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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
ASB icon
651
Associated Banc-Corp
ASB
$5.86B
$402K 0.01%
+23,688
New +$360K
PGR icon
652
Progressive
PGR
$128B
$401K 0.01%
+4,115
New +$389K
ALUS.WS
653
DELISTED
Alussa Energy Acquisition Corp Warrants
ALUS.WS
$400K 0.01%
325,000
– –
COR icon
654
Cencora
COR
$62.2B
$399K 0.01%
+4,119
New +$412K
FHI icon
655
Federated Hermes
FHI
$4.59B
$399K 0.01%
+14,055
New +$374K
ADBE icon
656
Adobe
ADBE
$99B
$398K 0.01%
+798
New +$386K
LSTR icon
657
Landstar System
LSTR
$6.29B
$397K 0.01%
+2,948
New +$387K
MTX icon
658
Minerals Technologies
MTX
$2.33B
$397K 0.01%
+6,453
New +$383K
LDOS icon
659
Leidos
LDOS
$14.9B
$395K 0.01%
+3,807
New +$365K
AVT icon
660
Avnet
AVT
$7.07B
$394K 0.01%
+11,380
New +$338K
GEF icon
661
Greif
GEF
$4.74B
$393K 0.01%
+8,488
New +$384K
GRX
662
Gabelli Healthcare & Wellness Trust
GRX
$145M
$393K 0.01%
32,884
-1,268
-4% -$14.1K
ABNB icon
663
Airbnb
ABNB
$90.9B
$392K 0.01%
+2,667
New +$394K
PCPL.WS
664
DELISTED
CC Neuberger Principal Holdings I Warrants, each whole warrant exercisable for one Class A ordinary
PCPL.WS
$392K 0.01%
166,666
– –
AGO icon
665
Assured Guaranty
AGO
$3.79B
$391K 0.01%
+12,816
New +$376K
ITACW
666
DELISTED
Industrial Tech Acquisitions, Inc. Warrant
ITACW
$390K 0.01%
+375,000
New +$255K
PTON icon
667
Peloton Interactive
PTON
$2.84B
$389K 0.01%
+2,562
New +$312K
WMT icon
668
Walmart Inc
WMT
$900B
$387K 0.01%
+8,109
New +$394K
EXEL icon
669
Exelixis
EXEL
$14.2B
$386K 0.01%
+19,492
New +$408K
ZD icon
670
Ziff Davis
ZD
$1.95B
$385K 0.01%
+4,526
New +$328K
FTOCW
671
DELISTED
FTAC Olympus Acquisition Corp. Warrant
FTOCW
$380K 0.01%
+200,000
New +$241K
BAX icon
672
Baxter International
BAX
$12.6B
$378K 0.01%
+4,758
New +$377K
LKQ icon
673
LKQ Corp
LKQ
$6.77B
$378K 0.01%
+10,782
New +$369K
NEBCU
674
DELISTED
Nebula Caravel Acquisition Corp. Unit
NEBCU
$378K 0.01%
+35,000
New +$374K
ATVI
675
DELISTED
Activision Blizzard
ATVI
$376K 0.01%
+4,090
New +$332K
25 26
27
28 29

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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
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
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.