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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
CELUW
151
DELISTED
Celularity Inc
CELUW
$1.6M 0.06%
1,000,000
– –
KLR.WS
152
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$1.6M 0.06%
1,125,000
– –
HQH
153
abrdn Healthcare Investors
HQH
$1.23B
$1.59M 0.06%
77,308
+22,520
+41% +$476K
BDJ icon
154
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$1.59M 0.06%
217,554
+96,054
+79% +$716K
JIH
155
DELISTED
Juniper Industrial Holdings, Inc.
JIH
$1.57M 0.06%
150,000
-145,000
-49% -$1.47M
RMG.WS
156
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
$1.57M 0.06%
733,332
-100,000
-12% -$135K
WPF
157
DELISTED
Foley Trasimene Acquisition Corp.
WPF
$1.55M 0.06%
+150,000
New +$1.55M
IGR
158
CBRE Global Real Estate Income Fund
IGR
$712M
$1.54M 0.06%
257,326
+133,335
+108% +$810K
INSUW
159
DELISTED
Insurance Acquisition Corp. Warrant
INSUW
$1.52M 0.06%
550,000
– –
VTA
160
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.49M 0.05%
161,981
+71,649
+79% +$650K
GRCY
161
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$1.49M 0.05%
+150,000
New +$1.48M
EXG icon
162
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$1.49M 0.05%
201,903
+85,258
+73% +$648K
MVST icon
163
Microvast
MVST
$267M
$1.48M 0.05%
145,000
-175,000
-55% -$1.78M
BFLY icon
164
Butterfly Network
BFLY
$1.72B
$1.47M 0.05%
+150,000
New +$1.49M
CFFAW
165
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$1.47M 0.05%
1,500,000
– –
GOEVW
166
DELISTED
Canoo Inc. Warrant
GOEVW
$1.45M 0.05%
625,602
-874,398
-58% -$1.7M
GDYNW
167
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
$1.44M 0.05%
810,000
– –
ADNWW
168
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$1.44M 0.05%
2,118,801
-181,199
-8% -$91.3K
VCV icon
169
Invesco California Value Municipal Income Trust
VCV
$515M
$1.43M 0.05%
114,781
-35,294
-24% -$436K
RMT
170
Royce Micro-Cap Trust
RMT
$736M
$1.36M 0.05%
176,763
+82,916
+88% +$642K
QTS.PRB
171
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$1.35M 0.05%
9,525
-925
-9% -$138K
FTDR icon
172
Frontdoor
FTDR
$5.02B
$1.35M 0.05%
34,750
-31,395
-47% -$1.34M
ETG
173
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$1.35M 0.05%
90,602
+65,403
+260% +$988K
ASTS icon
174
AST SpaceMobile
ASTS
$16.8B
$1.34M 0.05%
133,487
-61,513
-32% -$623K
MVF
175
DELISTED
BlackRock MuniVest Fund
MVF
$1.34M 0.05%
154,668
+31,464
+26% +$275K
5 6
7
8 9

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
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AWA
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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.