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
RBAC.U
201
DELISTED
RedBall Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one
RBAC.U
$1.06M 0.04%
+100,000
New +$1.03M
EFR
202
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$1.05M 0.04%
90,616
+20,064
+28% +$234K
RQI icon
203
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$1.04M 0.04%
93,625
+14,502
+18% +$161K
JIH.WS
204
DELISTED
Juniper Industrial Holdings, Inc. Redeemable warrants included as part of the units
JIH.WS
$1.04M 0.04%
600,000
– –
FCACU
205
DELISTED
Falcon Capital Acquisition Corp. Unit
FCACU
$1.03M 0.04%
+100,000
New +$1.03M
VSPRU
206
DELISTED
Vesper Healthcare Acquisition Corp. Unit
VSPRU
$1.03M 0.04%
+100,000
New +$1.03M
ASLE icon
207
AerSale
ASLE
$292M
$1.02M 0.04%
100,000
-131,119
-57% -$1.35M
SST icon
208
System1
SST
$15M
$1.02M 0.04%
+10,000
New +$1.02M
JRI icon
209
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$1.01M 0.04%
83,877
+30,525
+57% +$370K
GOL
210
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$1.01M 0.04%
164,881
-136,161
-45% -$963K
LVOX
211
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$1M 0.04%
100,000
-250,000
-71% -$2.54M
CURI icon
212
CuriosityStream
CURI
$139M
$996K 0.04%
100,000
-140,880
-58% -$1.42M
MKTW icon
213
MarketWise
MKTW
$53.1M
$994K 0.04%
+5,000
New +$996K
PIC.WS
214
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
$994K 0.04%
268,593
-64,739
-19% -$92.4K
BSL
215
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$168M
$982K 0.04%
71,351
+24,016
+51% +$320K
ID
216
DELISTED
PARTS iD, Inc.
ID
$977K 0.04%
94,227
-105,773
-53% -$1.11M
DIAX
217
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$973K 0.04%
71,890
+49,691
+224% +$686K
IDE
218
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$971K 0.04%
102,118
+20,785
+26% +$192K
THQ
219
abrdn Healthcare Opportunities Fund
THQ
$769M
$960K 0.03%
+53,042
New +$965K
DMS.WS
220
DELISTED
Digital Media Solutions, Inc. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
DMS.WS
$959K 0.03%
+1,115,000
New +$1.11M
JQC icon
221
Nuveen Credit Strategies Income Fund
JQC
$702M
$947K 0.03%
160,249
+76,981
+92% +$461K
ARDC
222
Are Dynamic Credit Allocation Fund
ARDC
$297M
$946K 0.03%
74,644
+28,028
+60% +$351K
ETW
223
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$943K 0.03%
110,399
-118
-0.1% -$1.04K
BOE icon
224
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$941K 0.03%
98,279
+43,022
+78% +$417K
IGD
225
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$920K 0.03%
185,938
+54,663
+42% +$272K
7 8
9
10 11

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.