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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
LVOXW
251
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$1.47M 0.05%
1,000,000
– –
IPOD.U
252
DELISTED
Social Capital Hedosophia Holdings Corp. IV Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
IPOD.U
$1.46M 0.05%
+100,000
New +$1.2M
IGR
253
CBRE Global Real Estate Income Fund
IGR
$721M
$1.44M 0.05%
209,648
-47,678
-19% -$303K
DISCK
254
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$1.44M 0.05%
54,773
-27,221
-33% -$596K
AN icon
255
AutoNation
AN
$7.25B
$1.43M 0.05%
+20,725
New +$1.3M
LAZRW
256
DELISTED
Luminar Technologies, Inc. Warrant
LAZRW
$1.43M 0.05%
+83,332
New +$1.09M
EUCRU
257
DELISTED
Eucrates Biomedical Acquisition Corp. Unit
EUCRU
$1.43M 0.05%
+137,500
New +$1.4M
DDMXU
258
DELISTED
DD3 Acquisition Corp. II Unit
DDMXU
$1.42M 0.05%
+135,000
New +$1.41M
GNRS
259
DELISTED
Greenrose Acquisition Corp. Common Stock
GNRS
$1.42M 0.05%
140,000
-160,000
-53% -$1.58M
CHI
260
Calamos Convertible Opportunities and Income Fund
CHI
$996M
$1.41M 0.05%
104,050
+39,451
+61% +$486K
HYLN icon
261
Hyliion Holdings
HYLN
$631M
$1.4M 0.05%
+84,667
New +$1.93M
ETG
262
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.75B
$1.39M 0.05%
76,383
-14,219
-16% -$233K
ACKIU
263
DELISTED
Ackrell SPAC Partners I Co Units
ACKIU
$1.39M 0.05%
+135,000
New +$1.38M
PTRA
264
DELISTED
Proterra Inc. Common Stock
PTRA
$1.39M 0.05%
+125,000
New +$1.3M
GNPK.U
265
DELISTED
Genesis Park Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of
GNPK.U
$1.38M 0.05%
+132,995
New +$1.37M
CII icon
266
BlackRock Enhanced Captial and Income Fund
CII
$984M
$1.38M 0.05%
79,240
+6,710
+9% +$110K
UP icon
267
Wheels Up
UP
$202M
$1.35M 0.05%
+675
New +$1.34M
CHY
268
Calamos Convertible and High Income Fund
CHY
$1.01B
$1.33M 0.05%
93,084
+30,860
+50% +$402K
NIE
269
Virtus Equity & Convertible Income Fund
NIE
$715M
$1.33M 0.05%
46,931
-2,870
-6% -$75.8K
MNTSW icon
270
Momentus Inc Warrant
MNTSW
$111
$1.32M 0.05%
250,000
– –
IPOE.U
271
DELISTED
Social Capital Hedosophia Holdings Corp. V Units, each consisting of one Class A ordinary share and
IPOE.U
$1.32M 0.05%
+100,000
New +$1.1M
MAPSW
272
DELISTED
WM TECHNOLOGY INC WTS
MAPSW
$1.32M 0.05%
400,000
– –
PG icon
273
Procter & Gamble
PG
$352B
$1.32M 0.05%
+9,532
New +$1.33M
CERN
274
DELISTED
Cerner Corp
CERN
$1.31M 0.05%
+16,875
New +$1.25M
CIICW
275
DELISTED
CIIG Merger Corp. Warrants
CIICW
$1.3M 0.05%
160,000
-90,000
-36% -$339K
9 10
11
12 13

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GA
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CIS
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EMPI
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HCM
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HPG
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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.