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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
OSH
176
DELISTED
Oak Street Health, Inc.
OSH
$1.34M 0.05%
+25,000
New +$1.12M
ROCH
177
DELISTED
Roth CH Acquisition I Co. Common Stock
ROCH
$1.33M 0.05%
+134,000
New +$1.33M
GLO
178
Clough Global Opportunities Fund
GLO
$249M
$1.3M 0.05%
139,364
+52,553
+61% +$493K
RA
179
Brookfield Real Assets Income Fund
RA
$703M
$1.26M 0.05%
76,413
+18,635
+32% +$316K
SNOW icon
180
Snowflake
SNOW
$92.9B
$1.25M 0.05%
+5,000
New +$1.19M
BGB
181
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.23M 0.04%
100,590
+24,465
+32% +$288K
HQL
182
abrdn Life Sciences Investors
HQL
$585M
$1.23M 0.04%
69,671
+18,073
+35% +$324K
NIE
183
Virtus Equity & Convertible Income Fund
NIE
$718M
$1.21M 0.04%
49,801
+17,817
+56% +$431K
TY icon
184
TRI-Continental Corp
TY
$1.86B
$1.19M 0.04%
45,940
+12,340
+37% +$321K
NXJ
185
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.18M 0.04%
87,360
+21,066
+32% +$288K
MMU
186
Western Asset Managed Municipals Fund
MMU
$549M
$1.16M 0.04%
95,406
+28,666
+43% +$355K
KTF
187
DWS Municipal Income Trust
KTF
$346M
$1.16M 0.04%
104,405
-9,613
-8% -$108K
AOD
188
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$1.14M 0.04%
143,535
+58,667
+69% +$468K
BCX icon
189
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$1.13M 0.04%
189,388
+63,654
+51% +$404K
EFT
190
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$1.13M 0.04%
94,839
+19,591
+26% +$232K
BTRSW
191
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$1.13M 0.04%
750,000
– –
KCAC.WS
192
DELISTED
Kensington Capital Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class
KCAC.WS
$1.13M 0.04%
+250,000
New +$896K
CII icon
193
BlackRock Enhanced Captial and Income Fund
CII
$1B
$1.12M 0.04%
72,530
+49,484
+215% +$756K
JRO
194
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$1.11M 0.04%
136,019
+40,167
+42% +$325K
DHR.PRA
195
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
$1.11M 0.04%
+750
New +$1.05M
FVAC.WS
196
DELISTED
Fortress Value Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A c
FVAC.WS
$1.1M 0.04%
+333,333
New +$1.01M
FRA icon
197
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.08M 0.04%
94,197
+16,849
+22% +$194K
MHI
198
DELISTED
Pioneer Municipal High Income Fund
MHI
$1.08M 0.04%
93,549
+7,866
+9% +$92.4K
NWSA icon
199
News Corp Class A
NWSA
$14.5B
$1.08M 0.04%
77,070
– –
MIR icon
200
Mirion Technologies
MIR
$4.05B
$1.08M 0.04%
+100,000
New +$1.04M
6 7
8
9 10

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GA
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CIS
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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.