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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
HZAC.U
51
DELISTED
Horizon Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
HZAC.U
$6.18M 0.22%
+593,700
New +$6.07M
ARNC
52
DELISTED
Arconic Corporation
ARNC
$6.14M 0.22%
322,346
– –
NHICU
53
DELISTED
NewHold Investment Corp. Unit
NHICU
$6.04M 0.22%
+600,000
New +$5.98M
KSMTU
54
DELISTED
Kismet Acquisition One Corp Unit
KSMTU
$6.01M 0.22%
+600,000
New +$6.02M
FTOCU
55
DELISTED
FTAC Olympus Acquisition Corp. Unit
FTOCU
$6M 0.22%
+600,000
New +$6M
BTAQU
56
DELISTED
Burgundy Technology Acquisition Corporation Unit
BTAQU
$5.98M 0.22%
+600,000
New +$5.99M
CLA.U
57
DELISTED
Colonnade Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one
CLA.U
$5.98M 0.22%
+600,000
New +$5.95M
CARR icon
58
Carrier Global
CARR
$57.2B
$5.96M 0.22%
195,008
– –
ABX
59
Abacus Global Management
ABX
$996M
$5.89M 0.21%
+600,000
New +$5.86M
CVET
60
DELISTED
Covetrus, Inc. Common Stock
CVET
$5.82M 0.21%
238,605
– –
PSTH
61
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$5.67M 0.21%
+250,000
New +$5.62M
HOLUU
62
DELISTED
Holicity Inc. Unit
HOLUU
$5.61M 0.2%
+542,000
New +$5.51M
BSN.U
63
DELISTED
Broadstone Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of on
BSN.U
$5.48M 0.2%
+550,000
New +$5.48M
REZI icon
64
Resideo Technologies
REZI
$5.23B
$5.4M 0.2%
490,821
– –
LTHM
65
DELISTED
Livent Corporation
LTHM
$5.2M 0.19%
579,711
– –
GRSVU
66
DELISTED
Gores Holdings V, Inc. Unit
GRSVU
$5.17M 0.19%
+500,000
New +$5.1M
EQD.U
67
DELISTED
Equity Distribution Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
EQD.U
$5.15M 0.19%
+500,000
New +$5.2M
IAA
68
DELISTED
IAA, Inc. Common Stock
IAA
$5.14M 0.19%
98,722
– –
BOWXU
69
DELISTED
BowX Acquisition Corp. Unit
BOWXU
$5.13M 0.19%
+500,000
New +$5.09M
ENPC.U
70
DELISTED
Executive Network Partnering Corporation CAPS, each consisting of one share of Class A common stock, and one-quarter of one redeemable warrant
ENPC.U
$5.05M 0.18%
+200,000
New +$5.03M
CRHC.U
71
DELISTED
Cohn Robbins Holdings Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CRHC.U
$5.04M 0.18%
+500,000
New +$5.07M
ETACU
72
DELISTED
E.Merge Technology Acquisition Corp. Unit
ETACU
$5.03M 0.18%
+500,000
New +$5.02M
PMVC.U
73
DELISTED
PMV Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PMVC.U
$5M 0.18%
+500,000
New +$4.98M
FFAI
74
Faraday Future Intelligent Electric
FFAI
$15.8M
– –
0
– –
CLGX
75
DELISTED
Corelogic, Inc.
CLGX
$4.79M 0.17%
70,745
+48,749
+222% +$3.28M
1 2
3
4 5

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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.