABANK Corp
IBKC
+$48.9M
2
QGEN icon
Qiagen
QGEN
+$47.7M
3
CZR
Caesars Entertainment Corporation
CZR
+$42.7M
4
LM
Legg Mason, Inc.
LM
+$41M
5
EE
El Paso Electric Company
EE
+$39.5M

Sector Composition

Rank Sector Weight
1 Financials 7.18%
2 Industrials 6.69%
3 Healthcare 4.4%
4 Consumer Discretionary 4.11%
5 Communication Services 3.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AFT
226
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$917K 0.03%
71,507
+25,233
+55% +$320K
ADX icon
227
Adams Diversified Equity Fund
ADX
$3.11B
$915K 0.03%
56,422
+38,510
+215% +$616K
THCA
228
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$906K 0.03%
90,000
-95,000
-51% -$950K
CLOVW
229
DELISTED
Clover Health Investments, Corp. Warrants
CLOVW
$901K 0.03%
+233,333
New +$730K
BFZ
230
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$897K 0.03%
68,016
-24,026
-26% -$325K
FREEW
231
DELISTED
Whole Earth Brands, Inc. Warrant
FREEW
$855K 0.03%
900,000
– –
EOSEW
232
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$844K 0.03%
625,000
– –
AHCO icon
233
AdaptHealth
AHCO
$1.49B
$841K 0.03%
+38,560
New +$810K
LVOXW
234
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$840K 0.03%
1,000,000
– –
ASLEW
235
DELISTED
AerSale Corp Warrants
ASLEW
$839K 0.03%
1,680,597
– –
LOTZW
236
DELISTED
CarLotz, Inc. Warrant
LOTZW
$825K 0.03%
750,000
– –
AONE.U
237
DELISTED
one Units, each consisting of one Class A ordinary share, and one-fourth of a Warrant to acquire one
AONE.U
$818K 0.03%
+75,000
New +$784K
MVSTW
238
DELISTED
Microvast Holdings Warrants
MVSTW
$816K 0.03%
1,600,000
– –
SABA
239
Saba Capital Income & Opportunities Fund II
SABA
$220M
$814K 0.03%
76,089
-11,255
-13% -$122K
EAD
240
Allspring Income Opportunities Fund
EAD
$372M
$812K 0.03%
111,266
+35,192
+46% +$260K
ATCXW
241
DELISTED
Atlas Technical Consultants, Inc. Warrant
ATCXW
$805K 0.03%
1,565,744
– –
GAM
242
General American Investors Company
GAM
$1.54B
$800K 0.03%
23,557
+12,009
+104% +$406K
IRNT
243
DELISTED
IronNet, Inc.
IRNT
$789K 0.03%
78,750
-36,250
-32% -$365K
SRE.PRA
244
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$785K 0.03%
7,925
– –
AWF
245
AllianceBernstein Global High Income Fund
AWF
$868M
$783K 0.03%
74,468
+32,861
+79% +$349K
JRS icon
246
Nuveen Real Estate Income Fund
JRS
$251M
$781K 0.03%
103,482
+46,346
+81% +$357K
UTZ.WS
247
DELISTED
Utz Brands, Inc. Warrants, each whole warrant exercisable for one Class A common stock at an exercis
UTZ.WS
$763K 0.03%
+116,666
New +$716K
AIF
248
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$761K 0.03%
59,835
+29,293
+96% +$370K
IIM icon
249
Invesco Value Municipal Income Trust
IIM
$585M
$758K 0.03%
51,518
-100,411
-66% -$1.5M
BGT icon
250
BlackRock Floating Rate Income Trust
BGT
$324M
$753K 0.03%
67,046
+8,389
+14% +$94.4K
8 9
10
11 12

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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 Q3 2020 Portfolio in Review

As of Q3 2020, AQR Arbitrage held 691 positions worth $2.76B, up 23% from $2.25B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

AQR Arbitrage withdrew a net $552M in Q3 2020, closing 126 positions and reducing 97 holdings. Its most notable exit was IBERIABANK Corp, an estimated $48.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 7.2% of assets, down from 11% a quarter earlier, followed by Industrials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Maxim Integrated Products worth $50.8M.

  • AQR Arbitrage's largest Q3 2020 buy was Maxim Integrated Products: 751,131 shares worth $50.8M.
  • AQR Arbitrage added most to Just Eat Takeaway.com N.V. American Depositary Shares in Q3 2020, an estimated $22M increase.
  • AQR Arbitrage's biggest Q3 2020 reduction was E*Trade Financial Corporation, cutting an estimated $14.3M.
  • AQR Arbitrage fully exited IBERIABANK Corp in Q3 2020, selling an estimated $48.9M.
  • AQR Arbitrage's ten largest holdings make up 18% of its $2.76B portfolio in Q3 2020.
  • AQR Arbitrage opened 172 new positions and closed 126 in Q3 2020.
  • AQR Arbitrage's portfolio value rose 23% quarter-over-quarter to $2.76B.

Based on AQR Arbitrage's 13F filing for Q3 2020, filed 16 Nov 2020.