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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
ESSC
326
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
$493K 0.02%
50,000
-225,000
-82% -$2.22M
LIVK
327
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
$493K 0.02%
50,000
-110,000
-69% -$1.09M
QNGY
328
DELISTED
Quanergy Systems, Inc.
QNGY
$487K 0.02%
2,475
-4,750
-66% -$937K
BROGW
329
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$478K 0.02%
955,002
– –
SCD
330
LMP Capital and Income Fund
SCD
$353M
$466K 0.02%
45,674
+29,376
+180% +$307K
NFH.WS
331
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$424K 0.02%
240,847
– –
JWS.WS
332
DELISTED
Jaws Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary
JWS.WS
$424K 0.02%
+200,000
New +$429K
SPAQ.WS
333
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$423K 0.02%
96,666
-338,333
-78% -$1.29M
JDD
334
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$421K 0.02%
54,239
+31,527
+139% +$247K
CERE
335
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$418K 0.02%
+39,999
New +$422K
SRTAW
336
DELISTED
Strata Critical Medical Inc Warrants
SRTAW
$410K 0.01%
333,332
– –
MAV
337
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$408K 0.01%
37,330
-39,772
-52% -$438K
STEW
338
SRH Total Return Fund
STEW
$1.79B
$405K 0.01%
40,521
+20,697
+104% +$207K
LGVW.WS
339
DELISTED
Longview Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LGVW.WS
$404K 0.01%
+416,666
New +$465K
SNAXW
340
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$396K 0.01%
1,200,000
– –
AVPTW
341
DELISTED
AvePoint Inc Warrant
AVPTW
$390K 0.01%
200,000
– –
AVK
342
Advent Convertible and Income Fund
AVK
$540M
$384K 0.01%
+28,534
New +$386K
SOR
343
Source Capital
SOR
$372M
$367K 0.01%
9,969
-337
-3% -$12.2K
GRX
344
Gabelli Healthcare & Wellness Trust
GRX
$145M
$352K 0.01%
34,152
+20,562
+151% +$215K
SCPE.WS
345
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$345K 0.01%
300,000
– –
ERC
346
Allspring Multi-Sector Income Fund
ERC
$253M
$343K 0.01%
31,911
-13,378
-30% -$150K
ZTR
347
Virtus Total Return Fund
ZTR
$340M
$343K 0.01%
+43,743
New +$353K
BMRN icon
348
BioMarin Pharmaceuticals
BMRN
$12B
$327K 0.01%
4,302
-3,088
-42% -$312K
MCN
349
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$326K 0.01%
54,547
+21,826
+67% +$129K
TALKW
350
DELISTED
Talkspace Inc Warrant
TALKW
$325K 0.01%
+275,000
New +$260K
12 13
14
15 16

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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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
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.