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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
RP
26
DELISTED
RealPage, Inc.
RP
$16.8M 0.59%
+193,097
New +$12.7M
BKNG icon
27
Booking.com
BKNG
$138B
$16.6M 0.58%
187,875
+67,300
+56% +$5.2M
GNW icon
28
Genworth Financial
GNW
$3.8B
$15.6M 0.55%
4,139,662
-1,848,102
-31% -$7.6M
SOGO
29
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$15.3M 0.54%
1,880,299
+1,565,681
+498% +$13.6M
VRTU
30
DELISTED
Virtusa Corporation
VRTU
$15.1M 0.53%
295,129
-71,324
-19% -$3.58M
DOYU
31
DouYu International Holdings
DOYU
$136M
$13M 0.46%
+117,292
New +$15.9M
CLGX
32
DELISTED
Corelogic, Inc.
CLGX
$13M 0.46%
168,726
+97,981
+138% +$7.33M
HMSY
33
DELISTED
HMS Holdings Corp.
HMSY
$12.4M 0.44%
+337,301
New +$10.2M
IFFT
34
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
$12.1M 0.42%
300,000
– –
BARK icon
35
BARK
BARK
$74.8M
$12M 0.42%
+41,050
New +$12.3M
EIGI
36
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$11.5M 0.4%
+1,220,651
New +$10.1M
VEA icon
37
Vanguard FTSE Developed Markets ETF
VEA
$226B
$11.2M 0.39%
+237,801
New +$10.5M
PE
38
DELISTED
PARSLEY ENERGY INC
PE
$8.96M 0.31%
+634,331
New +$7.55M
TLRY icon
39
Tilray
TLRY
$479M
$8.4M 0.29%
+101,665
New +$7.41M
SINA
40
DELISTED
Sina Corp
SINA
$8.12M 0.28%
191,506
+126,373
+194% +$5.43M
CXO
41
DELISTED
CONCHO RESOURCES INC.
CXO
$8M 0.28%
+138,156
New +$7.27M
CFXA
42
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$7.89M 0.28%
48,775
– –
RICE
43
DELISTED
Rice Acquisition Corp.
RICE
$7.86M 0.28%
+725,500
New +$7.78M
WTRE
44
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$7.63M 0.27%
+220,671
New +$7.55M
LFTRU
45
DELISTED
Lefteris Acquisition Corp. Unit
LFTRU
$7.63M 0.27%
+700,000
New +$7.1M
OCA.U
46
DELISTED
Omnichannel Acquisition Corp. Units, each consisting of one share of Class A common stock and one-ha
OCA.U
$7.43M 0.26%
+721,135
New +$7.35M
TSIAU
47
DELISTED
TS Innovation Acquisitions Corp. Unit
TSIAU
$7.38M 0.26%
+700,000
New +$7.12M
MUDSU
48
DELISTED
Mudrick Capital Acquisition Corporation II Unit
MUDSU
$7.28M 0.26%
+700,000
New +$7.13M
PIPP.U
49
DELISTED
Pine Island Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
PIPP.U
$7.22M 0.25%
+700,000
New +$7.24M
DCRBU
50
DELISTED
Decarbonization Plus Acquisition Corporation Unit
DCRBU
$7.18M 0.25%
+625,000
New +$6.45M
1
2
3 4 5

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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.