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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
CRHC
276
DELISTED
Cohn Robbins Holdings Corp.
CRHC
$1.3M 0.05%
+125,000
New +$1.25M
BTAQ
277
DELISTED
Burgundy Technology Acquisition Corporation Class A Ordinary shares
BTAQ
$1.3M 0.05%
+125,000
New +$1.23M
FPAC.U
278
DELISTED
Far Peak Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-third of one redeemable warrant
FPAC.U
$1.29M 0.05%
+125,000
New +$1.28M
PDAC
279
DELISTED
Peridot Acquisition Corp.
PDAC
$1.29M 0.05%
+124,290
New +$1.24M
FTOC
280
DELISTED
FTAC Olympus Acquisition Corp. Class A Ordinary Shares
FTOC
$1.29M 0.05%
+125,000
New +$1.23M
DIAX
281
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$1.29M 0.05%
84,593
+12,703
+18% +$182K
CTAC
282
DELISTED
Cerberus Telecom Acquisition Corp.
CTAC
$1.28M 0.04%
+124,996
New +$1.27M
OPFI icon
283
OppFi
OPFI
$820M
$1.27M 0.04%
+125,000
New +$1.26M
MSPR
284
DELISTED
MSP Recovery Inc
MSPR
$1.27M 0.04%
+29
New +$1.25M
RKLB icon
285
Rocket Lab Corp
RKLB
$38.8B
$1.26M 0.04%
+124,999
New +$1.27M
ELV icon
286
Elevance Health
ELV
$81.8B
$1.26M 0.04%
+3,993
New +$1.23M
XOS icon
287
Xos
XOS
$27.8M
$1.26M 0.04%
+4,167
New +$1.25M
BSN
288
DELISTED
Broadstone Acquisition Corp.
BSN
$1.26M 0.04%
+125,000
New +$1.23M
BKKT icon
289
Bakkt Inc
BKKT
$327M
$1.25M 0.04%
+4,989
New +$1.24M
HPX
290
DELISTED
HPX Corp.
HPX
$1.25M 0.04%
125,000
-75,000
-38% -$737K
VLDRW
291
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$1.25M 0.04%
144,949
-411,270
-74% -$1.9M
HZAC
292
DELISTED
Horizon Acquisition Corporation
HZAC
$1.25M 0.04%
+124,996
New +$1.25M
EXG icon
293
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.92B
$1.25M 0.04%
142,395
-59,508
-29% -$481K
DSAC
294
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
$1.25M 0.04%
+125,000
New +$1.23M
FREEW
295
DELISTED
Whole Earth Brands, Inc. Warrant
FREEW
$1.24M 0.04%
900,000
– –
UTZ.WS
296
DELISTED
Utz Brands, Inc. Warrants, each whole warrant exercisable for one Class A common stock at an exercis
UTZ.WS
$1.23M 0.04%
116,666
– –
UTHR icon
297
United Therapeutics
UTHR
$26.3B
$1.21M 0.04%
+7,970
New +$1.05M
HQH
298
abrdn Healthcare Investors
HQH
$1.24B
$1.21M 0.04%
50,550
-26,758
-35% -$581K
MAN icon
299
ManpowerGroup
MAN
$2.61B
$1.2M 0.04%
+13,321
New +$1.1M
RHI icon
300
Robert Half
RHI
$4.17B
$1.19M 0.04%
+19,138
New +$1.14M
10 11
12
13 14

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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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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.