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
FGNA.U
76
DELISTED
FG New America Acquisition Corp. Units, each consisting of one share of Class A common stock and one
FGNA.U
$4.75M 0.17%
+475,000
New +$4.75M
KTB icon
77
Kontoor Brands
KTB
$4.62B
$4.75M 0.17%
196,150
– –
MOBL
78
DELISTED
MobileIron, Inc.
MOBL
$4.7M 0.17%
+670,424
New +$3.92M
DOW icon
79
Dow Inc
DOW
$21.6B
$4.63M 0.17%
98,515
– –
SVACU
80
DELISTED
Starboard Value Acquisition Corp. Unit
SVACU
$4.54M 0.16%
+450,000
New +$4.56M
ML
81
DELISTED
MoneyLion Inc.
ML
$4.52M 0.16%
+15,333
New +$4.5M
VIHAU
82
DELISTED
VPC Impact Acquisition Holdings Unit
VIHAU
$4.5M 0.16%
+450,000
New +$4.5M
CTVA icon
83
Corteva
CTVA
$59.7B
$4.34M 0.16%
150,781
– –
ILPT
84
Industrial Logistics Properties Trust
ILPT
$613M
$4.22M 0.15%
192,940
– –
DPHCW
85
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$4.18M 0.15%
394,295
-372,371
-49% -$2.04M
INAQU
86
DELISTED
INSU Acquisition Corp. II Unit
INAQU
$4.14M 0.15%
+400,000
New +$4.21M
ZEV
87
DELISTED
Lightning eMotors, Inc.
ZEV
$4.08M 0.15%
+20,500
New +$4.07M
PIAI.U
88
DELISTED
Prime Impact Acquisition I Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary share
PIAI.U
$4.01M 0.15%
+400,000
New +$4M
SOLN
89
DELISTED
The Southern Company
SOLN
$3.99M 0.14%
85,375
– –
MLAC
90
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$3.92M 0.14%
+400,000
New +$3.91M
ACA icon
91
Arcosa
ACA
$7.12B
$3.83M 0.14%
86,862
– –
STWOU
92
DELISTED
ACON S2 Acquisition Corp Unit
STWOU
$3.81M 0.14%
+380,500
New +$3.81M
NMRK icon
93
Newmark Group
NMRK
$2.73B
$3.75M 0.14%
868,284
– –
ITACU
94
DELISTED
Industrial Tech Acquisitions, Inc. Unit
ITACU
$3.75M 0.14%
+375,000
New +$3.75M
GLS
95
DELISTED
Gelesis Holdings, Inc.
GLS
$3.72M 0.13%
+378,000
New +$3.72M
OTIS icon
96
Otis Worldwide
OTIS
$27.4B
$3.63M 0.13%
58,156
– –
FAII.U
97
DELISTED
Fortress Value Acquisition Corp. II Units, each consisting of one share of Class A common stock and
FAII.U
$3.6M 0.13%
+350,000
New +$3.59M
ALC icon
98
Alcon
ALC
$33.1B
$3.6M 0.13%
63,251
– –
VACQU
99
DELISTED
Vector Acquisition Corporation Unit
VACQU
$3.55M 0.13%
+350,000
New +$3.53M
FOXA icon
100
Fox Class A
FOXA
$23.2B
$3.55M 0.13%
127,405
– –
2 3
4
5 6

Similar funds

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.