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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
ERC
751
Allspring Multi-Sector Income Fund
ERC
$253M
$281K 0.01%
23,183
-8,728
-27% -$100K
LOW icon
752
Lowe's Companies
LOW
$122B
$281K 0.01%
+1,755
New +$285K
ALGN icon
753
Align Technology
ALGN
$12.6B
$280K 0.01%
+534
New +$240K
GRMN
754
Garmin
GRMN
$48.9B
$280K 0.01%
+2,347
New +$260K
DOV icon
755
Dover
DOV
$27.4B
$277K 0.01%
+2,223
New +$264K
VLO icon
756
Valero Energy
VLO
$88.7B
$277K 0.01%
+4,926
New +$242K
EMN icon
757
Eastman Chemical
EMN
$7.79B
$276K 0.01%
+2,768
New +$257K
HEQ
758
John Hancock Hedged Equity & Income Fund
HEQ
$140M
$276K 0.01%
+24,164
New +$263K
YUM icon
759
Yum! Brands
YUM
$41.4B
$276K 0.01%
+2,557
New +$261K
ADI icon
760
Analog Devices
ADI
$178B
$275K 0.01%
1,883
-591
-24% -$78.4K
ALK icon
761
Alaska Air
ALK
$5.42B
$275K 0.01%
+5,297
New +$238K
GF
762
New Germany Fund
GF
$184M
$275K 0.01%
14,449
-742
-5% -$13.6K
PMVC.WS
763
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$275K 0.01%
+250,000
New +$222K
ALLY icon
764
Ally Financial
ALLY
$13.4B
$274K 0.01%
+7,804
New +$236K
INTU icon
765
Intuit
INTU
$85.6B
$274K 0.01%
+725
New +$255K
GLEO.WS
766
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
$273K 0.01%
325,000
– –
JSPRW icon
767
Japer Therapeutics Warrants
JSPRW
$182K
$272K 0.01%
187,500
– –
PAYC icon
768
Paycom
PAYC
$7.54B
$272K 0.01%
+609
New +$243K
RMD icon
769
ResMed
RMD
$30.3B
$271K 0.01%
+1,294
New +$258K
XRAY icon
770
Dentsply Sirona
XRAY
$2.7B
$271K 0.01%
+5,282
New +$261K
ARMK icon
771
Aramark
ARMK
$15.1B
$270K 0.01%
+9,867
New +$236K
MMM icon
772
3M
MMM
$94.1B
$270K 0.01%
+1,860
New +$264K
OWL icon
773
Blue Owl Capital
OWL
$6.63B
$270K 0.01%
+23,716
New +$256K
TOI icon
774
The Oncology Institute
TOI
$495M
$270K 0.01%
25,000
– –
ZM icon
775
Zoom
ZM
$26.8B
$270K 0.01%
+799
New +$356K
29 30
31
32 33

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.