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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
ZGYH
576
DELISTED
Yunhong International Class A Ordinary Shares
ZGYH
$497K 0.02%
50,000
-150,000
-75% -$1.49M
BMY icon
577
Bristol-Myers Squibb
BMY
$130B
$495K 0.02%
+8,093
New +$498K
HCA icon
578
HCA Healthcare
HCA
$92.8B
$495K 0.02%
+3,046
New +$445K
SSNC icon
579
SS&C Technologies
SSNC
$18.8B
$495K 0.02%
+6,889
New +$462K
LACQW
580
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$494K 0.02%
625,000
– –
BC icon
581
Brunswick
BC
$5.33B
$492K 0.02%
+6,447
New +$455K
GB.WS
582
DELISTED
Global Blue Group Holding AG Warrants exercisable for one Ordinary Share of Global Blue Group Holding AG at a price of $11.50 per share
GB.WS
$492K 0.02%
299,999
– –
MTZ icon
583
MasTec
MTZ
$24.7B
$491K 0.02%
+7,208
New +$404K
SYNA icon
584
Synaptics
SYNA
$4.33B
$490K 0.02%
+5,165
New +$421K
TER icon
585
Teradyne
TER
$50.2B
$487K 0.02%
+4,100
New +$419K
SBH icon
586
Sally Beauty Holdings
SBH
$1.48B
$486K 0.02%
+38,063
New +$406K
SFM icon
587
Sprouts Farmers Market
SFM
$7.31B
$486K 0.02%
+24,363
New +$499K
MAACW
588
DELISTED
Montes Archimedes Acquisition Corp. Warrant
MAACW
$482K 0.02%
+335,000
New +$504K
QRVO icon
589
Qorvo
QRVO
$8.09B
$480K 0.02%
+2,889
New +$425K
PGEN icon
590
Precigen
PGEN
$1.97B
$479K 0.02%
46,941
– –
JBL icon
591
Jabil
JBL
$31.7B
$478K 0.02%
+11,279
New +$427K
VCV icon
592
Invesco California Value Municipal Income Trust
VCV
$520M
$478K 0.02%
36,113
-78,668
-69% -$992K
FSR.WS
593
DELISTED
Fisker Inc. Warrants, each whole warrant exercisable for one Class A common stock at an exercise pri
FSR.WS
$476K 0.02%
+96,666
New +$457K
EA icon
594
Electronic Arts
EA
$52.4B
$475K 0.02%
+3,326
New +$429K
VAC icon
595
Marriott Vacations Worldwide
VAC
$3.52B
$475K 0.02%
+3,492
New +$412K
PCAR icon
596
PACCAR
PCAR
$72.7B
$474K 0.02%
+8,294
New +$487K
BRMK.WS
597
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$473K 0.02%
1,750,000
– –
NRXPW
598
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$470K 0.02%
100,000
– –
CC icon
599
Chemours
CC
$2.57B
$469K 0.02%
+18,914
New +$450K
SRSA
600
DELISTED
Sarissa Capital Acquisition Corp. Class A Ordinary Shares
SRSA
$468K 0.02%
+45,999
New +$471K
22 23
24
25 26

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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.