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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
ITW icon
676
Illinois Tool Works
ITW
$84.9B
$375K 0.01%
+1,860
New +$380K
LFLYW
677
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$375K 0.01%
375,000
– –
BLDR icon
678
Builders FirstSource
BLDR
$7.93B
$374K 0.01%
+9,173
New +$325K
DCGOW
679
DELISTED
DocGo Inc. Warrants
DCGOW
$374K 0.01%
+185,896
New +$363K
A icon
680
Agilent Technologies
A
$39.7B
$373K 0.01%
+3,176
New +$351K
TDS icon
681
Telephone and Data Systems
TDS
$3.87B
$371K 0.01%
+20,317
New +$373K
KBH icon
682
KB Home
KBH
$3.54B
$369K 0.01%
+11,004
New +$395K
CET
683
Central Securities Corp
CET
$1.56B
$368K 0.01%
11,262
+2,478
+28% +$75.1K
DEH.WS
684
DELISTED
D8 Holdings Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exer
DEH.WS
$368K 0.01%
350,000
– –
WAT icon
685
Waters Corp
WAT
$37.7B
$363K 0.01%
+1,482
New +$336K
RL icon
686
Ralph Lauren
RL
$22.5B
$361K 0.01%
+3,484
New +$292K
VTN icon
687
Invesco Trust for Investment Grade New York Municipals
VTN
$161M
$360K 0.01%
27,582
-21,013
-43% -$261K
DHR icon
688
Danaher
DHR
$140B
$358K 0.01%
+1,822
New +$365K
HUN icon
689
Huntsman Corp
HUN
$2B
$352K 0.01%
+14,031
New +$348K
TWCTW
690
DELISTED
TWC Tech Holdings II Corp. Warrant
TWCTW
$352K 0.01%
+208,239
New +$287K
XPOA.WS
691
DELISTED
DPCM Capital, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at
XPOA.WS
$351K 0.01%
+163,332
New +$347K
NESRW
692
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$348K 0.01%
259,500
– –
UGI icon
693
UGI
UGI
$7.92B
$346K 0.01%
+9,941
New +$348K
OPLN
694
Openlane
OPLN
$4.27B
$344K 0.01%
+18,694
New +$323K
THQ
695
abrdn Healthcare Opportunities Fund
THQ
$787M
$344K 0.01%
16,903
-36,139
-68% -$690K
ABLLW
696
DELISTED
Abacus Life Warrant
ABLLW
$342K 0.01%
300,000
– –
CCAC.WS
697
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
$340K 0.01%
200,000
– –
MFM
698
Aberdeen Municipal Income Fund
MFM
$221M
$339K 0.01%
50,691
-50,813
-50% -$331K
WST icon
699
West Pharmaceutical
WST
$23.7B
$339K 0.01%
+1,219
New +$342K
NKE icon
700
Nike
NKE
$63.9B
$330K 0.01%
+2,333
New +$309K
26 27
28
29 30

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EAM
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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.