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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
ABBV icon
351
AbbVie
ABBV
$465B
$1M 0.04%
+9,495
New +$912K
AFT
352
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$1M 0.04%
69,669
-1,838
-3% -$24.7K
MIMO
353
DELISTED
Airspan Networks Holdings Inc
MIMO
$1M 0.04%
+100,000
New +$1M
BWACU
354
DELISTED
Better World Acquisition Corp. Unit
BWACU
$995K 0.03%
+90,000
New +$927K
THCA
355
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$991K 0.03%
90,000
– –
STIC.WS
356
DELISTED
Northern Star Acquisition Corp. Redeemable warrants, each whole warrant exercisable for shares of Cl
STIC.WS
$988K 0.03%
+273,666
New +$1.1M
AOD
357
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
$987K 0.03%
111,552
-31,983
-22% -$265K
IDE
358
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$985K 0.03%
95,626
-6,492
-6% -$64.9K
TMCWW
359
TMC The Metals Company Warrants
TMCWW
$675K
$984K 0.03%
+437,500
New +$695K
IEAWW
360
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$984K 0.03%
343,006
– –
MDU icon
361
MDU Resources
MDU
$4.31B
$983K 0.03%
+99,738
New +$932K
TGT icon
362
Target
TGT
$65.5B
$980K 0.03%
+5,607
New +$935K
FEN
363
DELISTED
First Trust Energy Income and Growth Fund
FEN
$974K 0.03%
91,060
+8,279
+10% +$85.7K
IGD
364
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$966K 0.03%
184,975
-963
-0.5% -$4.86K
NFJ
365
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$966K 0.03%
71,753
+9,569
+15% +$121K
JRS icon
366
Nuveen Real Estate Income Fund
JRS
$256M
$965K 0.03%
114,338
+10,856
+10% +$87.6K
WKC icon
367
World Kinect Corp
WKC
$2.06B
$962K 0.03%
+30,861
New +$823K
PKG icon
368
Packaging Corp of America
PKG
$22.6B
$955K 0.03%
+6,957
New +$876K
LATNW
369
DELISTED
Union Acquisition Corp. II Warrant
LATNW
$950K 0.03%
1,000,000
– –
INTC icon
370
Intel
INTC
$435B
$948K 0.03%
+19,397
New +$947K
SNAXW
371
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$947K 0.03%
1,200,000
– –
IPG
372
DELISTED
Interpublic Group of Companies
IPG
$941K 0.03%
+40,039
New +$840K
HII icon
373
Huntington Ingalls Industries
HII
$11.8B
$937K 0.03%
+5,587
New +$888K
CLOVW
374
DELISTED
Clover Health Investments, Corp. Warrants
CLOVW
$933K 0.03%
233,333
– –
RA
375
Brookfield Real Assets Income Fund
RA
$707M
$930K 0.03%
52,187
-24,226
-32% -$416K
13 14
15
16 17

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JWBC
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CIS
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EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.