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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
CMPOW
701
DELISTED
CompoSecure Inc Warrant
CMPOW
$325K 0.01%
+275,000
New +$250K
MCK icon
702
McKesson
MCK
$104B
$325K 0.01%
+1,881
New +$313K
PNBK icon
703
Patriot National Bancorp
PNBK
$129M
$325K 0.01%
34,442
– –
ENS icon
704
EnerSys
ENS
$6.69B
$324K 0.01%
+3,925
New +$308K
JTA
705
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$324K 0.01%
34,443
+18,577
+117% +$161K
ACV
706
Virtus Diversified Income & Convertible Fund
ACV
$275M
$323K 0.01%
+9,873
New +$286K
WTRG icon
707
Essential Utilities
WTRG
$11.5B
$323K 0.01%
+6,935
New +$308K
QVCGA
708
DELISTED
QVC Group Inc Series A
QVCGA
$323K 0.01%
+589
New +$265K
NEU icon
709
NewMarket
NEU
$7.2B
$322K 0.01%
+808
New +$301K
T icon
710
AT&T
T
$169B
$322K 0.01%
+14,973
New +$323K
MU icon
711
Micron Technology
MU
$927B
$321K 0.01%
+4,359
New +$263K
JCI icon
712
Johnson Controls International
JCI
$85.6B
$319K 0.01%
+6,908
New +$307K
RSG icon
713
Republic Services
RSG
$66.6B
$319K 0.01%
+3,315
New +$315K
CIEN icon
714
Ciena
CIEN
$49.6B
$318K 0.01%
+6,083
New +$270K
HTD
715
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$920M
$318K 0.01%
15,119
+2,419
+19% +$49.4K
KSMTW
716
DELISTED
Kismet Acquisition One Corp Warrant
KSMTW
$318K 0.01%
+300,000
New +$265K
GOL
717
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$317K 0.01%
32,232
-132,649
-80% -$1.08M
JACK icon
718
Jack in the Box
JACK
$308M
$316K 0.01%
+3,447
New +$302K
GIX.RT
719
DELISTED
GigCapital2, Inc. Rights, each exchangeable into one-twentieth of a share of Common Stock
GIX.RT
$316K 0.01%
+765,000
New +$234K
SAIC icon
720
Saic
SAIC
$5.14B
$315K 0.01%
+3,355
New +$295K
AMCX icon
721
AMC Global Media
AMCX
$451M
$314K 0.01%
+8,787
New +$246K
CI icon
722
Cigna
CI
$79.6B
$314K 0.01%
+1,539
New +$302K
FMAC.WS
723
DELISTED
FirstMark Horizon Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one shar
FMAC.WS
$311K 0.01%
+125,000
New +$242K
YSAC.WS
724
DELISTED
Yellowstone Acquisition Company Warrants, each whole warrant exercisable for one share of Class A co
YSAC.WS
$310K 0.01%
+250,000
New +$297K
AMAT icon
725
Applied Materials
AMAT
$378B
$309K 0.01%
+3,609
New +$267K
27 28
29
30 31

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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.