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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
BSN.U
1051
DELISTED
Broadstone Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of on
BSN.U
– –
-550,000
Closed -$5.48M
YAC.U
1052
DELISTED
Yucaipa Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
YAC.U
– –
-253,479
Closed -$2.58M
FIV
1053
DELISTED
First Trust Senior Floating Rate 2022 Target Term Fund Common Shares of Beneficial Interest
FIV
– –
-25,352
Closed -$214K
BOWXU
1054
DELISTED
BowX Acquisition Corp. Unit
BOWXU
– –
-500,000
Closed -$5.13M
HZAC.U
1055
DELISTED
Horizon Acquisition Corporation Units, each consisting of one Class A ordinary share and one-third o
HZAC.U
– –
-593,700
Closed -$6.18M
VIHAU
1056
DELISTED
VPC Impact Acquisition Holdings Unit
VIHAU
– –
-450,000
Closed -$4.5M
STWOU
1057
DELISTED
ACON S2 Acquisition Corp Unit
STWOU
– –
-380,500
Closed -$3.81M
ITACU
1058
DELISTED
Industrial Tech Acquisitions, Inc. Unit
ITACU
– –
-375,000
Closed -$3.75M
QTS.PRB
1059
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
– –
-9,525
Closed -$1.35M
TWCTU
1060
DELISTED
TWC Tech Holdings II Corp. Unit
TWCTU
– –
-700,000
Closed -$7.09M
AHACU
1061
DELISTED
Alpha Healthcare Acquisition Corp Unit
AHACU
– –
-300,000
Closed -$2.98M
KSMTU
1062
DELISTED
Kismet Acquisition One Corp Unit
KSMTU
– –
-600,000
Closed -$6.01M
SNPR.U
1063
DELISTED
Tortoise Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fourth of
SNPR.U
– –
-150,000
Closed -$1.63M
VACQU
1064
DELISTED
Vector Acquisition Corporation Unit
VACQU
– –
-350,000
Closed -$3.55M
NSH.U
1065
DELISTED
NavSight Holdings, Inc. Units, each consisting of one share of Class A Common Stock and one-half of
NSH.U
– –
-1,000,000
Closed -$10.1M
SAIIU
1066
DELISTED
Software Acquisition Group Inc. II Unit
SAIIU
– –
-1,000,000
Closed -$9.95M
PDAC.U
1067
DELISTED
Peridot Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one
PDAC.U
– –
-300,000
Closed -$3M
GRSVU
1068
DELISTED
Gores Holdings V, Inc. Unit
GRSVU
– –
-500,000
Closed -$5.17M
DGNR.U
1069
DELISTED
Dragoneer Growth Opportunities Corp. Units, each consisting of one Class A ordinary share, and one-f
DGNR.U
– –
-20,000
Closed -$245K
SVACU
1070
DELISTED
Starboard Value Acquisition Corp. Unit
SVACU
– –
-450,000
Closed -$4.54M
CCIV.U
1071
DELISTED
Churchill Capital Corp IV Units, each consisting of one share of Class A common stock and one-fifth
CCIV.U
– –
-1,000,000
Closed -$10M
CMLFU
1072
DELISTED
CM Life Sciences, Inc. Unit
CMLFU
– –
-819,844
Closed -$8.58M
FGNA.U
1073
DELISTED
FG New America Acquisition Corp. Units, each consisting of one share of Class A common stock and one
FGNA.U
– –
-475,000
Closed -$4.75M
NHICU
1074
DELISTED
NewHold Investment Corp. Unit
NHICU
– –
-600,000
Closed -$6.04M
SBG.U
1075
DELISTED
Sandbridge Acquisition Corporation Units, each consisting of one share of Class A Common Stock and o
SBG.U
– –
-650,000
Closed -$6.49M
41 42
43
44 45

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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.