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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
MGM icon
826
MGM Resorts International
MGM
$11.8B
$237K 0.01%
+7,642
New +$197K
ALB icon
827
Albemarle
ALB
$13.4B
$236K 0.01%
+1,600
New +$190K
CMA
828
DELISTED
Comerica
CMA
$235K 0.01%
+4,249
New +$207K
DGNS
829
DELISTED
Dragoneer Growth Opportunities Corp. II Class A Ordinary Shares
DGNS
$234K 0.01%
+20,000
New +$226K
AOS icon
830
A.O. Smith
AOS
$8.81B
$231K 0.01%
+4,242
New +$234K
SWZ
831
Swiss Helvetia Fund
SWZ
$76.5M
$230K 0.01%
25,675
-165
-0.6% -$1.39K
CCX.WS
832
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$230K 0.01%
116,666
– –
CNX icon
833
CNX Resources
CNX
$4.79B
$229K 0.01%
+21,213
New +$214K
LMT icon
834
Lockheed Martin
LMT
$134B
$227K 0.01%
+639
New +$235K
LRCX icon
835
Lam Research
LRCX
$337B
$227K 0.01%
+4,840
New +$204K
CPRI icon
836
Capri Holdings
CPRI
$1.88B
$226K 0.01%
+5,380
New +$165K
SF
837
Stifel
SF
$12.7B
$226K 0.01%
+6,716
New +$199K
LAD icon
838
Lithia Motors
LAD
$8.08B
$223K 0.01%
+768
New +$210K
PM icon
839
Philip Morris
PM
$314B
$222K 0.01%
+2,719
New +$212K
CHNG
840
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$222K 0.01%
+12,059
New +$198K
CHE icon
841
Chemed
CHE
$6.82B
$221K 0.01%
+421
New +$207K
NUAN
842
DELISTED
Nuance Communications, Inc.
NUAN
$221K 0.01%
+5,072
New +$192K
CVSA
843
Covista Inc
CVSA
$4.22B
$220K 0.01%
+6,727
New +$192K
CNO icon
844
CNO Financial Group
CNO
$5.01B
$220K 0.01%
+9,880
New +$201K
BDC icon
845
Belden
BDC
$4.03B
$219K 0.01%
+5,280
New +$195K
PWPPW
846
DELISTED
Perella Weinberg Partners Warrant
PWPPW
$219K 0.01%
+100,000
New +$180K
CPRT icon
847
Copart
CPRT
$28.6B
$218K 0.01%
+6,880
New +$200K
LEN icon
848
Lennar Class A
LEN
$21.1B
$218K 0.01%
+2,951
New +$221K
PH icon
849
Parker-Hannifin
PH
$125B
$218K 0.01%
+810
New +$201K
SPB icon
850
Spectrum Brands
SPB
$2.05B
$217K 0.01%
+2,798
New +$184K
32 33
34
35 36

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GA
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CIS
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EMPI
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HCM
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HPG
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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

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.