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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
AGD
426
abrdn Global Dynamic Dividend Fund
AGD
$315M
$125K ﹤0.01%
+13,535
New +$126K
IEAWW
427
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$124K ﹤0.01%
343,006
– –
KBLMW
428
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$113K ﹤0.01%
500,000
– –
GNT
429
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
$107K ﹤0.01%
+21,571
New +$109K
GSMGW
430
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$102K ﹤0.01%
1,850,000
– –
LGHL
431
Lion Group Holding
LGHL
$997K
– –
0
– –
MCOMW
432
DELISTED
micromobility.com Inc. Warrant
MCOMW
$88K ﹤0.01%
170,000
– –
GHIVW
433
DELISTED
Gores Holdings IV, Inc. Warrant
GHIVW
$83K ﹤0.01%
50,000
– –
AVCTW
434
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$78K ﹤0.01%
250,000
– –
MLACW
435
DELISTED
Malacca Straits Acquisition Company Limited Warrants
MLACW
$76K ﹤0.01%
+200,000
New +$80.2K
LIVKW
436
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
$75K ﹤0.01%
160,000
– –
MKTWW
437
DELISTED
MarketWise, Inc. Warrant
MKTWW
$74K ﹤0.01%
+50,000
New +$72.2K
GNRSW
438
DELISTED
Greenrose Acquisition Corp. Warrant
GNRSW
$71K ﹤0.01%
+300,000
New +$74.1K
DFNS.WS
439
DELISTED
LGL Systems Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of Clas
DFNS.WS
$62K ﹤0.01%
57,500
– –
DSKEW
440
DELISTED
Daseke, Inc. Warrant
DSKEW
$55K ﹤0.01%
378,003
– –
GSAH.WS
441
DELISTED
GS Acquisition Holdings Corp II Redeemable Warrants, each whole warrant exercisable for one share of
GSAH.WS
$54K ﹤0.01%
+25,000
New +$53.9K
ESSCW
442
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$50K ﹤0.01%
275,000
– –
TREB.WS
443
DELISTED
Trebia Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
TREB.WS
$50K ﹤0.01%
+33,333
New +$50.4K
ZGYHR
444
DELISTED
Yunhong International Right
ZGYHR
$40K ﹤0.01%
+200,000
New +$43.4K
PANA.WS
445
DELISTED
Panacea Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class
PANA.WS
$39K ﹤0.01%
+16,666
New +$41.6K
LGHLW
446
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$36K ﹤0.01%
400,000
– –
GRCYW
447
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$35K ﹤0.01%
+150,000
New +$29.4K
CPAAW
448
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$32K ﹤0.01%
18,750
– –
LOACW
449
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$31K ﹤0.01%
125,000
– –
NRXPW
450
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$26K ﹤0.01%
100,000
– –
16 17
18
19 20

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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.