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
SHLL.WS
126
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$2.42M 0.09%
94,779
-275,885
-74% -$3.55M
SCVX.U
127
DELISTED
SCVX Corp. Units, each consisting of one Class A ordinary share, $0.0001 par value per share, and on
SCVX.U
$2.15M 0.08%
200,000
– –
ACEVU
128
DELISTED
ACE Convergence Acquisition Corp
ACEVU
$2.05M 0.07%
+200,000
New +$2.01M
DMYD.U
129
DELISTED
dMY Technology Group, Inc. II Units, each consisting of one share of Class A common stock and one-th
DMYD.U
$2.05M 0.07%
+200,000
New +$2.04M
CLII.U
130
DELISTED
Climate Change Crisis Real Impact I Acquisition Corporation Units, each consisting of one share of C
CLII.U
$2.01M 0.07%
+200,000
New +$2.01M
LSEAW
131
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$2M 0.07%
1,120,000
-80,000
-7% -$90.4K
ASPL.U
132
DELISTED
Aspirational Consumer Lifestyle Corp. Units, each consisting of one Class A ordinary share and one-t
ASPL.U
$2M 0.07%
+200,000
New +$2M
STEP icon
133
StepStone Group
STEP
$3.64B
$2M 0.07%
+75,000
New +$1.91M
CGRO
134
DELISTED
Collective Growth Corporation Class A Common Stock
CGRO
$1.98M 0.07%
+200,300
New +$1.98M
HPX
135
DELISTED
HPX Corp.
HPX
$1.97M 0.07%
+200,000
New +$1.97M
ZGYH
136
DELISTED
Yunhong International Class A Ordinary Shares
ZGYH
$1.97M 0.07%
+200,000
New +$1.96M
TALK icon
137
Talkspace
TALK
$874M
$1.96M 0.07%
+199,000
New +$1.96M
APPHW
138
DELISTED
AppHarvest, Inc. Warrants
APPHW
$1.95M 0.07%
700,000
– –
HYMCW
139
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
$1.92M 0.07%
1,223,538
-297,217
-20% -$549K
LCAHW
140
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$1.91M 0.07%
434,214
-149,118
-26% -$652K
AEVA
141
Aeva Technologies
AEVA
$1.03B
$1.88M 0.07%
+37,500
New +$1.86M
GDV icon
142
Gabelli Dividend & Income Trust
GDV
$2.61B
$1.87M 0.07%
101,949
+27,930
+38% +$520K
PCGU
143
DELISTED
PG&E Corporation
PCGU
$1.83M 0.07%
+18,725
New +$1.83M
SBE.WS
144
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$1.82M 0.07%
387,163
-179,503
-32% -$307K
FTACW
145
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$1.77M 0.06%
1,150,000
– –
RVT icon
146
Royce Value Trust
RVT
$2.21B
$1.74M 0.06%
137,959
+48,663
+54% +$636K
BXMX
147
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.69M 0.06%
149,478
+76,130
+104% +$870K
SNPR.U
148
DELISTED
Tortoise Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fourth of
SNPR.U
$1.63M 0.06%
+150,000
New +$1.62M
DISCK
149
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.61M 0.06%
81,994
-154,723
-65% -$3.06M
RMO
150
DELISTED
Romeo Power, Inc.
RMO
$1.6M 0.06%
150,000
-344,998
-70% -$3.57M
4 5
6
7 8

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.