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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
ALK icon
901
Alaska Air
ALK
$5.43B
– –
-5,297
Closed -$275K
ALL icon
902
Allstate
ALL
$70B
– –
-7,507
Closed -$814K
ALLY icon
903
Ally Financial
ALLY
$13.4B
– –
-7,804
Closed -$274K
AMAT icon
904
Applied Materials
AMAT
$379B
– –
-3,609
Closed -$309K
AMCX icon
905
AMC Global Media
AMCX
$452M
– –
-8,787
Closed -$314K
AMGN icon
906
Amgen
AMGN
$213B
– –
-2,314
Closed -$523K
AMP icon
907
Ameriprise Financial
AMP
$48.2B
– –
-2,635
Closed -$506K
AMZN icon
908
Amazon
AMZN
$2.49T
– –
-13,280
Closed -$2.16M
AN icon
909
AutoNation
AN
$7.38B
– –
-20,725
Closed -$1.43M
AOD
910
abrdn Total Dynamic Dividend Fund
AOD
$1.09B
– –
-111,552
Closed -$987K
AOS icon
911
A.O. Smith
AOS
$8.82B
– –
-4,242
Closed -$231K
ARDC
912
Are Dynamic Credit Allocation Fund
ARDC
$296M
– –
-61,109
Closed -$873K
ARKOW
913
DELISTED
ARKO Corp Warrant
ARKOW
– –
-666,666
Closed -$907K
ARMK icon
914
Aramark
ARMK
$15.1B
– –
-9,867
Closed -$270K
ARW icon
915
Arrow Electronics
ARW
$10.8B
– –
-16,611
Closed -$1.61M
ASB icon
916
Associated Banc-Corp
ASB
$5.84B
– –
-23,688
Closed -$402K
EFOR
917
Everforth Inc
EFOR
$947M
– –
-6,352
Closed -$526K
ASO icon
918
Academy Sports + Outdoors
ASO
$3.13B
– –
-10,000
Closed -$207K
CVSA
919
Covista Inc
CVSA
$4.29B
– –
-6,727
Closed -$220K
AVNT icon
920
Avient
AVNT
$3.41B
– –
-12,441
Closed -$499K
AVT icon
921
Avnet
AVT
$7.08B
– –
-11,380
Closed -$394K
AWF
922
AllianceBernstein Global High Income Fund
AWF
$872M
– –
-44,079
Closed -$519K
AYI icon
923
Acuity Brands
AYI
$10.3B
– –
-8,934
Closed -$1.07M
BAH icon
924
Booz Allen Hamilton
BAH
$8.76B
– –
-6,374
Closed -$552K
BARK icon
925
BARK
BARK
$78.2M
– –
-41,050
Closed -$12M
35 36
37
38 39

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CIS
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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 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.