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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
SRE.PRA
1101
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
– –
-7,925
Closed -$785K
LOAK.WS
1102
DELISTED
Live Oak Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LOAK.WS
– –
-632,500
Closed -$620K
LCAHW
1103
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
– –
-434,214
Closed -$1.91M
RMG.WS
1104
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
– –
-733,332
Closed -$1.57M
TCO
1105
DELISTED
Taubman Centers Inc.
TCO
– –
-681,925
Closed -$22.7M
PTACW
1106
DELISTED
PropTech Acquisition Corporation Warrant
PTACW
– –
-325,000
Closed -$536K
HYACW
1107
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
– –
-666,666
Closed -$673K
PIC.WS
1108
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
– –
-268,593
Closed -$994K
GLIBA
1109
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
– –
-232,162
Closed -$19M
SAMAW
1110
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
– –
-1,440,000
Closed -$747K
HCCHW
1111
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
– –
-270,000
Closed -$559K
TRNE.WS
1112
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
– –
-1,069,759
Closed -$2.81M
ATCXW
1113
DELISTED
Atlas Technical Consultants, Inc. Warrant
ATCXW
– –
-1,565,744
Closed -$805K
GMHIW
1114
DELISTED
Gores Metropoulos, Inc. Warrant
GMHIW
– –
-166,666
Closed -$520K
KCAC.WS
1115
DELISTED
Kensington Capital Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class
KCAC.WS
– –
-250,000
Closed -$1.13M
LGC.WS
1116
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
– –
-1,250,000
Closed -$669K
FVAC.WS
1117
DELISTED
Fortress Value Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A c
FVAC.WS
– –
-333,333
Closed -$1.1M
CFFAW
1118
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
– –
-1,500,000
Closed -$1.47M
WMGI
1119
DELISTED
Wright Medical Group Inc
WMGI
– –
-1,647,847
Closed -$50.3M
NFINW
1120
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
– –
-500,000
Closed -$675K
KBLMW
1121
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
– –
-500,000
Closed -$113K
BITA
1122
DELISTED
Bitauto Holdings Limited
BITA
– –
-836,416
Closed -$13.2M
HCCOW
1123
DELISTED
Healthcare Merger Corp. Warrants
HCCOW
– –
-350,000
Closed -$616K
ADSW
1124
DELISTED
Advanced Disposal Services Inc
ADSW
– –
-1,428,481
Closed -$43.2M
LVGO
1125
DELISTED
Livongo Health, Inc. Common Stock
LVGO
– –
-311,174
Closed -$43.6M
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.