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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
CURIW
551
DELISTED
CuriosityStream Warrant
CURIW
$520K 0.02%
+200,000
New +$272K
LATN
552
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
$520K 0.02%
50,000
– –
AWF
553
AllianceBernstein Global High Income Fund
AWF
$871M
$519K 0.02%
44,079
-30,389
-41% -$334K
QNGY
554
DELISTED
Quanergy Systems, Inc.
QNGY
$519K 0.02%
2,475
– –
BFZ
555
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$517K 0.02%
36,351
-31,665
-47% -$429K
STE icon
556
Steris
STE
$22.4B
$515K 0.02%
+2,776
New +$518K
UHAL icon
557
U-Haul Holding Co
UHAL
$14.3B
$515K 0.02%
+11,340
New +$452K
SCVX
558
DELISTED
SCVX Corp.
SCVX
$515K 0.02%
+50,000
New +$507K
IGACW
559
DELISTED
IG Acquisition Corp. Warrant
IGACW
$513K 0.02%
+312,500
New +$394K
CHPM
560
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
$513K 0.02%
50,000
– –
SCPE
561
DELISTED
SC Health Corporation
SCPE
$513K 0.02%
50,000
– –
ORCL icon
562
Oracle
ORCL
$346B
$511K 0.02%
+7,961
New +$474K
FICO icon
563
Fair Isaac
FICO
$31B
$510K 0.02%
+1,012
New +$471K
SHPW
564
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$510K 0.02%
6,250
– –
LFLY
565
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$510K 0.02%
2,500
– –
AMP icon
566
Ameriprise Financial
AMP
$48.3B
$506K 0.02%
+2,635
New +$472K
URI icon
567
United Rentals
URI
$67.9B
$504K 0.02%
+2,190
New +$463K
ESSC
568
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
$503K 0.02%
50,000
– –
ALUS
569
DELISTED
Alussa Energy Acquisition Corp
ALUS
$503K 0.02%
50,000
– –
GILD icon
570
Gilead Sciences
GILD
$167B
$502K 0.02%
+8,807
New +$531K
VIEWW
571
DELISTED
View, Inc. Warrant
VIEWW
$502K 0.02%
+208,332
New +$316K
JDD
572
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$502K 0.02%
57,239
+3,000
+6% +$24.9K
JSPR icon
573
Jasper Therapeutics
JSPR
$21.1M
$501K 0.02%
5,000
– –
AVNT icon
574
Avient
AVNT
$3.41B
$499K 0.02%
+12,441
New +$439K
LIVK
575
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
$499K 0.02%
50,000
– –
21 22
23
24 25

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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.