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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
RAACU
176
DELISTED
Revolution Acceleration Acquisition Corp Unit
RAACU
$2.08M 0.07%
+200,000
New +$2.07M
ABX
177
Abacus Global Management
ABX
$995M
$2.07M 0.07%
204,000
-396,000
-66% -$3.89M
GOOGL icon
178
Alphabet (Google) Class A
GOOGL
$3.99T
$2.07M 0.07%
+23,700
New +$1.99M
OTRA
179
DELISTED
OTR Acquisition Corp. Class A Common Stock
OTRA
$2.07M 0.07%
+200,000
New +$2.03M
SVOKU
180
DELISTED
Seven Oaks Acquisition Corp. Unit
SVOKU
$2.07M 0.07%
+200,000
New +$2.07M
MVST icon
181
Microvast
MVST
$261M
$2.07M 0.07%
120,881
-24,119
-17% -$289K
QS.WS
182
DELISTED
QuantumScape Corporation Warrants, each whole warrant exercisable for one share of Class A common st
QS.WS
$2.06M 0.07%
+54,234
New +$1.24M
SNRHU
183
DELISTED
Senior Connect Acquisition Corp. I Unit
SNRHU
$2.06M 0.07%
+200,000
New +$2.06M
KINZU
184
DELISTED
KINS Technology Group Inc. Unit
KINZU
$2.06M 0.07%
+200,000
New +$2.06M
GDV icon
185
Gabelli Dividend & Income Trust
GDV
$2.62B
$2.02M 0.07%
93,891
-8,058
-8% -$161K
RSVAU
186
DELISTED
Rodgers Silicon Valley Acquisition Corp. Unit
RSVAU
$2M 0.07%
+150,000
New +$1.83M
FFAI
187
Faraday Future Intelligent Electric
FFAI
$13.3M
– –
0
– –
WGS icon
188
GeneDx Holdings
WGS
$1.81B
$1.93M 0.07%
+5,303
New +$1.85M
META icon
189
Meta Platforms (Facebook)
META
$1.52T
$1.93M 0.07%
+7,047
New +$1.93M
LOTZW
190
DELISTED
CarLotz, Inc. Warrant
LOTZW
$1.91M 0.07%
750,000
– –
PRPB
191
DELISTED
CC Neuberger Principal Holdings II Class A Ordinary Shares
PRPB
$1.91M 0.07%
+183,200
New +$1.83M
ASTSW
192
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$1.89M 0.07%
500,000
– –
GLS
193
DELISTED
Gelesis Holdings, Inc.
GLS
$1.89M 0.07%
186,000
-192,000
-51% -$1.89M
BXMX
194
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.88M 0.07%
145,770
-3,708
-2% -$44.5K
CGROW
195
DELISTED
Collective Growth Corporation Warrant
CGROW
$1.88M 0.07%
500,000
– –
SAII
196
DELISTED
Software Acquisition Group Inc. II Class A Common Stock
SAII
$1.87M 0.07%
+188,000
New +$1.84M
AJAX.U
197
DELISTED
Capri Listco Units, each consisting of one Class A ordinary share and one-fourth of one redeemable w
AJAX.U
$1.86M 0.07%
+150,000
New +$1.64M
FMAC
198
DELISTED
FirstMark Horizon Acquisition Corp.
FMAC
$1.85M 0.07%
+175,000
New +$1.82M
THBRW
199
DELISTED
Thunder Bridge Acquisition II, Ltd. Warrants
THBRW
$1.84M 0.06%
500,000
– –
QELL
200
DELISTED
Qell Acquisition Corp. Class A Ordinary Shares
QELL
$1.84M 0.06%
+150,000
New +$1.77M
6 7
8
9 10

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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.