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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
TROW icon
601
T. Rowe Price
TROW
$26.1B
$466K 0.02%
+3,124
New +$447K
EFT
602
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$465K 0.02%
35,330
-59,509
-63% -$769K
TALKW
603
DELISTED
Talkspace Inc Warrant
TALKW
$465K 0.02%
275,000
– –
CHRW icon
604
C.H. Robinson
CHRW
$20B
$463K 0.02%
+4,953
New +$472K
ITT icon
605
ITT
ITT
$17.8B
$463K 0.02%
+6,014
New +$420K
EFR
606
Eaton Vance Senior Floating-Rate Fund
EFR
$312M
$456K 0.02%
35,831
-54,785
-60% -$686K
REGN icon
607
Regeneron Pharmaceuticals
REGN
$72.9B
$456K 0.02%
+967
New +$522K
RTPZ.U
608
DELISTED
Reinvent Technology Partners Z Units, each consisting of one Class A ordinary share and one-fifth o
RTPZ.U
$455K 0.02%
+40,000
New +$451K
MS icon
609
Morgan Stanley
MS
$333B
$453K 0.02%
+6,673
New +$383K
MILEW
610
DELISTED
Metromile, Inc. Warrant
MILEW
$453K 0.02%
+133,332
New +$403K
MHI
611
DELISTED
Pioneer Municipal High Income Fund
MHI
$451K 0.02%
36,251
-57,298
-61% -$682K
OMC icon
612
Omnicom Group
OMC
$24.6B
$451K 0.02%
+7,249
New +$414K
MET icon
613
MetLife
MET
$62.7B
$449K 0.02%
+9,667
New +$419K
CDK
614
DELISTED
CDK Global, Inc.
CDK
$448K 0.02%
+8,678
New +$412K
ANDAR
615
DELISTED
Andina Acquisition Corp. III Right
ANDAR
$448K 0.02%
+1,200,000
New +$345K
ORGNW
616
DELISTED
Origin Materials Inc Warrants
ORGNW
$446K 0.02%
200,000
– –
PSA icon
617
Public Storage
PSA
$61.7B
$444K 0.02%
+1,941
New +$445K
DLB icon
618
Dolby
DLB
$4.97B
$443K 0.02%
+4,564
New +$377K
TRV icon
619
Travelers Companies
TRV
$82.9B
$443K 0.02%
+3,195
New +$410K
PBH icon
620
Prestige Consumer Healthcare
PBH
$2.45B
$441K 0.02%
+12,642
New +$449K
SPXX icon
621
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$439K 0.02%
28,798
+10,469
+57% +$148K
HIE
622
DELISTED
Miller/Howard High Income Equity Fund
HIE
$438K 0.02%
56,452
+7,596
+16% +$53.3K
BNY
623
Bank of New York Mellon
BNY
$106B
$437K 0.02%
+10,499
New +$403K
MDT icon
624
Medtronic
MDT
$111B
$437K 0.02%
+3,773
New +$415K
FDX icon
625
FedEx
FDX
$74B
$436K 0.02%
+1,685
New +$467K
23 24
25
26 27

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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
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.