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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
GCMG icon
476
GCM Grosvenor
GCMG
$737M
– –
-145,000
Closed -$1.57M
GTX icon
477
Garrett Motion
GTX
$5.37B
– –
-413,930
Closed -$2.29M
HIX
478
Western Asset High Income Fund II
HIX
$347M
– –
-16,905
Closed -$105K
HPK icon
479
HighPeak Energy
HPK
$838M
– –
-150,000
Closed -$1.62M
INSG icon
480
Inseego
INSG
$104M
– –
-2,636
Closed -$306K
IQI icon
481
Invesco Quality Municipal Securities
IQI
$526M
– –
-79,722
Closed -$950K
LAZR
482
DELISTED
Luminar Technologies
LAZR
– –
-16,667
Closed -$2.67M
LSAK icon
483
Lesaka Technologies
LSAK
$384M
– –
-14,495
Closed -$44K
LSEA
484
DELISTED
Landsea Homes
LSEA
– –
-200,000
Closed -$2.14M
MHD icon
485
BlackRock MuniHoldings Fund
MHD
$602M
– –
-12,321
Closed -$184K
MHF
486
Western Asset Municipal High Income Fund
MHF
$151M
– –
-15,566
Closed -$111K
MIY icon
487
BlackRock MuniYield Michigan Quality Fund
MIY
$351M
– –
-12,053
Closed -$163K
MUJ icon
488
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$642M
– –
-11,266
Closed -$151K
MYI icon
489
BlackRock MuniYield Quality Fund III
MYI
$715M
– –
-63,265
Closed -$824K
MYN icon
490
BlackRock MuniYield New York Quality Fund
MYN
$376M
– –
-23,409
Closed -$294K
NAC icon
491
Nuveen California Quality Municipal Income Fund
NAC
$1.84B
– –
-14,275
Closed -$204K
NAN icon
492
Nuveen New York Quality Municipal Income Fund
NAN
$369M
– –
-20,340
Closed -$274K
NAZ icon
493
Nuveen Arizona Quality Municipal Income Fund
NAZ
$156M
– –
-23,621
Closed -$321K
NRK icon
494
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$901M
– –
-73,421
Closed -$946K
NUW icon
495
Nuveen AMT-Free Municipal Value Fund
NUW
$252M
– –
-19,396
Closed -$304K
NVG icon
496
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.67B
– –
-160,306
Closed -$2.45M
PHD
497
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-10,532
Closed -$100K
PHT
498
DELISTED
Pioneer High Income Fund
PHT
– –
-23,279
Closed -$173K
PRCH icon
499
Porch Group
PRCH
$1.35B
– –
-145,000
Closed -$1.47M
QGEN icon
500
Qiagen
QGEN
$8.62B
– –
-1,050,932
Closed -$47.7M
18 19
20
21 22

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.