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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
FTDR icon
1001
Frontdoor
FTDR
$5.1B
– –
-34,750
Closed -$1.35M
HIMS icon
1002
Hims & Hers Health
HIMS
$7B
– –
-50,000
Closed -$588K
IIM icon
1003
Invesco Value Municipal Income Trust
IIM
$585M
– –
-51,518
Closed -$758K
KPLT icon
1004
Katapult Holdings
KPLT
$32.4M
– –
-2,000
Closed -$502K
MAPS
1005
DELISTED
WM TECHNOLOGY INC A
MAPS
– –
-50,000
Closed -$507K
MAV
1006
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
– –
-37,330
Closed -$408K
MNTS icon
1007
Momentus
MNTS
$90.2M
– –
-4
Closed -$504K
NMRK icon
1008
Newmark Group
NMRK
$2.82B
– –
-868,284
Closed -$3.75M
NUVB icon
1009
Nuvation Bio
NUVB
$2.32B
– –
-49,998
Closed -$560K
NZF icon
1010
Nuveen Municipal Credit Income Fund
NZF
$2.41B
– –
-44,081
Closed -$648K
PACK icon
1011
Ranpak Holdings
PACK
$572M
– –
-32,461
Closed -$309K
REZI icon
1012
Resideo Technologies
REZI
$5.34B
– –
-490,821
Closed -$5.4M
RNP icon
1013
Cohen & Steers REIT and Preferred and Income Fund
RNP
$996M
– –
-25,780
Closed -$520K
RPAY icon
1014
Repay Holdings
RPAY
$335M
– –
-31,871
Closed -$749K
RQI icon
1015
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
– –
-93,625
Closed -$1.04M
SKIL icon
1016
Skillsoft
SKIL
$58.9M
– –
-2,500
Closed -$528K
SNOW icon
1017
Snowflake
SNOW
$94.6B
– –
-5,000
Closed -$1.25M
STEP icon
1018
StepStone Group
STEP
$3.65B
– –
-75,000
Closed -$2M
VKI icon
1019
Invesco Advantage Municipal Income Trust II
VKI
$396M
– –
-14,853
Closed -$161K
XPEV icon
1020
XPeng
XPEV
$12.2B
– –
-25,000
Closed -$502K
DNMR
1021
DELISTED
Danimer Scientific, Inc.
DNMR
– –
-6,250
Closed -$2.52M
CERE
1022
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
– –
-39,999
Closed -$418K
ETRN
1023
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
– –
-292,042
Closed -$2.47M
ID
1024
DELISTED
PARTS iD, Inc.
ID
– –
-94,227
Closed -$977K
CANO
1025
DELISTED
Cano Health, Inc.
CANO
– –
-500
Closed -$521K
39 40
41
42 43

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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.