We are live on ! Find out more
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
IMPX.WS
776
DELISTED
AEA-Bridges Impact Corp Warrants
IMPX.WS
$270K 0.01%
+175,000
New +$216K
ZBRA icon
777
Zebra Technologies
ZBRA
$13.5B
$269K 0.01%
+701
New +$236K
EQD.WS
778
DELISTED
Equity Distribution Acquisition Corp. Warrants, each whole warrant exercisable for one share of Clas
EQD.WS
$268K 0.01%
+149,999
New +$195K
ABMD
779
DELISTED
Abiomed Inc
ABMD
$267K 0.01%
+824
New +$228K
PSTH.WS
780
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
$267K 0.01%
27,777
– –
BOWXW
781
DELISTED
BowX Acquisition Corp. Warrant
BOWXW
$267K 0.01%
+149,999
New +$203K
PDAC.WS
782
DELISTED
Peridot Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordina
PDAC.WS
$267K 0.01%
+150,000
New +$217K
HRB icon
783
H&R Block
HRB
$5.7B
$266K 0.01%
+16,975
New +$293K
LGF.A
784
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$266K 0.01%
+23,998
New +$216K
AL
785
DELISTED
Air Lease Corp
AL
$265K 0.01%
+6,021
New +$216K
CCC
786
CCC Intelligent Solutions
CCC
$3.59B
$265K 0.01%
+20,000
New +$243K
CPA icon
787
Copa Holdings
CPA
$5.71B
$262K 0.01%
+3,445
New +$230K
NVDA icon
788
NVIDIA
NVDA
$4.77T
$262K 0.01%
+20,120
New +$269K
BLK icon
789
Blackrock
BLK
$170B
$261K 0.01%
+367
New +$243K
CDNS icon
790
Cadence Design Systems
CDNS
$95.1B
$261K 0.01%
+1,913
New +$224K
LLY icon
791
Eli Lilly
LLY
$1.09T
$260K 0.01%
+1,557
New +$232K
LUMN icon
792
Lumen
LUMN
$6.38B
$260K 0.01%
+26,823
New +$265K
PEO
793
Adams Natural Resources Fund
PEO
$726M
$260K 0.01%
+23,759
New +$244K
PNW icon
794
Pinnacle West Capital
PNW
$12.8B
$260K 0.01%
+3,277
New +$270K
FLACU
795
DELISTED
Frazier Lifesciences Acquisition Corporation Unit
FLACU
$260K 0.01%
+25,000
New +$261K
MIC
796
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$260K 0.01%
+6,917
New +$213K
BRPAR
797
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$260K 0.01%
+200,000
New +$96.9K
OAC.WS
798
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$260K 0.01%
66,666
– –
IART icon
799
Integra LifeSciences
IART
$1.54B
$259K 0.01%
+3,994
New +$215K
HOLX
800
DELISTED
Hologic
HOLX
$258K 0.01%
+3,618
New +$255K
30 31
32
33 34

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.