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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
GNT
926
GAMCO Natural Resources, Gold & Income Trust
GNT
$137M
$126K ﹤0.01%
24,664
+3,093
+14% +$15.4K
MCOMW
927
DELISTED
micromobility.com Inc. Warrant
MCOMW
$124K ﹤0.01%
170,000
– –
IPOF.WS
928
DELISTED
Social Capital Hedosophia Holdings Corp. VI Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOF.WS
$123K ﹤0.01%
+37,500
New +$101K
SLM icon
929
SLM Corp
SLM
$4.76B
$122K ﹤0.01%
+10,091
New +$106K
HZAC.WS
930
DELISTED
Horizon Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary sh
HZAC.WS
$121K ﹤0.01%
+83,332
New +$103K
MPLN.WS
931
DELISTED
MultiPlan Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MPLN.WS
$113K ﹤0.01%
+75,000
New +$113K
AVCTW
932
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$113K ﹤0.01%
250,000
– –
YAC.WS
933
DELISTED
Yucaipa Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A
YAC.WS
$113K ﹤0.01%
+79,166
New +$90.5K
FNB icon
934
FNB Corp
FNB
$6.77B
$112K ﹤0.01%
+11,927
New +$101K
LIVKW
935
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
$112K ﹤0.01%
160,000
– –
SNPR.WS
936
DELISTED
Tortoise Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary shar
SNPR.WS
$107K ﹤0.01%
+37,499
New +$84.8K
MYPSW
937
DELISTED
PLAYSTUDIOS Inc Warrant
MYPSW
$106K ﹤0.01%
+49,999
New +$105K
GHVIU
938
DELISTED
Gores Holdings VI, Inc. Unit
GHVIU
$106K ﹤0.01%
+10,000
New +$106K
BREZW
939
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$103K ﹤0.01%
+100,000
New +$88.2K
OTRAW
940
DELISTED
OTR Acquisition Corp. Warrant
OTRAW
$101K ﹤0.01%
+99,999
New +$102K
NBA.WS
941
DELISTED
New Beginnings Acquisition Corp. Redeemable Warrants, each warrant exercisable for one share of Comm
NBA.WS
$100K ﹤0.01%
+100,000
New +$69.3K
GRCYW
942
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$98K ﹤0.01%
150,000
– –
HZON.WS
943
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$95K ﹤0.01%
+49,999
New +$92.4K
VIHAW
944
DELISTED
VPC Impact Acquisition Holdings Warrant
VIHAW
$94K ﹤0.01%
+84,863
New +$82.8K
DFNS.WS
945
DELISTED
LGL Systems Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of Clas
DFNS.WS
$93K ﹤0.01%
57,500
– –
MEUSW
946
DELISTED
23andMe Holding Co Warrant
MEUSW
$88K ﹤0.01%
+33,333
New +$79.1K
SKINW
947
DELISTED
The Beauty Health Company Warrant expiring 5/4/2026
SKINW
$88K ﹤0.01%
+33,333
New +$74.4K
MKTWW
948
DELISTED
MarketWise, Inc. Warrant
MKTWW
$86K ﹤0.01%
50,000
– –
SVSVW
949
DELISTED
Spring Valley Acquisition Corp. Warrant
SVSVW
$82K ﹤0.01%
+49,999
New +$81.9K
NSCO.WS
950
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$80K ﹤0.01%
83,328
– –
36 37
38
39 40

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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.