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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
CTAC.WS
951
DELISTED
Cerberus Telecom Acquisition Corp. Warrants included as part of the Units, each whole warrant exerci
CTAC.WS
$79K ﹤0.01%
+58,332
New +$90.4K
LGHL
952
Lion Group Holding
LGHL
$987K
– –
0
– –
CEREW
953
DELISTED
Cerevel Therapeutics Holdings, Inc. Warrant
CEREW
$75K ﹤0.01%
+13,333
New +$53.8K
RBAC.WS
954
DELISTED
RedBall Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordina
RBAC.WS
$74K ﹤0.01%
+32,999
New +$59.5K
FCACW
955
DELISTED
Falcon Capital Acquisition Corp. Warrant
FCACW
$72K ﹤0.01%
+33,332
New +$58.2K
JQC icon
956
Nuveen Credit Strategies Income Fund
JQC
$702M
$71K ﹤0.01%
11,236
-149,013
-93% -$911K
ASPL.WS
957
DELISTED
Aspirational Consumer Lifestyle Corp. Redeemable Warrants, each whole warrant exercisable for one Cl
ASPL.WS
$71K ﹤0.01%
+66,666
New +$66.8K
GRNVR
958
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
$70K ﹤0.01%
+170,000
New +$65.8K
ADOCW
959
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$69K ﹤0.01%
+100,000
New +$54.1K
TREB.WS
960
DELISTED
Trebia Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
TREB.WS
$69K ﹤0.01%
33,333
– –
DSKEW
961
DELISTED
Daseke, Inc. Warrant
DSKEW
$68K ﹤0.01%
378,003
– –
GSAH.WS
962
DELISTED
GS Acquisition Holdings Corp II Redeemable Warrants, each whole warrant exercisable for one share of
GSAH.WS
$64K ﹤0.01%
25,000
– –
XOSWW
963
Xos Inc Warrants
XOSWW
$15.4K
$62K ﹤0.01%
+41,666
New +$63.7K
ZGYHR
964
DELISTED
Yunhong International Right
ZGYHR
$62K ﹤0.01%
200,000
– –
ZGYHW
965
DELISTED
Yunhong International Warrant
ZGYHW
$61K ﹤0.01%
100,000
– –
ADOCR
966
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$60K ﹤0.01%
+100,000
New +$37.1K
KOS icon
967
Kosmos Energy
KOS
$1.45B
$54K ﹤0.01%
+22,864
New +$36.2K
ADVWW
968
DELISTED
Advantage Solutions Warrant
ADVWW
$53K ﹤0.01%
+18,750
New +$37.1K
PANA.WS
969
DELISTED
Panacea Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class
PANA.WS
$53K ﹤0.01%
16,666
– –
SCVX.WS
970
DELISTED
SCVX Corp.
SCVX.WS
$43K ﹤0.01%
+25,000
New +$33.2K
PACE.WS
971
DELISTED
TPG Pace Tech Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary
PACE.WS
$43K ﹤0.01%
+20,000
New +$47.4K
SRSAW
972
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
$42K ﹤0.01%
+15,333
New +$35.8K
VYGG.WS
973
DELISTED
Vy Global Growth Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
VYGG.WS
$41K ﹤0.01%
+20,000
New +$36.3K
ABEV icon
974
Ambev
ABEV
$47.4B
$40K ﹤0.01%
+12,927
New +$34.9K
AONE.WS
975
DELISTED
one Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of
AONE.WS
$39K ﹤0.01%
+18,749
New +$31.7K
37 38
39
40 41

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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.