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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
RMT
201
Royce Micro-Cap Trust
RMT
$742M
$1.84M 0.06%
181,476
+4,713
+3% +$42.3K
TVACU
202
DELISTED
Thayer Ventures Acquisition Corporation Units
TVACU
$1.83M 0.06%
+175,000
New +$1.82M
HIGA.U
203
DELISTED
H.I.G. Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
HIGA.U
$1.82M 0.06%
+175,000
New +$1.77M
GFX.U
204
DELISTED
Golden Falcon Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
GFX.U
$1.82M 0.06%
+175,000
New +$1.82M
BFT.WS
205
DELISTED
Foley Trasimene Acquisition Corp. II Warrants, each whole warrant exercisable for one share of Class
BFT.WS
$1.82M 0.06%
+395,832
New +$839K
HTOOW
206
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$1.8M 0.06%
+270,000
New +$1.77M
RVT icon
207
Royce Value Trust
RVT
$2.22B
$1.79M 0.06%
111,201
-26,758
-19% -$392K
LGVW.WS
208
DELISTED
Longview Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LGVW.WS
$1.79M 0.06%
271,666
-145,000
-35% -$368K
DWIN.U
209
DELISTED
Delwinds Insurance Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
DWIN.U
$1.78M 0.06%
+175,000
New +$1.77M
DMS.WS
210
DELISTED
Digital Media Solutions, Inc. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
DMS.WS
$1.76M 0.06%
1,115,000
– –
TMPO
211
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
$1.76M 0.06%
+172,000
New +$1.7M
KPLTW
212
DELISTED
Katapult Holdings Warrant
KPLTW
$1.73M 0.06%
500,000
– –
HYMCW
213
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
$1.72M 0.06%
1,214,338
-9,200
-0.8% -$14.1K
KLR.WS
214
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$1.69M 0.06%
1,125,000
– –
WPF
215
DELISTED
Foley Trasimene Acquisition Corp.
WPF
$1.68M 0.06%
150,000
– –
BOAC.U
216
DELISTED
Bluescape Opportunities Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one redeemable warrant
BOAC.U
$1.67M 0.06%
+150,000
New +$1.58M
BDJ icon
217
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$1.65M 0.06%
194,288
-23,266
-11% -$182K
ETAC
218
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
$1.64M 0.06%
+159,998
New +$1.57M
XL.WS
219
DELISTED
XL Fleet Corp. Redeemable Warrants, each whole warrant exercisable for shares of Class A common stoc
XL.WS
$1.62M 0.06%
+199,999
New +$1.67M
TEKKU
220
DELISTED
Tekkorp Digital Acquisition Corp. Unit
TEKKU
$1.61M 0.06%
+150,000
New +$1.54M
TALK icon
221
Talkspace
TALK
$873M
$1.61M 0.06%
149,000
-50,000
-25% -$497K
ARW icon
222
Arrow Electronics
ARW
$11B
$1.61M 0.06%
+16,611
New +$1.47M
GLO
223
Clough Global Opportunities Fund
GLO
$251M
$1.61M 0.06%
144,694
+5,330
+4% +$53.9K
EVGO icon
224
EVgo
EVGO
$207M
$1.61M 0.06%
+150,000
New +$1.55M
OACB.U
225
DELISTED
Oaktree Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fourth of
OACB.U
$1.61M 0.06%
150,000
-87,500
-37% -$897K
7 8
9
10 11

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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.