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
RPRX icon
501
Royalty Pharma
RPRX
$26.5B
– –
-5,000
Closed -$243K
FIRY
502
Firy Inc
FIRY
$147M
– –
-1,000
Closed -$220K
SPRU icon
503
Spruce Power Holding Corp
SPRU
$38.4M
– –
-24,375
Closed -$1.98M
UWMC icon
504
UWM Holdings
UWMC
$641M
– –
-200,000
Closed -$2.02M
VGM icon
505
Invesco Trust Investment Grade Municipals
VGM
$550M
– –
-69,655
Closed -$839K
VKQ icon
506
Invesco Municipal Trust
VKQ
$541M
– –
-51,364
Closed -$604K
VMO icon
507
Invesco Municipal Opportunity Trust
VMO
$652M
– –
-48,899
Closed -$580K
VRM icon
508
Vroom Inc
VRM
$36.8M
– –
-63
Closed -$261K
GTM
509
ZoomInfo Technologies
GTM
$958M
– –
-35,000
Closed -$1.79M
CTEV
510
Claritev Corp
CTEV
$393M
– –
-7,500
Closed -$3.24M
DM
511
DELISTED
Desktop Metal, Inc.
DM
– –
-25,000
Closed -$2.61M
NARI
512
DELISTED
Inari Medical, Inc. Common Stock
NARI
– –
-5,000
Closed -$242K
MUI
513
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-16,181
Closed -$223K
BMTX
514
DELISTED
BM Technologies, Inc.
BMTX
– –
-150,000
Closed -$1.64M
FSR
515
DELISTED
Fisker Inc.
FSR
– –
-150,000
Closed -$1.61M
GOEV
516
DELISTED
Canoo Inc. Class A Common Stock
GOEV
– –
-435
Closed -$2.15M
AMTI
517
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
– –
-10,000
Closed -$251K
APPH
518
DELISTED
AppHarvest, Inc. Common Stock
APPH
– –
-700,000
Closed -$6.87M
RIDE
519
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
– –
-9,667
Closed -$1.49M
IVH
520
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-15,006
Closed -$169K
NEE.PRP
521
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
– –
-87,500
Closed -$3.72M
PAYA
522
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
– –
-200,000
Closed -$2.23M
VLDR
523
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
– –
-24,328
Closed -$338K
DCUE
524
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
– –
-19,350
Closed -$1.97M
MCA
525
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
– –
-14,049
Closed -$195K
19 20
21
22 23

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.