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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
OAC.WS
401
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$195K 0.01%
66,666
– –
GB.WS
402
DELISTED
Global Blue Group Holding AG Warrants exercisable for one Ordinary Share of Global Blue Group Holding AG at a price of $11.50 per share
GB.WS
$192K 0.01%
+299,999
New +$178K
NESRW
403
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$182K 0.01%
259,500
– –
SAQNW
404
DELISTED
Software Acquisition Group Inc. Warrant
SAQNW
$182K 0.01%
200,000
– –
ACEL icon
405
Accel Entertainment
ACEL
$1.01B
$178K 0.01%
+16,666
New +$178K
IMTXW
406
DELISTED
Immatics N.V. Warrants
IMTXW
$175K 0.01%
+50,000
New +$167K
IHD
407
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$126M
$173K 0.01%
26,127
+6,341
+32% +$41.6K
EVG
408
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$170K 0.01%
+14,854
New +$169K
PGEN icon
409
Precigen
PGEN
$1.97B
$164K 0.01%
46,941
-60,448
-56% -$287K
VKI icon
410
Invesco Advantage Municipal Income Trust II
VKI
$398M
$161K 0.01%
14,853
-60,525
-80% -$659K
CPSR.WS
411
DELISTED
Capstar Special Purpose Acquisition Corp. Warrants, each whole warrant exercisable for one share of
CPSR.WS
$160K 0.01%
+200,000
New +$158K
GDL
412
GDL Fund
GDL
$91.7M
$151K 0.01%
18,030
+4,413
+32% +$37K
CCXX.WS
413
DELISTED
Churchill Capital Corp III Warrants, each exercisable for one share of Class A common stock at an ex
CCXX.WS
$150K 0.01%
75,000
– –
DTF
414
DTF Tax-Free Income 2028 Term Fund
DTF
$80.6M
$149K 0.01%
10,348
-672
-6% -$9.66K
VPV icon
415
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
$149K 0.01%
12,120
-16,340
-57% -$205K
VMM
416
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$143K 0.01%
11,030
-9,582
-46% -$124K
BGY icon
417
BlackRock Enhanced International Dividend Trust
BGY
$513M
$140K 0.01%
26,529
+15,629
+143% +$84.3K
FSLF
418
DELISTED
First Eagle Senior Loan Fund
FSLF
$139K 0.01%
11,181
– –
FUND
419
Sprott Focus Trust
FUND
$296M
$135K ﹤0.01%
+22,753
New +$140K
HPX.WS
420
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$135K ﹤0.01%
+150,000
New +$133K
BBF
421
DELISTED
BlackRock Municipal Income Investment Trust
BBF
$133K ﹤0.01%
10,231
-10,751
-51% -$141K
RVPHW
422
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$132K ﹤0.01%
250,000
– –
AWP
423
abrdn Global Premier Properties Fund
AWP
$379M
$128K ﹤0.01%
9,253
– –
DSU icon
424
BlackRock Debt Strategies Fund
DSU
$592M
$127K ﹤0.01%
12,770
-20,992
-62% -$207K
JTA
425
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$127K ﹤0.01%
+15,866
New +$132K
15 16
17
18 19

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 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.