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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
VCVCU
126
DELISTED
10X Capital Venture Acquisition Corp Unit
VCVCU
$3.04M 0.11%
+285,714
New +$2.95M
APPHW
127
DELISTED
AppHarvest, Inc. Warrants
APPHW
$3.04M 0.11%
655,979
-44,021
-6% -$138K
SEAH
128
DELISTED
Sports Entertainment Acquisition Corp.
SEAH
$3.04M 0.11%
+300,000
New +$3M
AAPL icon
129
Apple
AAPL
$4.93T
$3.02M 0.11%
+22,773
New +$2.74M
TMTS
130
DELISTED
Spartacus Acquisition Corporation Class A Common Stock
TMTS
$3.02M 0.11%
+300,000
New +$2.98M
HUMA icon
131
Humacyte
HUMA
$181M
$3.01M 0.11%
+300,000
New +$2.97M
GRSV
132
DELISTED
Gores Holdings V, Inc.
GRSV
$2.96M 0.1%
+285,000
New +$2.85M
NEE.PRO
133
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$2.94M 0.1%
50,000
– –
PTICU
134
DELISTED
PropTech Investment Corporation II Unit
PTICU
$2.92M 0.1%
+272,133
New +$2.82M
GDYNW
135
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
$2.91M 0.1%
810,000
– –
EQD
136
DELISTED
Equity Distribution Acquisition Corp.
EQD
$2.82M 0.1%
+275,198
New +$2.78M
NMMC
137
DELISTED
North Mountain Merger Corp. Class A Common Stock
NMMC
$2.81M 0.1%
+271,730
New +$2.8M
STIC.U
138
DELISTED
Northern Star Acquisition Corp. Units, each consisting of one share of common stock and one-third of
STIC.U
$2.8M 0.1%
+178,339
New +$2.09M
NHIC
139
DELISTED
NewHold Investment Corp. Class A Common Stock
NHIC
$2.79M 0.1%
+278,360
New +$2.74M
KWAC.U
140
DELISTED
Kingswood Acquisition Corp. Units, each consisting of one share of Class A Common Stock and three-fo
KWAC.U
$2.77M 0.1%
+266,333
New +$2.72M
SBE.WS
141
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$2.75M 0.1%
178,553
-208,610
-54% -$1.74M
BOWX
142
DELISTED
BowX Acquisition Corp. Class A Common Stock
BOWX
$2.72M 0.1%
+265,198
New +$2.66M
DTP
143
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$2.67M 0.09%
55,875
– –
FOXA icon
144
Fox Class A
FOXA
$24B
$2.66M 0.09%
91,415
-35,990
-28% -$1.01M
TWCT
145
DELISTED
TWC Tech Holdings II Corp. Class A Common Stock
TWCT
$2.63M 0.09%
+249,999
New +$2.52M
GCMGW
146
DELISTED
GCM Grosvenor Inc Warrant
GCMGW
$2.63M 0.09%
+1,500,000
New +$2.14M
MSFT icon
147
Microsoft
MSFT
$2.92T
$2.62M 0.09%
+11,812
New +$2.54M
PCPC.U
148
DELISTED
Periphas Capital Partnering Corporation CAPS, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
PCPC.U
$2.61M 0.09%
+100,000
New +$2.57M
CIT
149
DELISTED
CIT Group Inc.
CIT
$2.6M 0.09%
+74,133
New +$2.34M
CELUW
150
DELISTED
Celularity Inc
CELUW
$2.59M 0.09%
900,000
-100,000
-10% -$187K
4 5
6
7 8

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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.