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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
+24.61%
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
$2.85B
AUM Growth
+$92.9M
Cap. Flow
-$881M
Cap. Flow %
-30.92%
Top 10 Hldgs %
12.92%
Holding
1,238
New
690
Increased
43
Reduced
131
Closed
166

Top Buys

Rank Stock Value
1
INFO
IHS Markit Ltd. Common Shares
INFO
+$31M
2
TCF
TCF Financial Corporation Common Stock
TCF
+$27.8M
3
TXNM
TXNM Energy Inc
TXNM
+$25.8M
4
EIDX
Eidos Therapeutics, Inc. Common Stock
EIDX
+$24.3M
5
EV
Eaton Vance Corp.
EV
+$23.2M

Top Sells

Rank Stock Value
1
VSLR
VIVINT SOLAR, INC.
VSLR
+$59.9M
2
ETFC
E*Trade Financial Corporation
ETFC
+$50.4M
3
WMGI
Wright Medical Group Inc
WMGI
+$50.3M
4
LVGO
Livongo Health, Inc. Common Stock
LVGO
+$43.6M
5
ADSW
Advanced Disposal Services Inc
ADSW
+$43.2M

Sector Composition

Rank Sector Weight
1 Financials 8.99%
2 Technology 5.52%
3 Industrials 5.31%
4 Healthcare 5.2%
5 Consumer Discretionary 4.97%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FTCVU
226
DELISTED
FinTech Acquisition Corp. V Unit
FTCVU
$1.6M 0.06%
+150,000
New +$1.57M
VLTA
227
DELISTED
Volta Inc.
VLTA
$1.6M 0.06%
+150,000
New +$1.57M
ORGN
228
DELISTED
Origin Materials
ORGN
$1.59M 0.06%
5,000
-5,000
-50% -$1.5M
FRX.U
229
DELISTED
Forest Road Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-th
FRX.U
$1.57M 0.06%
+150,000
New +$1.55M
HLMN icon
230
Hillman Solutions
HLMN
$1.61B
$1.57M 0.06%
+149,999
New +$1.52M
LNFA.U
231
DELISTED
L&F Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one rede
LNFA.U
$1.56M 0.05%
+150,000
New +$1.53M
ATLC icon
232
Atlanticus Holdings
ATLC
$1.56B
$1.55M 0.05%
62,871
+42,455
+208% +$694K
HZON
233
DELISTED
Horizon Acquisition Corporation II
HZON
$1.55M 0.05%
+149,997
New +$1.55M
EDTXU
234
DELISTED
EdtechX Holdings Acquisition Corp. II Unit
EDTXU
$1.55M 0.05%
+150,000
New +$1.53M
MYPS icon
235
PLAYSTUDIOS Inc
MYPS
$79.3M
$1.54M 0.05%
+149,997
New +$1.54M
KSMT
236
DELISTED
Kismet Acquisition One Corp Ordinary Shares
KSMT
$1.54M 0.05%
+150,000
New +$1.47M
AVAN
237
DELISTED
Avanti Acquisition Corp.
AVAN
$1.54M 0.05%
+150,000
New +$1.5M
IPOF
238
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
$1.54M 0.05%
+125,000
New +$1.42M
HCARU
239
DELISTED
Healthcare Services Acquisition Corporation Unit
HCARU
$1.53M 0.05%
+150,000
New +$1.54M
RBOT
240
DELISTED
Vicarious Surgical
RBOT
$1.52M 0.05%
5,000
-5,000
-50% -$1.47M
PIAI
241
DELISTED
Prime Impact Acquisition I
PIAI
$1.51M 0.05%
+150,000
New +$1.49M
IMPX
242
DELISTED
AEA-Bridges Impact Corp
IMPX
$1.51M 0.05%
+150,000
New +$1.5M
YAC
243
DELISTED
Yucaipa Acquisition Corporation Class A Ordinary Shares
YAC
$1.51M 0.05%
+149,998
New +$1.49M
GWH icon
244
ESS Tech
GWH
$21M
$1.51M 0.05%
+10,000
New +$1.52M
LCID icon
245
Lucid Motors
LCID
$2.52B
$1.5M 0.05%
+15,000
New +$1.47M
HLLY icon
246
Holley
HLLY
$331M
$1.5M 0.05%
+149,998
New +$1.49M
CLVRW
247
DELISTED
Clever Leaves Holdings Inc. Warrant
CLVRW
$1.5M 0.05%
+974,628
New +$2.02M
GIX.WS
248
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$1.5M 0.05%
765,000
– –
MLAC
249
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$1.49M 0.05%
150,000
-250,000
-63% -$2.45M
BHSEU
250
DELISTED
Bull Horn Holdings Corp. Unit
BHSEU
$1.48M 0.05%
+130,000
New +$1.32M
8 9
10
11 12

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AQR Arbitrage's Q4 2020 Portfolio in Review

As of Q4 2020, AQR Arbitrage held 1,238 positions worth $2.85B, up 3.4% from $2.76B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Arbitrage withdrew a net $881M in Q4 2020, closing 166 positions and reducing 131 holdings. Its most notable exit was VIVINT SOLAR, INC., an estimated $59.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 9% of assets, up from 7.2% a quarter earlier, followed by Technology and Industrials.

Against the trend, AQR Arbitrage opened a new position in IHS Markit Ltd. Common Shares worth $31.9M.

  • AQR Arbitrage's largest Q4 2020 buy was IHS Markit Ltd. Common Shares: 358,162 shares worth $31.9M.
  • AQR Arbitrage added most to Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share in Q4 2020, an estimated $13.6M increase.
  • AQR Arbitrage's biggest Q4 2020 reduction was Maxim Integrated Products, cutting an estimated $31.8M.
  • AQR Arbitrage fully exited VIVINT SOLAR, INC. in Q4 2020, selling an estimated $59.9M.
  • AQR Arbitrage's ten largest holdings make up 13% of its $2.85B portfolio in Q4 2020.
  • AQR Arbitrage opened 690 new positions and closed 166 in Q4 2020.
  • AQR Arbitrage's portfolio value rose 3.4% quarter-over-quarter to $2.85B.

Based on AQR Arbitrage's 13F filing for Q4 2020, filed 16 Feb 2021.