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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
ITAC
151
DELISTED
Industrial Tech Acquisitions, Inc. Class A common stock
ITAC
$2.54M 0.09%
+251,000
New +$2.49M
RIDEW
152
DELISTED
Lordstown Motors Corp. Warrant
RIDEW
$2.48M 0.09%
+287,103
New +$2.37M
GIK.WS
153
DELISTED
GigCapital3, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise
GIK.WS
$2.44M 0.09%
698,043
-201,957
-22% -$307K
VMAC
154
DELISTED
Vistas Media Acquisition Company Inc. Class A Common Stock
VMAC
$2.41M 0.08%
+238,545
New +$2.36M
NEE.PRQ
155
DELISTED
NextEra Energy, Inc. 6.219% Corporate Units
NEE.PRQ
$2.4M 0.08%
46,425
-203,575
-81% -$10.2M
BTWNU
156
DELISTED
Bridgetown Holdings Limited Units
BTWNU
$2.38M 0.08%
+140,000
New +$1.64M
BURU
157
DELISTED
NUBURU INC
BURU
$2.34M 0.08%
+1,129
New +$2.23M
IGAC
158
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$2.33M 0.08%
+230,000
New +$2.3M
MFAC.WS
159
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$2.31M 0.08%
796,838
-254,283
-24% -$303K
PCGU
160
DELISTED
PG&E Corporation
PCGU
$2.3M 0.08%
18,725
– –
DMYI.U
161
DELISTED
dMY Technology Group, Inc. III Units, each consisting of one share of Class A common stock and one-f
DMYI.U
$2.28M 0.08%
+200,000
New +$2.1M
OTIS icon
162
Otis Worldwide
OTIS
$27.4B
$2.26M 0.08%
33,958
-24,198
-42% -$1.57M
PWP icon
163
Perella Weinberg Partners
PWP
$1.14B
$2.26M 0.08%
+200,000
New +$2.08M
SPIR icon
164
Spire Global
SPIR
$425M
$2.25M 0.08%
+28,125
New +$2.22M
TTCFW
165
DELISTED
Tattooed Chef, Inc. Warrant
TTCFW
$2.25M 0.08%
+197,774
New +$1.5M
CARR icon
166
Carrier Global
CARR
$57.2B
$2.21M 0.08%
59,636
-135,372
-69% -$4.9M
ASTR
167
DELISTED
Astra Space, Inc. Class A Common Stock
ASTR
$2.19M 0.08%
+14,451
New +$2.16M
RDBX
168
DELISTED
Redbox Entertainment Inc. Class A Common Stock
RDBX
$2.18M 0.08%
+216,664
New +$2.16M
LSEAW
169
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$2.17M 0.08%
1,116,700
-3,300
-0.3% -$5.84K
AMZN icon
170
Amazon
AMZN
$2.5T
$2.16M 0.08%
+13,280
New +$2.12M
VIIAU
171
DELISTED
7GC & Co Holdings Unit
VIIAU
$2.11M 0.07%
+200,000
New +$2.09M
MTACU
172
DELISTED
MedTech Acquisition Corporation Unit
MTACU
$2.1M 0.07%
+200,000
New +$2.09M
STPK.WS
173
DELISTED
Star Peak Energy Transition Corp. Warrants, each whole warrant exercisable for one share of Class A
STPK.WS
$2.09M 0.07%
+353,347
New +$800K
PHICU
174
DELISTED
Population Health Investment Co., Inc. Unit
PHICU
$2.09M 0.07%
+200,000
New +$2.06M
CBAH.U
175
DELISTED
CBRE Acquisition Holdings, Inc. SAIL securities, each consisting of one share of Class A common stoc
CBAH.U
$2.09M 0.07%
+200,000
New +$2.09M
5 6
7
8 9

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HCM
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DTC
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AWA
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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.