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
SKX
851
DELISTED
Skechers
SKX
$216K 0.01%
+6,003
New +$204K
WU icon
852
Western Union
WU
$2.58B
$216K 0.01%
+9,966
New +$216K
IP icon
853
International Paper
IP
$23.3B
$215K 0.01%
+4,617
New +$206K
EBS icon
854
Emergent Biosolutions
EBS
$377M
$213K 0.01%
+2,376
New +$218K
BHF icon
855
Brighthouse Financial
BHF
$3.66B
$212K 0.01%
+5,908
New +$198K
CFG icon
856
Citizens Financial Group
CFG
$30.8B
$212K 0.01%
+6,010
New +$189K
J icon
857
Jacobs Solutions
J
$16.6B
$212K 0.01%
+2,382
New +$202K
MLACW
858
DELISTED
Malacca Straits Acquisition Company Limited Warrants
MLACW
$210K 0.01%
200,000
– –
HIG icon
859
Hartford Financial Services
HIG
$39.3B
$209K 0.01%
+4,373
New +$189K
MNST icon
860
Monster Beverage
MNST
$95.6B
$209K 0.01%
+4,564
New +$192K
PRGO icon
861
Perrigo
PRGO
$1.43B
$209K 0.01%
+4,719
New +$219K
WWD icon
862
Woodward
WWD
$24.5B
$209K 0.01%
+1,716
New +$174K
RJF icon
863
Raymond James Financial
RJF
$34B
$208K 0.01%
+3,315
New +$190K
GHIVW
864
DELISTED
Gores Holdings IV, Inc. Warrant
GHIVW
$208K 0.01%
50,000
– –
ASO icon
865
Academy Sports + Outdoors
ASO
$3.13B
$207K 0.01%
+10,000
New +$162K
OMF icon
866
OneMain Financial
OMF
$7.19B
$206K 0.01%
+4,313
New +$170K
VRTX icon
867
Vertex Pharmaceuticals
VRTX
$124B
$206K 0.01%
+896
New +$206K
VMACW
868
DELISTED
Vistas Media Acquisition Company Inc. Warrant
VMACW
$205K 0.01%
+238,545
New +$104K
DINO icon
869
HF Sinclair
DINO
$16.1B
$204K 0.01%
+7,879
New +$178K
JBLU icon
870
JetBlue
JBLU
$2.23B
$204K 0.01%
+14,103
New +$194K
PIAI.WS
871
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$204K 0.01%
+133,333
New +$161K
DUK icon
872
Duke Energy
DUK
$101B
$203K 0.01%
+2,238
New +$207K
SEAH.WS
873
DELISTED
Sports Entertainment Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one s
SEAH.WS
$203K 0.01%
+150,000
New +$196K
MVT
874
DELISTED
BlackRock MuniVest Fund II
MVT
$202K 0.01%
13,596
-3,400
-20% -$48.9K
MCOM
875
DELISTED
micromobility.com Inc. Class A Common stock
MCOM
$201K 0.01%
3
– –
33 34
35
36 37

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.