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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
AYI icon
326
Acuity Brands
AYI
$10.3B
$1.07M 0.04%
+8,934
New +$958K
CLA.WS
327
DELISTED
Colonnade Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
CLA.WS
$1.07M 0.04%
+300,000
New +$325K
CRI icon
328
Carter's
CRI
$1.45B
$1.06M 0.04%
+11,284
New +$993K
RPLA.WS
329
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$1.06M 0.04%
575,000
– –
TINV.U
330
DELISTED
Tiga Acquisition Corp. Units, each consisting of one Class A ordinary share and one half of one warrant
TINV.U
$1.06M 0.04%
+100,000
New +$1.04M
IIIIU
331
DELISTED
INSU Acquisition Corp. III Unit
IIIIU
$1.06M 0.04%
+100,000
New +$1.06M
BSL
332
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$169M
$1.05M 0.04%
74,207
+2,856
+4% +$39.6K
CMI icon
333
Cummins
CMI
$87.9B
$1.05M 0.04%
+4,690
New +$1.05M
TY icon
334
TRI-Continental Corp
TY
$1.85B
$1.05M 0.04%
35,520
-10,420
-23% -$291K
FCAC
335
DELISTED
Falcon Capital Acquisition Corp. Class A Common Stock
FCAC
$1.04M 0.04%
+99,996
New +$1.04M
VYGG
336
DELISTED
Vy Global Growth
VYGG
$1.04M 0.04%
+100,000
New +$1.04M
NUS icon
337
Nu Skin
NUS
$254M
$1.04M 0.04%
+19,206
New +$1.01M
ROCCU
338
DELISTED
Roth CH Acquisition II Co. Unit
ROCCU
$1.04M 0.04%
+100,000
New +$1.03M
BOE icon
339
BlackRock Enhanced Global Dividend Trust
BOE
$666M
$1.04M 0.04%
95,228
-3,051
-3% -$31.2K
TACA.U
340
DELISTED
Trepont Acquisition Corp I Units, each consisting of one Class A ordinary share and one-half of one
TACA.U
$1.04M 0.04%
+100,000
New +$1.03M
SCOAU
341
DELISTED
ScION Tech Growth I Unit
SCOAU
$1.03M 0.04%
+100,000
New +$1.03M
TMPMU
342
DELISTED
Turmeric Acquisition Corp. Unit
TMPMU
$1.03M 0.04%
+100,000
New +$1.01M
HUM icon
343
Humana
HUM
$46.2B
$1.03M 0.04%
+2,521
New +$1.05M
MKTW icon
344
MarketWise
MKTW
$54.9M
$1.03M 0.04%
5,000
– –
ADOC
345
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$1.02M 0.04%
+100,000
New +$1.01M
BREZ
346
DELISTED
Breeze Holdings Acquisition Corp. Common Stock
BREZ
$1.01M 0.04%
+100,000
New +$1.02M
JRI icon
347
Nuveen Real Asset Income & Growth Fund
JRI
$355M
$1.01M 0.04%
75,344
-8,533
-10% -$109K
SV
348
DELISTED
Spring Valley Acquisition Corp. Class A Ordinary Share
SV
$1.01M 0.04%
+99,998
New +$1.02M
GRCY
349
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$1.01M 0.04%
100,000
-50,000
-33% -$499K
PRCHW
350
DELISTED
Porch Group, Inc. Warrant
PRCHW
$1.01M 0.04%
+325,000
New +$1.02M
12 13
14
15 16

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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 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.