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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
CRL icon
401
Charles River Laboratories
CRL
$11.5B
$844K 0.03%
+3,426
New +$816K
CSL icon
402
Carlisle Companies
CSL
$14B
$844K 0.03%
+5,454
New +$766K
BGR icon
403
BlackRock Energy and Resources Trust
BGR
$406M
$843K 0.03%
118,691
+35,342
+42% +$234K
WPF.WS
404
DELISTED
Foley Trasimene Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
WPF.WS
$843K 0.03%
333,333
– –
BPOP icon
405
Popular Inc
BPOP
$11.1B
$837K 0.03%
+15,022
New +$713K
MOH icon
406
Molina Healthcare
MOH
$10.4B
$835K 0.03%
+4,021
New +$830K
JNJ icon
407
Johnson & Johnson
JNJ
$647B
$830K 0.03%
+5,317
New +$785K
KIO
408
KKR Income Opportunities Fund
KIO
$451M
$830K 0.03%
57,538
+7,411
+15% +$103K
RICE.WS
409
DELISTED
Rice Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise pr
RICE.WS
$827K 0.03%
+362,750
New +$843K
HBI
410
DELISTED
Hanesbrands
HBI
$825K 0.03%
+56,586
New +$854K
KSS icon
411
Kohl's
KSS
$2.16B
$825K 0.03%
+20,281
New +$590K
HCSG icon
412
Healthcare Services Group
HCSG
$1.61B
$818K 0.03%
+29,188
New +$706K
SRTAW
413
DELISTED
Strata Critical Medical Inc Warrants
SRTAW
$817K 0.03%
333,332
– –
ALL icon
414
Allstate
ALL
$69.7B
$814K 0.03%
+7,507
New +$738K
AIZ icon
415
Assurant
AIZ
$13.9B
$810K 0.03%
+6,053
New +$783K
MKFG
416
DELISTED
Markforged Holding Corporation
MKFG
$808K 0.03%
+7,500
New +$776K
GAM
417
General American Investors Company
GAM
$1.55B
$806K 0.03%
21,661
-1,896
-8% -$67.2K
DKS icon
418
Dick's Sporting Goods
DKS
$18.8B
$804K 0.03%
+14,352
New +$818K
FL
419
DELISTED
Foot Locker
FL
$804K 0.03%
+19,892
New +$775K
UNH icon
420
UnitedHealth
UNH
$390B
$804K 0.03%
+2,322
New +$778K
JAZZ icon
421
Jazz Pharmaceuticals
JAZZ
$16.2B
$803K 0.03%
+4,919
New +$733K
SNA icon
422
Snap-on
SNA
$21.7B
$801K 0.03%
+4,713
New +$788K
IRNT
423
DELISTED
IronNet, Inc.
IRNT
$797K 0.03%
78,750
– –
CHFW.U
424
DELISTED
Consonance-HFW Acquisition Corp. Units, each consisting of one Class A Ordinary Share, and one-third
CHFW.U
$785K 0.03%
+75,000
New +$766K
STEW
425
SRH Total Return Fund
STEW
$1.8B
$778K 0.03%
69,838
+29,317
+72% +$309K
15 16
17
18 19

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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
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.