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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
STT icon
626
State Street
STT
$50.2B
$434K 0.02%
+6,055
New +$411K
DAR icon
627
Darling Ingredients
DAR
$9.28B
$430K 0.02%
+7,449
New +$356K
WRK
628
DELISTED
WestRock Company
WRK
$430K 0.02%
+10,002
New +$413K
TLMDW
629
DELISTED
SOC Telemed, Inc. Warrants
TLMDW
$427K 0.02%
+350,000
New +$465K
PPLI
630
People Inc
PPLI
$3.13B
$425K 0.01%
+4,113
New +$315K
GOAC.WS
631
DELISTED
GO Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock
GOAC.WS
$425K 0.01%
+283,332
New +$287K
SBG.WS
632
DELISTED
Sandbridge Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A
SBG.WS
$423K 0.01%
+325,000
New +$291K
EXC icon
633
Exelon
EXC
$48.4B
$422K 0.01%
+14,063
New +$415K
MOTV.U
634
DELISTED
Motive Capital Corp Units, each consisting of one Class A ordinary share, and one-third of one redee
MOTV.U
$422K 0.01%
+40,000
New +$414K
OC icon
635
Owens Corning
OC
$11.5B
$421K 0.01%
+5,564
New +$405K
TMTSW
636
DELISTED
Spartacus Acquisition Corporation Warrant
TMTSW
$420K 0.01%
+375,000
New +$294K
NHICW
637
DELISTED
NewHold Investment Corp. Warrant
NHICW
$420K 0.01%
+300,000
New +$266K
HWM icon
638
Howmet Aerospace
HWM
$114B
$417K 0.01%
+14,734
New +$328K
DPZ icon
639
Domino's
DPZ
$11.6B
$413K 0.01%
+1,077
New +$423K
TEX icon
640
Terex
TEX
$7.84B
$411K 0.01%
+11,828
New +$349K
PTRAW
641
DELISTED
Proterra Inc. Warrant
PTRAW
$411K 0.01%
+175,000
New +$311K
NRG icon
642
NRG Energy
NRG
$26.9B
$409K 0.01%
+11,130
New +$366K
SNPS icon
643
Synopsys
SNPS
$73.5B
$409K 0.01%
+1,581
New +$365K
MLKN icon
644
MillerKnoll
MLKN
$1.61B
$408K 0.01%
+12,175
New +$424K
PPC icon
645
Pilgrim's Pride
PPC
$7.09B
$408K 0.01%
+21,158
New +$383K
WOR icon
646
Worthington Enterprises
WOR
$2.82B
$408K 0.01%
+12,932
New +$403K
MAS icon
647
Masco
MAS
$16.5B
$406K 0.01%
+7,488
New +$412K
SCPE.WS
648
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$405K 0.01%
300,000
– –
HXL icon
649
Hexcel
HXL
$8.3B
$404K 0.01%
+8,347
New +$363K
MMS icon
650
Maximus
MMS
$3.31B
$404K 0.01%
+5,546
New +$393K
24 25
26
27 28

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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.