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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
ZEV
1026
DELISTED
Lightning eMotors, Inc.
ZEV
– –
-20,500
Closed -$4.08M
PIAI.U
1027
DELISTED
Prime Impact Acquisition I Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary share
PIAI.U
– –
-400,000
Closed -$4.01M
OSH
1028
DELISTED
Oak Street Health, Inc.
OSH
– –
-25,000
Closed -$1.34M
TIG
1029
DELISTED
Trean Insurance Group, Inc. Common Stock
TIG
– –
-20,000
Closed -$305K
TWND.U
1030
DELISTED
Tailwind Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
TWND.U
– –
-1,100,000
Closed -$11.1M
BTRS
1031
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
– –
-50,000
Closed -$523K
LOTZ
1032
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
– –
-50,000
Closed -$511K
UPH
1033
DELISTED
UpHealth, Inc.
UPH
– –
-5,300
Closed -$538K
ACEVU
1034
DELISTED
ACE Convergence Acquisition Corp
ACEVU
– –
-200,000
Closed -$2.05M
CRHC.U
1035
DELISTED
Cohn Robbins Holdings Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CRHC.U
– –
-500,000
Closed -$5.04M
ENPC.U
1036
DELISTED
Executive Network Partnering Corporation CAPS, each consisting of one share of Class A common stock, and one-quarter of one redeemable warrant
ENPC.U
– –
-200,000
Closed -$5.05M
PMVC.U
1037
DELISTED
PMV Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PMVC.U
– –
-500,000
Closed -$5M
RMO
1038
DELISTED
Romeo Power, Inc.
RMO
– –
-150,000
Closed -$1.6M
NMMCU
1039
DELISTED
North Mountain Merger Corp. Unit
NMMCU
– –
-300,000
Closed -$3.06M
EQD.U
1040
DELISTED
Equity Distribution Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
EQD.U
– –
-500,000
Closed -$5.15M
ETACU
1041
DELISTED
E.Merge Technology Acquisition Corp. Unit
ETACU
– –
-500,000
Closed -$5.03M
FST.U
1042
DELISTED
FAST Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
FST.U
– –
-1,250,000
Closed -$12.5M
GOAC.U
1043
DELISTED
GO Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-third of on
GOAC.U
– –
-1,000,000
Closed -$10.1M
RBAC.U
1044
DELISTED
RedBall Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one
RBAC.U
– –
-100,000
Closed -$1.06M
PRPB.U
1045
DELISTED
CC Neuberger Principal Holdings II
PRPB.U
– –
-700,000
Closed -$7.23M
LCAPU
1046
DELISTED
Lionheart Acquisition Corp. II Unit
LCAPU
– –
-1,050,000
Closed -$10.5M
DHR.PRA
1047
DELISTED
Danaher Corporation 4.75% Mandatory Convertible Preferred Stock, Series A
DHR.PRA
– –
-750
Closed -$1.11M
SCVX.U
1048
DELISTED
SCVX Corp. Units, each consisting of one Class A ordinary share, $0.0001 par value per share, and on
SCVX.U
– –
-200,000
Closed -$2.15M
BTAQU
1049
DELISTED
Burgundy Technology Acquisition Corporation Unit
BTAQU
– –
-600,000
Closed -$5.98M
VMACU
1050
DELISTED
Vistas Media Acquisition Company Inc. Unit
VMACU
– –
-238,545
Closed -$2.42M
40 41
42
43 44

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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.