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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
BCX icon
301
BlackRock Resources & Commodities Strategy Trust
BCX
$895M
$1.18M 0.04%
159,272
-30,116
-16% -$197K
CNXC icon
302
Concentrix
CNXC
$1.54B
$1.18M 0.04%
+12,010
New +$1.2M
KMB icon
303
Kimberly-Clark
KMB
$37.7B
$1.17M 0.04%
+8,706
New +$1.22M
GOEVW
304
DELISTED
Canoo Inc. Warrant
GOEVW
$1.16M 0.04%
323,033
-302,569
-48% -$825K
HQL
305
abrdn Life Sciences Investors
HQL
$587M
$1.16M 0.04%
58,795
-10,876
-16% -$201K
ME
306
DELISTED
23andMe Holding Co
ME
$1.14M 0.04%
+5,000
New +$1.12M
DECK icon
307
Deckers Outdoor
DECK
$14.1B
$1.14M 0.04%
+23,976
New +$1.06M
TKR icon
308
Timken Company
TKR
$9.76B
$1.13M 0.04%
+14,735
New +$1M
IPV.WS
309
DELISTED
InterPrivate Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of com
IPV.WS
$1.13M 0.04%
275,000
– –
RRX icon
310
Regal Rexnord
RRX
$13.5B
$1.12M 0.04%
+9,197
New +$1.02M
THCAW
311
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$1.12M 0.04%
475,000
– –
RMGBU
312
DELISTED
RMG Acquisition Corp. II Unit
RMGBU
$1.11M 0.04%
+100,000
New +$1.07M
BGB
313
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.11M 0.04%
89,120
-11,470
-11% -$141K
NRDY icon
314
Nerdy
NRDY
$110M
$1.11M 0.04%
+100,000
New +$1.09M
GPM
315
DELISTED
Guggenheim Enhanced Equity Income Fund
GPM
$1.11M 0.04%
169,373
+38,998
+30% +$235K
SPFR.U
316
DELISTED
JAWS Spitfire Acquisition Corp Units, each consisting of one Class A ordinary share, and one-fourth
SPFR.U
$1.1M 0.04%
+100,000
New +$1.08M
JIH.WS
317
DELISTED
Juniper Industrial Holdings, Inc. Redeemable warrants included as part of the units
JIH.WS
$1.1M 0.04%
600,000
– –
APSG.U
318
DELISTED
Apollo Strategic Growth Capital Units, each consisting of one Class A Ordinary Share and one-third W
APSG.U
$1.09M 0.04%
+100,000
New +$1.02M
MIR icon
319
Mirion Technologies
MIR
$4.11B
$1.09M 0.04%
100,000
– –
FST.WS
320
DELISTED
FAST Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FST.WS
$1.09M 0.04%
+625,000
New +$647K
KR icon
321
Kroger
KR
$36.4B
$1.08M 0.04%
+34,337
New +$1.11M
PWR icon
322
Quanta Services
PWR
$88.6B
$1.08M 0.04%
+15,170
New +$1M
SNX icon
323
TD Synnex
SNX
$19.6B
$1.08M 0.04%
+13,384
New +$1.02M
RBAC
324
DELISTED
RedBall Acquisition Corp.
RBAC
$1.08M 0.04%
+98,997
New +$1.03M
CMC icon
325
Commercial Metals
CMC
$7.79B
$1.08M 0.04%
+53,623
New +$1.11M
11 12
13
14 15

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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
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ACM
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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.