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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
DSACW
876
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
$201K 0.01%
+137,500
New +$192K
GRSVW
877
DELISTED
Gores Holdings V, Inc. Warrant
GRSVW
$201K 0.01%
+100,000
New +$145K
FUND
878
Sprott Focus Trust
FUND
$297M
$199K 0.01%
28,828
+6,075
+27% +$39.5K
ADX icon
879
Adams Diversified Equity Fund
ADX
$3.09B
$197K 0.01%
11,420
-45,002
-80% -$755K
GPK icon
880
Graphic Packaging
GPK
$3.45B
$197K 0.01%
+11,662
New +$176K
NMMCW
881
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$195K 0.01%
+150,000
New +$214K
LOACW
882
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$195K 0.01%
125,000
– –
CIFRW
883
DELISTED
Cipher Mining Warrant
CIFRW
$192K 0.01%
+174,999
New +$173K
EMPW.WS
884
DELISTED
Empower Ltd. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at a
EMPW.WS
$192K 0.01%
+166,666
New +$176K
VPV icon
885
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
$186K 0.01%
14,574
+2,454
+20% +$30.2K
FMN
886
Federated Hermes Premier Municipal Income Fund
FMN
$87.1M
$185K 0.01%
12,521
-3,966
-24% -$56.7K
DSM
887
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$183K 0.01%
23,290
-14,882
-39% -$112K
ESSCW
888
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$182K 0.01%
275,000
– –
CRHC.WS
889
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
$180K 0.01%
+99,999
New +$123K
EVGOW
890
DELISTED
EVgo Inc Warrants
EVGOW
$179K 0.01%
+100,000
New +$160K
MPA icon
891
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$178K 0.01%
11,912
-4,687
-28% -$66.6K
PBCT
892
DELISTED
People's United Financial Inc
PBCT
$176K 0.01%
+13,771
New +$166K
HUMAW icon
893
Humacyte Inc Warrant
HUMAW
$1.24M
$173K 0.01%
+150,000
New +$142K
ETHZW
894
DELISTED
ETHZilla Corp Warrant
ETHZW
$172K 0.01%
+500,000
New +$116K
FAII.WS
895
DELISTED
Fortress Value Acquisition Corp. II Warrants, each whole warrant exercisable for one share of Class
FAII.WS
$172K 0.01%
+70,000
New +$118K
ADT icon
896
ADT
ADT
$5.35B
$171K 0.01%
+21,852
New +$172K
RKLBW
897
DELISTED
Rocket Lab USA, Inc. Warrant
RKLBW
$171K 0.01%
+108,333
New +$138K
RVPHW
898
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$169K 0.01%
250,000
– –
RDBXW
899
DELISTED
Redbox Entertainment Inc. Warrant
RDBXW
$169K 0.01%
+162,498
New +$146K
NPV icon
900
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$168K 0.01%
10,567
-4,244
-29% -$65.5K
34 35
36
37 38

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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.