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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
HPX.WS
901
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$161K 0.01%
150,000
– –
BSN.WS
902
DELISTED
Broadstone Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
BSN.WS
$158K 0.01%
+140,625
New +$125K
QELLW
903
DELISTED
Qell Acquisition Corp. Warrant
QELLW
$158K 0.01%
+50,000
New +$148K
MRO
904
DELISTED
Marathon Oil Corporation
MRO
$156K 0.01%
+23,436
New +$126K
GDL
905
GDL Fund
GDL
$91.6M
$154K 0.01%
17,677
-353
-2% -$3.02K
MCN
906
Madison Covered Call & Equity Strategy Fund
MCN
$118M
$153K 0.01%
22,628
-31,919
-59% -$201K
AGD
907
abrdn Global Dynamic Dividend Fund
AGD
$316M
$151K 0.01%
14,427
+892
+7% +$8.63K
AVAN.WS
908
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
$151K 0.01%
+100,000
New +$117K
GSMGW
909
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$149K 0.01%
1,850,000
– –
CYXTW
910
DELISTED
Cyxtera Technologies, Inc. Warrant
CYXTW
$148K 0.01%
+75,000
New +$125K
TPGY.WS
911
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
$147K 0.01%
+20,000
New +$113K
KMI icon
912
Kinder Morgan
KMI
$70.9B
$145K 0.01%
+10,688
New +$143K
IMTXW
913
DELISTED
Immatics N.V. Warrants
IMTXW
$144K 0.01%
50,000
– –
KSM
914
DELISTED
DWS Strategic Municipal Income Trust
KSM
$144K 0.01%
12,615
-16,756
-57% -$184K
LOACR
915
DELISTED
Longevity Acquisition Corporation Right
LOACR
$143K 0.01%
+125,000
New +$102K
SABA
916
Saba Capital Income & Opportunities Fund II
SABA
$222M
$142K 0.01%
12,950
-63,139
-83% -$673K
STWOW
917
DELISTED
ACON S2 Acquisition Corp Warrant
STWOW
$140K ﹤0.01%
+83,332
New +$109K
TMPOW
918
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$139K ﹤0.01%
+100,000
New +$86.8K
ATAC.WS
919
DELISTED
Altimar Acquisition Corp Warrants
ATAC.WS
$138K ﹤0.01%
+49,999
New +$108K
VMM
920
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$132K ﹤0.01%
10,065
-965
-9% -$12.6K
SIRI icon
921
SiriusXM
SIRI
$10.6B
$131K ﹤0.01%
+2,050
New +$126K
IHD
922
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$126M
$130K ﹤0.01%
17,882
-8,245
-32% -$57.8K
ENPC.WS
923
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$130K ﹤0.01%
+50,000
New +$134K
ESSCR
924
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$129K ﹤0.01%
+275,000
New +$72K
FGNA.WS
925
DELISTED
FG New America Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A c
FGNA.WS
$127K ﹤0.01%
+87,500
New +$87.2K
35 36
37
38 39

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.