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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
GHC icon
526
Graham Holdings Company
GHC
$5.23B
$544K 0.02%
+1,039
New +$460K
VSH icon
527
Vishay Intertechnology
VSH
$5.02B
$544K 0.02%
+26,265
New +$484K
EMR icon
528
Emerson Electric
EMR
$85B
$542K 0.02%
+6,803
New +$506K
MRACU
529
DELISTED
Marquee Raine Acquisition Corp. Unit
MRACU
$542K 0.02%
+50,000
New +$534K
FSLR icon
530
First Solar
FSLR
$21.8B
$541K 0.02%
+5,472
New +$474K
JWS.WS
531
DELISTED
Jaws Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary
JWS.WS
$540K 0.02%
200,000
– –
SST icon
532
System1
SST
$15M
$539K 0.02%
5,000
-5,000
-50% -$508K
IBM icon
533
IBM
IBM
$214B
$538K 0.02%
+4,530
New +$524K
TMC icon
534
TMC The Metals Company
TMC
$1.56B
$538K 0.02%
50,000
– –
SNAX
535
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$533K 0.02%
3,333
– –
TSLA icon
536
Tesla
TSLA
$1.21T
$529K 0.02%
+2,289
New +$391K
HE icon
537
Hawaiian Electric Industries
HE
$2.28B
$528K 0.02%
+15,009
New +$531K
NSH.WS
538
DELISTED
NavSight Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Sto
NSH.WS
$528K 0.02%
+412,300
New +$411K
EFOR
539
Everforth Inc
EFOR
$953M
$526K 0.02%
+6,352
New +$489K
TDOC icon
540
Teladoc Health
TDOC
$1.69B
$526K 0.02%
+2,663
New +$541K
STAY
541
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$526K 0.02%
+36,314
New +$471K
CCV.U
542
DELISTED
Churchill Capital Corp V Units, each consisting of one share of Class A common stock, and one-fourth of one redeemable warrant
CCV.U
$525K 0.02%
+50,000
New +$524K
NFH.WS
543
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$525K 0.02%
240,847
– –
JSD
544
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$525K 0.02%
39,276
-632
-2% -$7.97K
BKSY icon
545
BlackSky Technology
BKSY
$898M
$524K 0.02%
6,250
– –
AMGN icon
546
Amgen
AMGN
$212B
$523K 0.02%
+2,314
New +$534K
LVOX
547
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$523K 0.02%
50,000
-50,000
-50% -$509K
GMED icon
548
Globus Medical
GMED
$10.9B
$522K 0.02%
+8,112
New +$466K
XOM icon
549
ExxonMobil
XOM
$634B
$522K 0.02%
+12,662
New +$475K
GEN icon
550
Gen Digital
GEN
$16.6B
$521K 0.02%
+25,130
New +$507K
20 21
22
23 24

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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.