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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
SCD
451
LMP Capital and Income Fund
SCD
$353M
$710K 0.02%
60,920
+15,246
+33% +$167K
TT icon
452
Trane Technologies
TT
$104B
$709K 0.02%
+4,896
New +$676K
EG icon
453
Everest Group
EG
$15.8B
$708K 0.02%
+3,023
New +$667K
BIO icon
454
Bio-Rad Laboratories Class A
BIO
$8.86B
$706K 0.02%
+1,235
New +$703K
BRK.B icon
455
Berkshire Hathaway Class B
BRK.B
$1.11T
$706K 0.02%
+3,046
New +$671K
PAG icon
456
Penske Automotive Group
PAG
$14.5B
$702K 0.02%
+11,885
New +$670K
CVS icon
457
CVS Health
CVS
$140B
$696K 0.02%
+10,344
New +$673K
FRA icon
458
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$695K 0.02%
57,368
-36,829
-39% -$436K
STLD icon
459
Steel Dynamics
STLD
$37.5B
$695K 0.02%
+19,122
New +$664K
VTRS icon
460
Viatris
VTRS
$20.8B
$693K 0.02%
+37,975
New +$619K
SWKS icon
461
Skyworks Solutions
SWKS
$9.73B
$692K 0.02%
+4,532
New +$663K
EBAY icon
462
eBay
EBAY
$52.1B
$686K 0.02%
+13,648
New +$697K
SAIIW
463
DELISTED
Software Acquisition Group Inc. II Warrant
SAIIW
$675K 0.02%
+500,000
New +$386K
TXN icon
464
Texas Instruments
TXN
$253B
$669K 0.02%
+4,117
New +$640K
DAN icon
465
Dana Inc
DAN
$2.95B
$665K 0.02%
+34,249
New +$573K
EAD
466
Allspring Income Opportunities Fund
EAD
$373M
$657K 0.02%
80,469
-30,797
-28% -$237K
HUBB icon
467
Hubbell
HUBB
$25.6B
$651K 0.02%
+4,181
New +$641K
MYD
468
DELISTED
BlackRock MuniYield Fund
MYD
$651K 0.02%
45,340
+427
+1% +$5.91K
ETW
469
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$644K 0.02%
66,505
-43,894
-40% -$400K
TPH
470
DELISTED
Tri Pointe Homes
TPH
$644K 0.02%
+37,353
New +$661K
AGC
471
DELISTED
Altimeter Growth Corp
AGC
$643K 0.02%
+49,995
New +$639K
ETN icon
472
Eaton
ETN
$150B
$642K 0.02%
+5,370
New +$607K
BIIB icon
473
Biogen
BIIB
$30.4B
$640K 0.02%
+2,651
New +$684K
FUSE.WS
474
DELISTED
Fusion Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common st
FUSE.WS
$640K 0.02%
250,000
– –
HD icon
475
Home Depot
HD
$343B
$636K 0.02%
+2,402
New +$660K
17 18
19
20 21

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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.