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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
CHPMW
476
DELISTED
CHP Merger Corp. Warrant
CHPMW
$635K 0.02%
500,000
– –
SON icon
477
Sonoco
SON
$5.83B
$632K 0.02%
+10,737
New +$603K
XRX icon
478
Xerox
XRX
$345M
$626K 0.02%
+27,555
New +$583K
FCN icon
479
FTI Consulting
FCN
$5.14B
$625K 0.02%
+5,627
New +$606K
WWE
480
DELISTED
World Wrestling Entertainment
WWE
$624K 0.02%
+12,988
New +$545K
CW icon
481
Curtiss-Wright
CW
$25.1B
$622K 0.02%
+5,396
New +$570K
BLUWU
482
DELISTED
Blue Water Acquisition Corp. Unit
BLUWU
$618K 0.02%
+60,000
New +$615K
ATA.U
483
DELISTED
Americas Technology Acquisition Corp. Units, each consisting of one Ordinary Share and one half of Redeemable Warrant
ATA.U
$617K 0.02%
+60,000
New +$613K
MSM icon
484
MSC Industrial Direct
MSM
$6.76B
$613K 0.02%
+7,283
New +$562K
UNM icon
485
Unum
UNM
$13.2B
$609K 0.02%
+27,036
New +$559K
RS icon
486
Reliance Steel & Aluminium
RS
$20.6B
$607K 0.02%
+5,110
New +$591K
CTSH icon
487
Cognizant
CTSH
$25.2B
$603K 0.02%
+7,443
New +$566K
CACI icon
488
CACI
CACI
$10.8B
$602K 0.02%
+2,448
New +$564K
THO icon
489
Thor Industries
THO
$4.06B
$602K 0.02%
+6,478
New +$607K
TXT icon
490
Textron
TXT
$14.7B
$599K 0.02%
+12,459
New +$524K
NXJ
491
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$598K 0.02%
41,583
-45,777
-52% -$636K
WSM icon
492
Williams-Sonoma
WSM
$27.5B
$598K 0.02%
+11,736
New +$601K
BWA icon
493
BorgWarner
BWA
$12.8B
$594K 0.02%
+17,455
New +$592K
LYB icon
494
LyondellBasell Industries
LYB
$19.5B
$593K 0.02%
+6,502
New +$530K
MSPRZ
495
DELISTED
MSP Recovery Inc Warrant
MSPRZ
$593K 0.02%
+525,000
New +$479K
TSN icon
496
Tyson Foods
TSN
$21.5B
$592K 0.02%
+9,394
New +$584K
LGI
497
Lazard Global Total Return & Income Fund
LGI
$233M
$591K 0.02%
33,201
-8,016
-19% -$133K
OSK icon
498
Oshkosh
OSK
$8.82B
$590K 0.02%
+6,867
New +$546K
MTCH icon
499
Match Group
MTCH
$9.19B
$588K 0.02%
+3,902
New +$516K
MRK icon
500
Merck
MRK
$322B
$586K 0.02%
+7,606
New +$582K
18 19
20
21 22

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CIS
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EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.