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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
ZTR
501
Virtus Total Return Fund
ZTR
$340M
$584K 0.02%
66,500
+22,757
+52% +$187K
WGSWW
502
DELISTED
GeneDx Holdings Warrant
WGSWW
$580K 0.02%
+212,546
New +$534K
SNDR icon
503
Schneider National
SNDR
$6.34B
$579K 0.02%
+28,105
New +$628K
EL icon
504
Estee Lauder
EL
$30.7B
$578K 0.02%
+2,195
New +$528K
FFAIW
505
DELISTED
Faraday Future Intelligent Electric Warrant
FFAIW
$578K 0.02%
550,000
– –
BGT icon
506
BlackRock Floating Rate Income Trust
BGT
$322M
$577K 0.02%
48,905
-18,141
-27% -$210K
KTF
507
DWS Municipal Income Trust
KTF
$346M
$576K 0.02%
49,535
-54,870
-53% -$614K
SRSAU
508
DELISTED
Sarissa Capital Acquisition Corp. Unit
SRSAU
$575K 0.02%
+54,001
New +$557K
HRC
509
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$574K 0.02%
+5,925
New +$554K
BROGW
510
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$573K 0.02%
955,002
– –
IGA
511
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$572K 0.02%
65,320
+3,755
+6% +$31.8K
BTAQW
512
DELISTED
Burgundy Technology Acquisition Corporation Warrant
BTAQW
$570K 0.02%
+300,000
New +$252K
SJM icon
513
J.M. Smucker
SJM
$13.2B
$567K 0.02%
+4,939
New +$574K
ML
514
DELISTED
MoneyLion Inc.
ML
$565K 0.02%
1,667
-13,666
-89% -$4.11M
CVX icon
515
Chevron
CVX
$374B
$563K 0.02%
+6,672
New +$540K
MHK icon
516
Mohawk Industries
MHK
$7.14B
$562K 0.02%
+3,998
New +$482K
QDEL icon
517
QuidelOrtho
QDEL
$1.14B
$557K 0.02%
+3,100
New +$689K
TRITW
518
DELISTED
Triterras, Inc. Warrant
TRITW
$555K 0.02%
+250,000
New +$673K
BAH icon
519
Booz Allen Hamilton
BAH
$8.78B
$552K 0.02%
+6,374
New +$542K
HMCOU
520
DELISTED
HumanCo Acquisition Corp. Unit
HMCOU
$551K 0.02%
+50,000
New +$555K
SFTW.WS
521
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
$551K 0.02%
375,000
– –
CELU icon
522
Celularity
CELU
$22M
$550K 0.02%
5,000
– –
BFIIW
523
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$550K 0.02%
250,000
– –
JTD
524
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
$550K 0.02%
38,682
+16,316
+73% +$217K
CL icon
525
Colgate-Palmolive
CL
$74.2B
$545K 0.02%
+6,419
New +$531K
19 20
21
22 23

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CIS
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EMPI
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HPG
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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.