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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
+7.86%
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
$2.78B
AUM Growth
-$65.9M
Cap. Flow
-$1.1B
Cap. Flow %
-39.55%
Top 10 Hldgs %
16.2%
Holding
1,575
New
503
Increased
22
Reduced
219
Closed
602

Top Buys

Rank Stock Value
1
CMD
Cantel Medical Corporation
CMD
+$32.9M
2
FLIR
FLIR Systems, Inc. (DE) Common Stock
FLIR
+$26.7M
3
COHR
Coherent Inc
COHR
+$24.6M
4
GWPH
GW Pharmaceuticals Plc American Depositary Shares
GWPH
+$23.3M
5
PRAH
PRA Health Sciences, Inc.
PRAH
+$23.3M

Top Sells

Rank Stock Value
1
EIDX
Eidos Therapeutics, Inc. Common Stock
EIDX
+$36.2M
2
BMCH
BMC Stock Holdings, Inc
BMCH
+$35.8M
3
NGHC
National General Holdings Corp
NGHC
+$29.7M
4
CHNGU
Change Healthcare Inc. Tangible Equity Units
CHNGU
+$26.3M
5
EV
Eaton Vance Corp.
EV
+$25.2M

Sector Composition

Rank Sector Weight
1 Financials 10.51%
2 Healthcare 6.47%
3 Industrials 4.82%
4 Consumer Discretionary 4.5%
5 Technology 3.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FINMW
876
DELISTED
Marlin Technology Corporation Warrant
FINMW
$11K ﹤0.01%
+14,405
New +$12.6K
SLCRW
877
DELISTED
Silver Crest Acquisition Corporation Warrant
SLCRW
$11K ﹤0.01%
+21,499
New +$13.4K
TZPSW
878
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$10K ﹤0.01%
+16,999
New +$15K
FCAX.WS
879
DELISTED
Fortress Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FCAX.WS
$10K ﹤0.01%
+10,599
New +$12.9K
LHC.WS
880
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
$9K ﹤0.01%
+12,499
New +$12.5K
A icon
881
Agilent Technologies
A
$39.8B
– –
-3,176
Closed -$373K
AAPL icon
882
Apple
AAPL
$5T
– –
-22,773
Closed -$3.02M
ABBV icon
883
AbbVie
ABBV
$466B
– –
-9,495
Closed -$1M
ABEV icon
884
Ambev
ABEV
$48.4B
– –
-12,927
Closed -$40K
ABNB icon
885
Airbnb
ABNB
$90.8B
– –
-2,667
Closed -$392K
ACN icon
886
Accenture
ACN
$101B
– –
-2,773
Closed -$717K
ADBE icon
887
Adobe
ADBE
$99.1B
– –
-798
Closed -$398K
ADI icon
888
Analog Devices
ADI
$179B
– –
-1,883
Closed -$275K
ADM icon
889
Archer Daniels Midland
ADM
$40.2B
– –
-5,727
Closed -$286K
ADNWW
890
DELISTED
Advent Technologies Holdings Warrant
ADNWW
– –
-920,000
Closed -$3.11M
ADT icon
891
ADT
ADT
$5.37B
– –
-21,852
Closed -$171K
ADX icon
892
Adams Diversified Equity Fund
ADX
$3.09B
– –
-11,420
Closed -$197K
AEF
893
abrdn Emerging Markets Equity Income Fund
AEF
$342M
– –
-34,570
Closed -$282K
AGCO icon
894
AGCO
AGCO
$8.98B
– –
-7,508
Closed -$769K
AGD
895
abrdn Global Dynamic Dividend Fund
AGD
$315M
– –
-14,427
Closed -$151K
AGO icon
896
Assured Guaranty
AGO
$3.77B
– –
-12,816
Closed -$391K
AIZ icon
897
Assurant
AIZ
$14B
– –
-6,053
Closed -$810K
AL
898
DELISTED
Air Lease Corp
AL
– –
-6,021
Closed -$265K
ALB icon
899
Albemarle
ALB
$13.4B
– –
-1,600
Closed -$236K
ALGN icon
900
Align Technology
ALGN
$12.5B
– –
-534
Closed -$280K
34 35
36
37 38

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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 Q1 2021 Portfolio in Review

As of Q1 2021, AQR Arbitrage held 1,575 positions worth $2.78B, down 2.3% from $2.85B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

AQR Arbitrage withdrew a net $1.1B in Q1 2021, closing 602 positions and reducing 219 holdings. Its most notable exit was Eidos Therapeutics, Inc. Common Stock, an estimated $36.2M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 9% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, AQR Arbitrage opened a new position in Cantel Medical Corporation worth $33.4M.

  • AQR Arbitrage's largest Q1 2021 buy was Cantel Medical Corporation: 420,838 shares worth $33.4M.
  • AQR Arbitrage added most to PRA Health Sciences, Inc. in Q1 2021, an estimated $23.3M increase.
  • AQR Arbitrage's biggest Q1 2021 reduction was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units, cutting an estimated $12.5M.
  • AQR Arbitrage fully exited Eidos Therapeutics, Inc. Common Stock in Q1 2021, selling an estimated $36.2M.
  • AQR Arbitrage's ten largest holdings make up 16% of its $2.78B portfolio in Q1 2021.
  • AQR Arbitrage opened 503 new positions and closed 602 in Q1 2021.
  • AQR Arbitrage's portfolio value fell 2.3% quarter-over-quarter to $2.78B.

Based on AQR Arbitrage's 13F filing for Q1 2021, filed 17 May 2021.