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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
VYX icon
726
NCR Voyix
VYX
$1.19B
$308K 0.01%
+13,527
New +$224K
LII icon
727
Lennox International
LII
$18.9B
$307K 0.01%
+1,126
New +$320K
SHC icon
728
Sotera Health
SHC
$5.06B
$305K 0.01%
+11,127
New +$299K
TDC icon
729
Teradata
TDC
$2.75B
$304K 0.01%
+13,604
New +$292K
LCIDW
730
DELISTED
Lucid Group, Inc. Warrant
LCIDW
$304K 0.01%
+200,000
New +$244K
EXPD icon
731
Expeditors International
EXPD
$22.4B
$303K 0.01%
+3,204
New +$292K
TTEK icon
732
Tetra Tech
TTEK
$8.7B
$299K 0.01%
+13,010
New +$293K
GNRSW
733
DELISTED
Greenrose Acquisition Corp. Warrant
GNRSW
$299K 0.01%
300,000
– –
GNRC icon
734
Generac Holdings
GNRC
$11.5B
$298K 0.01%
+1,317
New +$283K
SLGN icon
735
Silgan Holdings
SLGN
$5.07B
$296K 0.01%
+8,021
New +$289K
HGLB
736
Highland Global Allocation Fund
HGLB
$171M
$292K 0.01%
44,654
+6,626
+17% +$39.6K
TGNA
737
DELISTED
TEGNA Inc
TGNA
$292K 0.01%
+20,932
New +$280K
COST icon
738
Costco
COST
$429B
$291K 0.01%
+777
New +$290K
PFE icon
739
Pfizer
PFE
$144B
$288K 0.01%
+7,901
New +$290K
WAL icon
740
Western Alliance Bancorporation
WAL
$9.13B
$288K 0.01%
+4,832
New +$235K
HOFVW
741
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$287K 0.01%
1,106,820
– –
ADM icon
742
Archer Daniels Midland
ADM
$40.1B
$286K 0.01%
+5,727
New +$283K
PRPB.WS
743
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
$285K 0.01%
+167,800
New +$221K
SWX icon
744
Southwest Gas
SWX
$6.7B
$284K 0.01%
+4,746
New +$313K
CTRA
745
DELISTED
Coterra Energy
CTRA
$283K 0.01%
+17,432
New +$306K
DMYD.WS
746
DELISTED
dMY Technology Group, Inc. II Redeemable Warrants, each whole warrant exercisable for one share of C
DMYD.WS
$283K 0.01%
+66,666
New +$142K
AEF
747
abrdn Emerging Markets Equity Income Fund
AEF
$342M
$282K 0.01%
34,570
+2,248
+7% +$16.4K
CPSR.WS
748
DELISTED
Capstar Special Purpose Acquisition Corp. Warrants, each whole warrant exercisable for one share of
CPSR.WS
$282K 0.01%
200,000
– –
CNC icon
749
Centene
CNC
$31.6B
$281K 0.01%
+4,747
New +$302K
COLM icon
750
Columbia Sportswear
COLM
$3.3B
$281K 0.01%
+3,211
New +$279K
28 29
30
31 32

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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.