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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
GFLU
26
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$18.4M 0.67%
344,475
– –
VRTU
27
DELISTED
Virtusa Corporation
VRTU
$18M 0.65%
+366,453
New +$14.6M
IFFT
28
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
$13.4M 0.49%
+300,000
New +$13.6M
BITA
29
DELISTED
Bitauto Holdings Limited
BITA
$13.2M 0.48%
836,416
+492,617
+143% +$7.79M
NGA.U
30
DELISTED
Northern Genesis Acquisition Corp. Units, each consisting of one share of common stock and one-half
NGA.U
$12.5M 0.45%
+1,250,000
New +$12.5M
FST.U
31
DELISTED
FAST Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
FST.U
$12.5M 0.45%
+1,250,000
New +$12.5M
STPK.U
32
DELISTED
Star Peak Energy Transition Corp. Units, each consisting of one share of Class A common stock, and o
STPK.U
$12.4M 0.45%
+1,211,329
New +$12.3M
BFT.U
33
DELISTED
Foley Trasimene Acquisition Corp. II Units, each consisting of one share of Class A common stock, an
BFT.U
$12.1M 0.44%
+1,187,500
New +$12.1M
NEE.PRQ
34
DELISTED
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
$12M 0.43%
+250,000
New +$11.9M
TWND.U
35
DELISTED
Tailwind Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
TWND.U
$11.1M 0.4%
+1,100,000
New +$11M
LCAPU
36
DELISTED
Lionheart Acquisition Corp. II Unit
LCAPU
$10.5M 0.38%
+1,050,000
New +$10.5M
DVN icon
37
Devon Energy
DVN
$51.9B
$10.3M 0.37%
+1,083,603
New +$11.4M
GOAC.U
38
DELISTED
GO Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-third of on
GOAC.U
$10.1M 0.37%
+1,000,000
New +$10M
NSH.U
39
DELISTED
NavSight Holdings, Inc. Units, each consisting of one share of Class A Common Stock and one-half of
NSH.U
$10.1M 0.37%
+1,000,000
New +$10M
CCIV.U
40
DELISTED
Churchill Capital Corp IV Units, each consisting of one share of Class A common stock and one-fifth
CCIV.U
$10M 0.36%
+1,000,000
New +$10M
SAIIU
41
DELISTED
Software Acquisition Group Inc. II Unit
SAIIU
$9.95M 0.36%
+1,000,000
New +$10M
CMLFU
42
DELISTED
CM Life Sciences, Inc. Unit
CMLFU
$8.58M 0.31%
+819,844
New +$8.63M
BKNG icon
43
Booking.com
BKNG
$138B
$8.22M 0.3%
120,575
+41,000
+52% +$2.88M
FIIIU
44
DELISTED
Forum Merger III Corporation Units
FIIIU
$7.81M 0.28%
+747,467
New +$7.61M
PRPB.U
45
DELISTED
CC Neuberger Principal Holdings II
PRPB.U
$7.23M 0.26%
+700,000
New +$7.13M
TWCTU
46
DELISTED
TWC Tech Holdings II Corp. Unit
TWCTU
$7.09M 0.26%
+700,000
New +$7.1M
BABA icon
47
Alibaba
BABA
$269B
$6.7M 0.24%
+22,795
New +$6.01M
CFXA
48
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$6.56M 0.24%
48,775
– –
SBG.U
49
DELISTED
Sandbridge Acquisition Corporation Units, each consisting of one share of Class A Common Stock and o
SBG.U
$6.49M 0.24%
+650,000
New +$6.51M
CFIIU
50
DELISTED
CF Finance Acquisition Corp. II Unit
CFIIU
$6.26M 0.23%
+625,000
New +$6.26M
1
2
3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.