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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
ACTCU
101
DELISTED
ArcLight Clean Transition Corp. Unit
ACTCU
$3.5M 0.13%
+350,000
New +$3.51M
ARLO icon
102
Arlo Technologies
ARLO
$1.4B
$3.36M 0.12%
638,321
– –
VRT.WS
103
DELISTED
Vertiv Holdings Co Warrants, each whole warrant exercisable for one share of Class A Common Stock at
VRT.WS
$3.24M 0.12%
500,000
– –
FTIVU
104
DELISTED
FinTech Acquisition Corp. IV Unit
FTIVU
$3.07M 0.11%
+300,000
New +$3.07M
NMMCU
105
DELISTED
North Mountain Merger Corp. Unit
NMMCU
$3.06M 0.11%
+300,000
New +$3.05M
SPHR icon
106
Sphere Entertainment
SPHR
$4.88B
$3.02M 0.11%
44,086
– –
PDAC.U
107
DELISTED
Peridot Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one
PDAC.U
$3M 0.11%
+300,000
New +$3M
ORGN
108
DELISTED
Origin Materials
ORGN
$2.98M 0.11%
+10,000
New +$2.98M
AHACU
109
DELISTED
Alpha Healthcare Acquisition Corp Unit
AHACU
$2.98M 0.11%
+300,000
New +$2.98M
RBOT
110
DELISTED
Vicarious Surgical
RBOT
$2.93M 0.11%
+10,000
New +$2.94M
GNRS
111
DELISTED
Greenrose Acquisition Corp. Common Stock
GNRS
$2.93M 0.11%
+300,000
New +$2.96M
TRNE.WS
112
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$2.81M 0.1%
1,069,759
-80,241
-7% -$151K
SOGO
113
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$2.8M 0.1%
+314,618
New +$2.4M
SINA
114
DELISTED
Sina Corp
SINA
$2.77M 0.1%
+65,133
New +$2.62M
NEE.PRO
115
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$2.73M 0.1%
50,000
-50,000
-50% -$2.72M
VLDRW
116
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$2.72M 0.1%
+556,219
New +$2.72M
FMCIW
117
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$2.66M 0.1%
300,614
-391,966
-57% -$2.2M
LYV icon
118
Live Nation Entertainment
LYV
$41.2B
$2.6M 0.09%
48,281
+20,193
+72% +$1.04M
YAC.U
119
DELISTED
Yucaipa Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
YAC.U
$2.58M 0.09%
+253,479
New +$2.57M
DTP
120
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$2.56M 0.09%
55,875
– –
DNMR
121
DELISTED
Danimer Scientific, Inc.
DNMR
$2.52M 0.09%
+6,250
New +$2.49M
ILMN icon
122
Illumina
ILMN
$29.4B
$2.51M 0.09%
8,399
+3,259
+63% +$1.12M
ETRN
123
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$2.47M 0.09%
292,042
– –
OACB.U
124
DELISTED
Oaktree Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fourth of
OACB.U
$2.44M 0.09%
+237,500
New +$2.45M
VMACU
125
DELISTED
Vistas Media Acquisition Company Inc. Unit
VMACU
$2.42M 0.09%
+238,545
New +$2.39M
3 4
5
6 7

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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.