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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
ORGNW
351
DELISTED
Origin Materials Inc Warrants
ORGNW
$322K 0.01%
+200,000
New +$319K
KSM
352
DELISTED
DWS Strategic Municipal Income Trust
KSM
$319K 0.01%
29,371
+3,254
+12% +$35.6K
PACK icon
353
Ranpak Holdings
PACK
$550M
$309K 0.01%
+32,461
New +$289K
TIG
354
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
$305K 0.01%
+20,000
New +$305K
CGROW
355
DELISTED
Collective Growth Corporation Warrant
CGROW
$305K 0.01%
+500,000
New +$378K
HIE
356
DELISTED
Miller/Howard High Income Equity Fund
HIE
$301K 0.01%
48,856
+35,044
+254% +$222K
PCPL.WS
357
DELISTED
CC Neuberger Principal Holdings I Warrants, each whole warrant exercisable for one Class A ordinary
PCPL.WS
$300K 0.01%
166,666
– –
JTD
358
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$292K 0.01%
+22,366
New +$295K
ADI icon
359
Analog Devices
ADI
$178B
$289K 0.01%
+2,474
New +$290K
SBI
360
Western Asset Intermediate Muni Fund
SBI
$108M
$289K 0.01%
31,951
-11,361
-26% -$102K
HOFVW
361
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$288K 0.01%
+1,106,820
New +$872K
MNTSW icon
362
Momentus Inc Warrant
MNTSW
$136
$288K 0.01%
250,000
– –
DSM
363
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$278K 0.01%
38,172
-41,267
-52% -$309K
LACQW
364
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$275K 0.01%
625,000
– –
FUSE.WS
365
DELISTED
Fusion Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common st
FUSE.WS
$273K 0.01%
+250,000
New +$186K
EMF
366
Templeton Emerging Markets Fund
EMF
$305M
$262K 0.01%
17,020
+1,416
+9% +$21.4K
TOI icon
367
The Oncology Institute
TOI
$495M
$259K 0.01%
25,000
– –
GF
368
New Germany Fund
GF
$184M
$256K 0.01%
15,191
+4,454
+41% +$74.4K
CET
369
Central Securities Corp
CET
$1.56B
$255K 0.01%
8,784
+1,785
+26% +$52.1K
CCX.WS
370
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$255K 0.01%
116,666
– –
FROG icon
371
JFrog
FROG
$9.26B
$254K 0.01%
+3,000
New +$223K
DEH.WS
372
DELISTED
D8 Holdings Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exer
DEH.WS
$252K 0.01%
+350,000
New +$297K
CCAC.WS
373
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
$250K 0.01%
200,000
– –
DGNR.U
374
DELISTED
Dragoneer Growth Opportunities Corp. Units, each consisting of one Class A ordinary share, and one-f
DGNR.U
$245K 0.01%
+20,000
New +$237K
MAPSW
375
DELISTED
WM TECHNOLOGY INC WTS
MAPSW
$244K 0.01%
400,000
– –
13 14
15
16 17

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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.