We are live on ! Find out more
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
SPAQ.WS
1126
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
– –
-96,666
Closed -$423K
ARYBW
1127
DELISTED
ARYA Sciences Acquisition Corp II Warrant
ARYBW
– –
-13,333
Closed -$24K
CPAAW
1128
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
– –
-18,750
Closed -$32K
DPHCW
1129
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
– –
-394,295
Closed -$4.18M
IMMU
1130
DELISTED
Immunomedics Inc
IMMU
– –
-382,284
Closed -$32.5M
FTACW
1131
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
– –
-1,150,000
Closed -$1.77M
RST
1132
DELISTED
ROSETTA STONE INC
RST
– –
-671,430
Closed -$20.1M
FMCIW
1133
DELISTED
Forum Merger II Corporation Warrant
FMCIW
– –
-300,614
Closed -$2.66M
SAQNW
1134
DELISTED
Software Acquisition Group Inc. Warrant
SAQNW
– –
-200,000
Closed -$182K
INSUW
1135
DELISTED
Insurance Acquisition Corp. Warrant
INSUW
– –
-550,000
Closed -$1.52M
AIMT
1136
DELISTED
Aimmune Therapeutics
AIMT
– –
-894,257
Closed -$30.8M
CCXX.WS
1137
DELISTED
Churchill Capital Corp III Warrants, each exercisable for one share of Class A common stock at an ex
CCXX.WS
– –
-75,000
Closed -$150K
VSLR
1138
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-1,413,226
Closed -$59.9M
NBL
1139
DELISTED
Noble Energy, Inc.
NBL
– –
-3,613,142
Closed -$30.9M
ETFC
1140
DELISTED
E*Trade Financial Corporation
ETFC
– –
-1,007,477
Closed -$50.4M
DLPH
1141
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
– –
-2,161,268
Closed -$36.1M
MNTA
1142
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-773,269
Closed -$40.6M
SHLL.WS
1143
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
– –
-94,779
Closed -$2.42M
MOBL
1144
DELISTED
MobileIron, Inc.
MOBL
– –
-670,424
Closed -$4.7M
CMAX
1145
DELISTED
CareMax, Inc. Class A Common Stock
CMAX
– –
-667
Closed -$210K
BBF
1146
DELISTED
BlackRock Municipal Income Investment Trust
BBF
– –
-10,231
Closed -$133K
42 43 44 45
46

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.