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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
GMHIW
301
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
$520K 0.02%
166,666
– –
IGA
302
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$513K 0.02%
61,565
+25,515
+71% +$212K
SNAX
303
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$512K 0.02%
3,333
-6,667
-67% -$1.03M
LOTZ
304
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$511K 0.02%
50,000
-395,000
-89% -$4.05M
BKSY icon
305
BlackSky Technology
BKSY
$898M
$510K 0.02%
6,250
-11,875
-66% -$960K
TMC icon
306
TMC The Metals Company
TMC
$1.56B
$510K 0.02%
+50,000
New +$501K
CHPM
307
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
$510K 0.02%
50,000
-95,000
-66% -$966K
THBR
308
DELISTED
Thunder Bridge Acquisition II, Ltd. Class A Ordinary Shares
THBR
$510K 0.02%
50,000
-95,000
-66% -$972K
RPLA
309
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$509K 0.02%
50,000
-230,000
-82% -$2.35M
MAPS
310
DELISTED
WM TECHNOLOGY INC A
MAPS
$507K 0.02%
50,000
-95,000
-66% -$960K
MNTS icon
311
Momentus
MNTS
$85.3M
$504K 0.02%
4
-26
-87% -$3.23M
SCPE
312
DELISTED
SC Health Corporation
SCPE
$504K 0.02%
50,000
-150,000
-75% -$1.52M
SRTA
313
Strata Critical Medical Inc
SRTA
$440M
$503K 0.02%
50,000
-95,000
-66% -$959K
KPLT icon
314
Katapult Holdings
KPLT
$31.9M
$502K 0.02%
2,000
-3,800
-66% -$956K
XPEV icon
315
XPeng
XPEV
$12.2B
$502K 0.02%
+25,000
New +$489K
CIIC
316
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
$501K 0.02%
50,000
-95,000
-66% -$956K
KPLTW
317
DELISTED
Katapult Holdings Warrant
KPLTW
$500K 0.02%
+500,000
New +$572K
BGR icon
318
BlackRock Energy and Resources Trust
BGR
$406M
$498K 0.02%
83,349
+66,425
+392% +$455K
GLQ
319
Clough Global Equity Fund
GLQ
$152M
$497K 0.02%
44,308
+22,480
+103% +$258K
LATN
320
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
$497K 0.02%
50,000
-100,000
-67% -$997K
ALUS
321
DELISTED
Alussa Energy Acquisition Corp
ALUS
$497K 0.02%
50,000
-95,000
-66% -$948K
JSPR icon
322
Jasper Therapeutics
JSPR
$21.1M
$496K 0.02%
5,000
-23,125
-82% -$2.31M
SHPW
323
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$495K 0.02%
6,250
-34,375
-85% -$2.73M
JSD
324
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$494K 0.02%
39,908
+15,378
+63% +$184K
LFLY
325
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$493K 0.02%
2,500
-4,750
-66% -$939K
11 12
13
14 15

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CIS
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EMPI
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HPG
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DTC
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AWA
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EAM
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ACM
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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.