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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
HLMNW
376
DELISTED
Hillman Solutions Corp. Warrant
HLMNW
$929K 0.03%
+416,665
New +$651K
ROCHW
377
DELISTED
Roth CH Acquisition I Co. Warrant
ROCHW
$924K 0.03%
210,000
– –
TMO icon
378
Thermo Fisher Scientific
TMO
$212B
$923K 0.03%
+1,999
New +$937K
MMU
379
Western Asset Managed Municipals Fund
MMU
$551M
$920K 0.03%
71,654
-23,752
-25% -$297K
JRO
380
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$916K 0.03%
105,745
-30,274
-22% -$252K
MGU
381
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$915K 0.03%
45,076
+5,999
+15% +$115K
FDEU
382
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$910K 0.03%
77,095
+13,492
+21% +$146K
BMRN icon
383
BioMarin Pharmaceuticals
BMRN
$12B
$909K 0.03%
10,588
+6,286
+146% +$498K
ARKOW
384
DELISTED
ARKO Corp Warrant
ARKOW
$907K 0.03%
+666,666
New +$919K
DOX icon
385
Amdocs
DOX
$5.84B
$890K 0.03%
+12,798
New +$803K
VEEV icon
386
Veeva Systems
VEEV
$32.8B
$889K 0.03%
+3,271
New +$916K
BFH icon
387
Bread Financial
BFH
$4.29B
$880K 0.03%
+14,958
New +$752K
ARDC
388
Are Dynamic Credit Allocation Fund
ARDC
$296M
$873K 0.03%
61,109
-13,535
-18% -$180K
BBY icon
389
Best Buy
BBY
$18.8B
$873K 0.03%
+8,744
New +$978K
HTPA.U
390
DELISTED
Highland Transcend Partners I Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
HTPA.U
$870K 0.03%
+82,857
New +$866K
CLX icon
391
Clorox
CLX
$12B
$868K 0.03%
+4,318
New +$894K
DUNEU
392
DELISTED
Dune Acquisition Corporation Unit
DUNEU
$867K 0.03%
+85,000
New +$867K
AVK
393
Advent Convertible and Income Fund
AVK
$538M
$863K 0.03%
53,670
+25,136
+88% +$370K
MTD icon
394
Mettler-Toledo International
MTD
$27.9B
$861K 0.03%
+762
New +$836K
AVPTW
395
DELISTED
AvePoint Inc Warrant
AVPTW
$856K 0.03%
200,000
– –
IIAC.U
396
DELISTED
Investindustrial Acquisition Corp. Units, each consisting of one Class A ordinary share and one-thir
IIAC.U
$852K 0.03%
+82,857
New +$848K
INGR icon
397
Ingredion
INGR
$6.47B
$848K 0.03%
+10,895
New +$840K
ALTG.WS
398
DELISTED
Alta Equipment Group Warrants
ALTG.WS
$848K 0.03%
425,000
– –
AIF
399
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$847K 0.03%
58,496
-1,339
-2% -$17.9K
ELMSW
400
DELISTED
Electric Last Mile Solutions, Inc. Warrant
ELMSW
$845K 0.03%
+235,332
New +$475K
14 15
16
17 18

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GA
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CIS
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EMPI
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HPG
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DTC
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AWA
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EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 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.