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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
AONE.U
1076
DELISTED
one Units, each consisting of one Class A ordinary share, and one-fourth of a Warrant to acquire one
AONE.U
– –
-75,000
Closed -$818K
ASPL.U
1077
DELISTED
Aspirational Consumer Lifestyle Corp. Units, each consisting of one Class A ordinary share and one-t
ASPL.U
– –
-200,000
Closed -$2M
FCACU
1078
DELISTED
Falcon Capital Acquisition Corp. Unit
FCACU
– –
-100,000
Closed -$1.03M
CLII.U
1079
DELISTED
Climate Change Crisis Real Impact I Acquisition Corporation Units, each consisting of one share of C
CLII.U
– –
-200,000
Closed -$2.01M
HOLUU
1080
DELISTED
Holicity Inc. Unit
HOLUU
– –
-542,000
Closed -$5.61M
FSLF
1081
DELISTED
First Eagle Senior Loan Fund
FSLF
– –
-11,181
Closed -$139K
FIIIU
1082
DELISTED
Forum Merger III Corporation Units
FIIIU
– –
-747,467
Closed -$7.81M
FTOCU
1083
DELISTED
FTAC Olympus Acquisition Corp. Unit
FTOCU
– –
-600,000
Closed -$6M
FTIVU
1084
DELISTED
FinTech Acquisition Corp. IV Unit
FTIVU
– –
-300,000
Closed -$3.07M
FAII.U
1085
DELISTED
Fortress Value Acquisition Corp. II Units, each consisting of one share of Class A common stock and
FAII.U
– –
-350,000
Closed -$3.6M
ACTCU
1086
DELISTED
ArcLight Clean Transition Corp. Unit
ACTCU
– –
-350,000
Closed -$3.5M
THBR
1087
DELISTED
Thunder Bridge Acquisition II, Ltd. Class A Ordinary Shares
THBR
– –
-50,000
Closed -$510K
JIH
1088
DELISTED
Juniper Industrial Holdings, Inc.
JIH
– –
-150,000
Closed -$1.57M
NGA.U
1089
DELISTED
Northern Genesis Acquisition Corp. Units, each consisting of one share of common stock and one-half
NGA.U
– –
-1,250,000
Closed -$12.5M
VSPRU
1090
DELISTED
Vesper Healthcare Acquisition Corp. Unit
VSPRU
– –
-100,000
Closed -$1.03M
STPK.U
1091
DELISTED
Star Peak Energy Transition Corp. Units, each consisting of one share of Class A common stock, and o
STPK.U
– –
-1,211,329
Closed -$12.4M
DMYD.U
1092
DELISTED
dMY Technology Group, Inc. II Units, each consisting of one share of Class A common stock and one-th
DMYD.U
– –
-200,000
Closed -$2.05M
CGRO
1093
DELISTED
Collective Growth Corporation Class A Common Stock
CGRO
– –
-200,300
Closed -$1.98M
RPLA
1094
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
– –
-50,000
Closed -$509K
BFT.U
1095
DELISTED
Foley Trasimene Acquisition Corp. II Units, each consisting of one share of Class A common stock, an
BFT.U
– –
-1,187,500
Closed -$12.1M
CIIC
1096
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
– –
-50,000
Closed -$501K
ROCH
1097
DELISTED
Roth CH Acquisition I Co. Common Stock
ROCH
– –
-134,000
Closed -$1.33M
CLA.U
1098
DELISTED
Colonnade Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one
CLA.U
– –
-600,000
Closed -$5.98M
CFIIU
1099
DELISTED
CF Finance Acquisition Corp. II Unit
CFIIU
– –
-625,000
Closed -$6.26M
INAQU
1100
DELISTED
INSU Acquisition Corp. II Unit
INAQU
– –
-400,000
Closed -$4.14M
42 43
44
45 46

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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.