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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
LUXAU
51
DELISTED
Lux Health Tech Acquisition Corp. Units
LUXAU
$6.69M 0.23%
+570,000
New +$6.12M
GOAC
52
DELISTED
GO Acquisition Corp. Class A Common Stock
GOAC
$6.62M 0.23%
+649,996
New +$6.39M
MAAC
53
DELISTED
Montes Archimedes Acquisition Corp. Class A Common Stock
MAAC
$6.37M 0.22%
+626,068
New +$6.3M
ACIC.U
54
DELISTED
Atlas Crest Investment Corp. Units, each consisting of one Class A common stock, and one-third of on
ACIC.U
$6.33M 0.22%
+600,000
New +$6.13M
ETSY icon
55
Etsy
ETSY
$7.65B
$6.32M 0.22%
+35,504
New +$5.34M
WDR
56
DELISTED
Waddell & Reed Financial, Inc.
WDR
$6.19M 0.22%
+242,916
New +$4.68M
CTAQU
57
DELISTED
Carney Technology Acquisition Corp. II Units
CTAQU
$6.16M 0.22%
+600,000
New +$6.16M
SPNV.U
58
DELISTED
Supernova Partners Acquisition Company, Inc. Units, each consisting of one share of Class A common s
SPNV.U
$5.8M 0.2%
+500,000
New +$5.3M
BEAT
59
DELISTED
BioTelemetry, Inc.
BEAT
$5.79M 0.2%
+80,337
New +$4.21M
DCGO icon
60
DocGo
DCGO
$58.9M
$5.62M 0.2%
+557,688
New +$5.71M
PSTH
61
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$5.54M 0.19%
200,000
-50,000
-20% -$1.21M
HAACU
62
DELISTED
Health Assurance Acquisition Corp. SAIL Securities
HAACU
$5.33M 0.19%
+483,333
New +$5.24M
LYFT icon
63
Lyft
LYFT
$5.39B
$5.27M 0.18%
+107,218
New +$3.9M
CONXU
64
DELISTED
CONX Corp. Unit
CONXU
$5.22M 0.18%
+500,000
New +$5.07M
SPWH icon
65
Sportsman's Warehouse
SPWH
$43.7M
$5.08M 0.18%
+289,275
New +$4.23M
YSAC
66
DELISTED
Yellowstone Acquisition Company
YSAC
$5.06M 0.18%
+500,000
New +$5.14M
ENPC
67
DELISTED
Executive Network Partnering Corporation
ENPC
$5.01M 0.18%
+499,800
New +$4.94M
CND.U
68
DELISTED
Concord Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
CND.U
$4.98M 0.17%
+483,333
New +$4.93M
MTSC
69
DELISTED
MTS Systems Corp
MTSC
$4.9M 0.17%
+84,249
New +$3.04M
OWLT icon
70
Owlet
OWLT
$153M
$4.87M 0.17%
+34,196
New +$4.72M
QEP
71
DELISTED
QEP RESOURCES, INC.
QEP
$4.84M 0.17%
+2,026,940
New +$3M
XPOA
72
DELISTED
DPCM Capital, Inc.
XPOA
$4.81M 0.17%
+462,157
New +$4.77M
CAP.U
73
DELISTED
Capitol Investment Corp. V Units, each consisting of one share of Class A common stock, and one-thir
CAP.U
$4.81M 0.17%
+466,666
New +$4.76M
NAV
74
DELISTED
Navistar International
NAV
$4.75M 0.17%
+108,161
New +$4.71M
LTHM
75
DELISTED
Livent Corporation
LTHM
$4.75M 0.17%
252,339
-327,372
-56% -$4.57M
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.