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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
FBIN icon
426
Fortune Brands Innovations
FBIN
$6.09B
$777K 0.03%
+10,752
New +$784K
VTA
427
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$774K 0.03%
72,106
-89,875
-55% -$886K
OPENW
428
DELISTED
Opendoor Technologies Inc Warrants expiring 12/18/2025
OPENW
$772K 0.03%
100,000
-20,525
-17% -$150K
GLQ
429
Clough Global Equity Fund
GLQ
$152M
$770K 0.03%
56,098
+11,790
+27% +$146K
BURU.WS
430
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$770K 0.03%
+550,000
New +$574K
AGCO icon
431
AGCO
AGCO
$8.96B
$769K 0.03%
+7,508
New +$667K
PAEWW
432
DELISTED
PAE Incorporated Warrants
PAEWW
$767K 0.03%
333,332
– –
GOOG icon
433
Alphabet (Google) Class C
GOOG
$4.07T
$766K 0.03%
+8,740
New +$737K
VZ icon
434
Verizon
VZ
$201B
$762K 0.03%
+13,082
New +$777K
PHM icon
435
Pultegroup
PHM
$25.7B
$761K 0.03%
+17,654
New +$782K
YELP icon
436
Yelp
YELP
$1.51B
$756K 0.03%
+23,776
New +$624K
BGH
437
Barings Global Short Duration High Yield Fund
BGH
$282M
$752K 0.03%
49,811
-1,295
-3% -$18.1K
WSO icon
438
Watsco Inc
WSO
$15.1B
$748K 0.03%
+3,308
New +$760K
NWSA icon
439
News Corp Class A
NWSA
$15.3B
$747K 0.03%
41,583
-35,487
-46% -$572K
EME icon
440
Emcor
EME
$31.4B
$745K 0.03%
+8,142
New +$654K
WERN icon
441
Werner Enterprises
WERN
$2.3B
$745K 0.03%
+18,997
New +$773K
PRAH
442
DELISTED
PRA Health Sciences, Inc.
PRAH
$744K 0.03%
+6,033
New +$675K
PEP icon
443
PepsiCo
PEP
$195B
$743K 0.03%
+5,044
New +$717K
BGX
444
Blackstone Long-Short Credit Income Fund
BGX
$136M
$734K 0.03%
54,668
-1,938
-3% -$25.4K
RVTY icon
445
Revvity
RVTY
$12.4B
$728K 0.03%
+5,159
New +$687K
TAP icon
446
Molson Coors Class B
TAP
$7.97B
$724K 0.03%
+16,127
New +$665K
MVF
447
DELISTED
BlackRock MuniVest Fund
MVF
$719K 0.03%
78,231
-76,437
-49% -$680K
ACN icon
448
Accenture
ACN
$101B
$717K 0.03%
+2,773
New +$665K
SFT
449
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$712K 0.03%
+8,613
New +$798K
HPQ icon
450
HP
HPQ
$25.9B
$710K 0.02%
+29,264
New +$614K
16 17
18
19 20

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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.