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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
EIDX
1
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$36.2M 1.27%
+274,853
New +$24.3M
BMCH
2
DELISTED
BMC Stock Holdings, Inc
BMCH
$35.8M 1.26%
666,373
-92,981
-12% -$4.3M
GRUB
3
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$32.8M 1.15%
221,137
-97,231
-31% -$14.4M
TCF
4
DELISTED
TCF Financial Corporation Common Stock
TCF
$32.4M 1.14%
+874,765
New +$27.8M
WTW icon
5
Willis Towers Watson
WTW
$27.9B
$31.9M 1.12%
151,613
-67,858
-31% -$14M
INFO
6
DELISTED
IHS Markit Ltd. Common Shares
INFO
$31.9M 1.12%
+358,162
New +$31M
MXIM
7
DELISTED
Maxim Integrated Products
MXIM
$30.8M 1.08%
347,848
-403,283
-54% -$31.8M
NGHC
8
DELISTED
National General Holdings Corp
NGHC
$29.7M 1.04%
868,287
-185,914
-18% -$6.33M
AJRD
9
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$27.1M 0.95%
+513,559
New +$20.6M
VAR
10
DELISTED
Varian Medical Systems, Inc.
VAR
$27M 0.95%
154,278
-102,994
-40% -$17.9M
CHNGU
11
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$26.3M 0.92%
403,452
-46,725
-10% -$2.76M
TXNM
12
TXNM Energy Inc
TXNM
$6.47B
$26M 0.91%
+535,024
New +$25.8M
IPHI
13
DELISTED
INPHI CORPORATION
IPHI
$25.9M 0.91%
+161,351
New +$22.7M
EV
14
DELISTED
Eaton Vance Corp.
EV
$25.2M 0.89%
+371,475
New +$23.2M
XLNX
15
DELISTED
Xilinx Inc
XLNX
$24.9M 0.87%
+176,992
New +$23M
ALXN
16
DELISTED
Alexion Pharmaceuticals
ALXN
$24.3M 0.85%
+156,785
New +$20.1M
WORK
17
DELISTED
Slack Technologies, Inc.
WORK
$24.1M 0.85%
+571,155
New +$19.3M
GFLU
18
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$24M 0.84%
344,475
– –
ACIA
19
DELISTED
Acacia Communications Inc
ACIA
$23.2M 0.81%
317,666
-318,371
-50% -$22M
CBB
20
DELISTED
Cincinnati Bell Inc.
CBB
$22.3M 0.78%
1,458,583
-309,811
-18% -$4.71M
RESI
21
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$22.1M 0.78%
+1,365,773
New +$18.9M
SPY icon
22
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$21.7M 0.76%
+58,007
New +$20.6M
TIF
23
DELISTED
Tiffany & Co.
TIF
$19.8M 0.7%
150,770
-192,927
-56% -$24.7M
FIT
24
DELISTED
Fitbit, Inc. Class A common stock
FIT
$19.6M 0.69%
2,886,618
-1,718,063
-37% -$12.1M
CBPO
25
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$16.9M 0.59%
+142,733
New +$16.6M
1
2 3 4 5

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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.