We are live on ! Find out more
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
NSCO.WS
451
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$25K ﹤0.01%
83,328
– –
ARYBW
452
DELISTED
ARYA Sciences Acquisition Corp II Warrant
ARYBW
$24K ﹤0.01%
+13,333
New +$26.5K
THWWW
453
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$21K ﹤0.01%
266,666
– –
ZGYHW
454
DELISTED
Yunhong International Warrant
ZGYHW
$20K ﹤0.01%
+100,000
New +$22K
STRDW
455
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$18K ﹤0.01%
222,879
– –
PHUNW
456
DELISTED
Phunware, Inc. Warrants
PHUNW
$8K ﹤0.01%
58,632
– –
ACI icon
457
Albertsons Companies
ACI
$5.67B
– –
-75,000
Closed -$1.18M
ACP
458
abrdn Income Credit Strategies Fund
ACP
$631M
– –
-45,812
Closed -$407K
ADN
459
DELISTED
Advent Technologies
ADN
– –
-5,000
Closed -$1.53M
ADV icon
460
Advantage Solutions
ADV
$542M
– –
-2,400
Closed -$663K
ARKO icon
461
ARKO Corp
ARKO
$901M
– –
-145,000
Closed -$1.5M
AZEK
462
DELISTED
The AZEK Co
AZEK
– –
-10,000
Closed -$319K
BIT icon
463
BlackRock Multi-Sector Income Trust
BIT
$696M
– –
-31,254
Closed -$450K
BLW icon
464
BlackRock Limited Duration Income Trust
BLW
$491M
– –
-17,270
Closed -$241K
CHPT icon
465
ChargePoint
CHPT
$138M
– –
-7,250
Closed -$1.46M
EIM
466
Eaton Vance Municipal Bond Fund
EIM
$493M
– –
-31,360
Closed -$399K
ENX
467
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
– –
-14,563
Closed -$170K
EOSE icon
468
Eos Energy Enterprises
EOSE
$1.22B
– –
-1,244,647
Closed -$13.4M
EOT
469
Eaton Vance National Municipal Opportunities Trust
EOT
$269M
– –
-16,701
Closed -$328K
EVF
470
Eaton Vance Senior Income Trust
EVF
$89.9M
– –
-15,915
Closed -$85K
EVN
471
Eaton Vance Municipal Income Trust
EVN
$421M
– –
-82,748
Closed -$1.03M
EVV
472
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
– –
-16,510
Closed -$186K
FCT
473
First Trust Senior Floating Rate Income Fund II
FCT
$251M
– –
-29,260
Closed -$319K
FTF
474
Franklin Limited Duration Income Trust
FTF
$233M
– –
-21,221
Closed -$180K
GB
475
DELISTED
Global Blue Group Holding
GB
– –
-349,998
Closed -$3.58M
17 18
19
20 21

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.