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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
IEMG icon
76
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$4.74M 0.17%
+76,432
New +$4.41M
DNMR.WS
77
DELISTED
Danimer Scientific, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class
DNMR.WS
$4.62M 0.16%
+408,400
New +$4.74M
ARBGU
78
DELISTED
Aequi Acquisition Corp Unit
ARBGU
$4.54M 0.16%
+450,000
New +$4.52M
ASAQ.U
79
DELISTED
Atlantic Avenue Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
ASAQ.U
$4.45M 0.16%
+420,000
New +$4.22M
RCHG
80
DELISTED
Recharge Acquisition Corp. Class A Common Stock
RCHG
$4.39M 0.15%
+430,379
New +$4.29M
SOLN
81
DELISTED
The Southern Company
SOLN
$4.38M 0.15%
85,375
– –
LYV icon
82
Live Nation Entertainment
LYV
$41.2B
$4.34M 0.15%
59,106
+10,825
+22% +$683K
ARNC
83
DELISTED
Arconic Corporation
ARNC
$4.33M 0.15%
145,307
-177,039
-55% -$4.66M
SPHR icon
84
Sphere Entertainment
SPHR
$4.88B
$4.21M 0.15%
40,306
-3,780
-9% -$289K
COOLU
85
DELISTED
Corner Growth Acquisition Corp. Unit
COOLU
$4.18M 0.15%
+400,000
New +$4.15M
WPX
86
DELISTED
WPX Energy, Inc.
WPX
$4.12M 0.14%
+505,591
New +$3.21M
MVSTW
87
DELISTED
Microvast Holdings Warrants
MVSTW
$4.09M 0.14%
858,146
-741,854
-46% -$1.26M
BABA icon
88
Alibaba
BABA
$269B
$4.08M 0.14%
17,533
-5,262
-23% -$1.46M
RMO.WS
89
DELISTED
Romeo Power, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exerc
RMO.WS
$4.05M 0.14%
+434,985
New +$4.69M
IAA
90
DELISTED
IAA, Inc. Common Stock
IAA
$4.04M 0.14%
62,624
-36,098
-37% -$2.16M
CTVA icon
91
Corteva
CTVA
$59.7B
$4.04M 0.14%
105,114
-45,667
-30% -$1.63M
CYXT
92
DELISTED
Cyxtera Technologies, Inc. Class A Common Stock
CYXT
$4.03M 0.14%
+389,000
New +$3.92M
CVET
93
DELISTED
Covetrus, Inc. Common Stock
CVET
$3.97M 0.14%
138,121
-100,484
-42% -$2.71M
CFACU
94
DELISTED
CF Finance Acquisition Corp. III Unit
CFACU
$3.97M 0.14%
+370,000
New +$3.81M
KTB icon
95
Kontoor Brands
KTB
$4.62B
$3.93M 0.14%
96,983
-99,167
-51% -$3.65M
PS
96
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$3.9M 0.14%
+186,192
New +$3.33M
CATM
97
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$3.86M 0.14%
+109,470
New +$2.73M
ZNTEU
98
DELISTED
Zanite Acquisition Corp. Unit
ZNTEU
$3.79M 0.13%
+360,000
New +$3.67M
DOW icon
99
Dow Inc
DOW
$21.6B
$3.72M 0.13%
67,066
-31,449
-32% -$1.62M
ATIP
100
DELISTED
ATI Physical Therapy, Inc.
ATIP
$3.7M 0.13%
+6,891
New +$3.48M
2 3
4
5 6

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HCM
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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.