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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
WCC
801
WESCO International
WCC
$16.1B
$257K 0.01%
+3,278
New +$194K
IQV icon
802
IQVIA
IQV
$40.5B
$256K 0.01%
+1,453
New +$245K
JNPR
803
DELISTED
Juniper Networks
JNPR
$255K 0.01%
+11,512
New +$251K
MANH icon
804
Manhattan Associates
MANH
$9.95B
$255K 0.01%
+2,445
New +$241K
PVH icon
805
PVH
PVH
$4.01B
$255K 0.01%
+2,718
New +$207K
NUVA
806
DELISTED
NuVasive, Inc.
NUVA
$255K 0.01%
+4,522
New +$222K
UHS icon
807
Universal Health Services
UHS
$10.1B
$254K 0.01%
+1,847
New +$230K
EQH icon
808
Equitable Holdings
EQH
$13.5B
$253K 0.01%
+10,060
New +$235K
GIS icon
809
General Mills
GIS
$20.1B
$253K 0.01%
+4,313
New +$261K
DG icon
810
Dollar General
DG
$27.8B
$251K 0.01%
+1,199
New +$256K
FAF icon
811
First American
FAF
$8.08B
$250K 0.01%
+4,912
New +$247K
SOR
812
Source Capital
SOR
$372M
$250K 0.01%
6,260
-3,709
-37% -$143K
ETACW
813
DELISTED
E.Merge Technology Acquisition Corp. Warrant
ETACW
$250K 0.01%
+166,666
New +$181K
CBT icon
814
Cabot Corp
CBT
$4.7B
$249K 0.01%
+5,543
New +$230K
CDW icon
815
CDW
CDW
$18.4B
$249K 0.01%
+1,917
New +$251K
SBI
816
Western Asset Intermediate Muni Fund
SBI
$108M
$249K 0.01%
27,067
-4,884
-15% -$44.1K
SAM icon
817
Boston Beer
SAM
$1.93B
$247K 0.01%
+248
New +$238K
ETO
818
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$494M
$245K 0.01%
+9,682
New +$221K
UFS
819
DELISTED
DOMTAR CORPORATION (New)
UFS
$245K 0.01%
+7,837
New +$223K
DGX icon
820
Quest Diagnostics
DGX
$26B
$244K 0.01%
+2,074
New +$253K
UPS icon
821
United Parcel Service
UPS
$89.7B
$243K 0.01%
+1,463
New +$247K
BJ icon
822
BJs Wholesale Club
BJ
$12.4B
$240K 0.01%
+6,427
New +$257K
ASTRW
823
DELISTED
Astra Space, Inc. Warrant
ASTRW
$238K 0.01%
+180,666
New +$224K
DRI icon
824
Darden Restaurants
DRI
$23.7B
$237K 0.01%
+2,006
New +$215K
HSIC icon
825
Henry Schein
HSIC
$9.76B
$237K 0.01%
+3,579
New +$231K
31 32
33
34 35

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EMPI
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HPG
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DTC
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AWA
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EAM
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ACM
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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.