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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
LGHLW
976
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$35K ﹤0.01%
400,000
– –
STRDW
977
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$32K ﹤0.01%
222,879
– –
BREZR
978
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$29K ﹤0.01%
+100,000
New +$27.1K
THWWW
979
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$19K ﹤0.01%
266,666
– –
PHUNW
980
DELISTED
Phunware, Inc. Warrants
PHUNW
$18K ﹤0.01%
58,632
– –
ACA icon
981
Arcosa
ACA
$7.13B
– –
-86,862
Closed -$3.83M
ACEL icon
982
Accel Entertainment
ACEL
$1.02B
– –
-16,666
Closed -$178K
AEVA
983
Aeva Technologies
AEVA
$963M
– –
-37,500
Closed -$1.88M
AHCO icon
984
AdaptHealth
AHCO
$1.53B
– –
-38,560
Closed -$841K
ASLE icon
985
AerSale
ASLE
$308M
– –
-100,000
Closed -$1.02M
ASTS icon
986
AST SpaceMobile
ASTS
$16.3B
– –
-133,487
Closed -$1.34M
AVPT icon
987
AvePoint
AVPT
$2.7B
– –
-50,000
Closed -$530K
AWP
988
abrdn Global Premier Properties Fund
AWP
$380M
– –
-9,253
Closed -$128K
BFLY icon
989
Butterfly Network
BFLY
$1.77B
– –
-150,000
Closed -$1.47M
BGY icon
990
BlackRock Enhanced International Dividend Trust
BGY
$512M
– –
-26,529
Closed -$140K
SRTA
991
Strata Critical Medical Inc
SRTA
$434M
– –
-50,000
Closed -$503K
CLOV icon
992
Clover Health Investments
CLOV
$2.19B
– –
-50,000
Closed -$623K
CURI icon
993
CuriosityStream
CURI
$147M
– –
-100,000
Closed -$996K
DSU icon
994
BlackRock Debt Strategies Fund
DSU
$589M
– –
-12,770
Closed -$127K
DTF
995
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
– –
-10,348
Closed -$149K
DVN icon
996
Devon Energy
DVN
$50B
– –
-1,083,603
Closed -$10.3M
EMF
997
Templeton Emerging Markets Fund
EMF
$303M
– –
-17,020
Closed -$262K
ETWO
998
DELISTED
E2open Parent Holdings
ETWO
– –
-50,000
Closed -$520K
EVG
999
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-14,854
Closed -$170K
FROG icon
1000
JFrog
FROG
$8.95B
– –
-3,000
Closed -$254K
38 39
40
41 42

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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.