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
CAS.U
101
DELISTED
Cascade Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half o
CAS.U
$3.66M 0.13%
+350,000
New +$3.56M
GNOGW
102
DELISTED
Golden Nugget Online Gaming, Inc. Warrant
GNOGW
$3.65M 0.13%
+406,117
New +$3.86M
VRT.WS
103
DELISTED
Vertiv Holdings Co Warrants, each whole warrant exercisable for one share of Class A Common Stock at
VRT.WS
$3.65M 0.13%
500,000
– –
ILPT
104
Industrial Logistics Properties Trust
ILPT
$613M
$3.57M 0.13%
153,415
-39,525
-20% -$864K
ILMN icon
105
Illumina
ILMN
$29.4B
$3.57M 0.13%
10,128
+1,729
+21% +$551K
PAYAW
106
DELISTED
Paya Holdings Inc. Warrant
PAYAW
$3.37M 0.12%
+936,339
New +$2.57M
ALC icon
107
Alcon
ALC
$33.1B
$3.35M 0.12%
50,848
-12,403
-20% -$776K
PMVC
108
DELISTED
PMV Consumer Acquisition Corp.
PMVC
$3.33M 0.12%
+328,000
New +$3.24M
GPGI
109
GPGI Inc
GPGI
$4.06B
$3.33M 0.12%
+396,116
New +$3.31M
EOSEW
110
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$3.32M 0.12%
400,000
-225,000
-36% -$642K
MP.WS
111
DELISTED
MP Materials Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at
MP.WS
$3.25M 0.11%
+211,110
New +$2.18M
SPRQ.U
112
DELISTED
Spartan Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-ha
SPRQ.U
$3.24M 0.11%
+300,000
New +$3.17M
BTRSW
113
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$3.17M 0.11%
744,469
-5,531
-0.7% -$15.2K
FST
114
DELISTED
FAST Acquisition Corp.
FST
$3.16M 0.11%
+308,807
New +$3.03M
DM.WS
115
DELISTED
Desktop Metal, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Com
DM.WS
$3.13M 0.11%
+651,196
New +$3.21M
CKH
116
DELISTED
Seacor Holdings Inc.
CKH
$3.13M 0.11%
+75,500
New +$2.65M
ASLEW
117
DELISTED
AerSale Corp Warrants
ASLEW
$3.13M 0.11%
1,680,597
– –
ADNWW
118
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$3.11M 0.11%
920,000
-1,198,801
-57% -$1.46M
LOKB.U
119
DELISTED
Live Oak Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-th
LOKB.U
$3.11M 0.11%
+286,250
New +$3M
ALTUU
120
DELISTED
Altitude Acquisition Corp Unit
ALTUU
$3.1M 0.11%
+300,000
New +$3.09M
CLCT
121
DELISTED
Collectors Universe
CLCT
$3.09M 0.11%
+41,023
New +$2.78M
ARLO icon
122
Arlo Technologies
ARLO
$1.4B
$3.09M 0.11%
396,795
-241,526
-38% -$1.47M
CFIVU
123
DELISTED
CF Acquisition Corp. IV Unit
CFIVU
$3.09M 0.11%
+300,000
New +$3.09M
CIFR icon
124
Cipher Digital
CIFR
$9.47B
$3.08M 0.11%
+310,000
New +$3.07M
NGA.WS
125
DELISTED
Northern Genesis Acquisition Corp. Redeemable Warrants, each warrant exercisable for shares of commo
NGA.WS
$3.08M 0.11%
+546,750
New +$1.42M
3 4
5
6 7

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.