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
+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
BAX icon
926
Baxter International
BAX
$12.6B
– –
-4,758
Closed -$378K
BBY icon
927
Best Buy
BBY
$19.1B
– –
-8,744
Closed -$873K
BC icon
928
Brunswick
BC
$5.41B
– –
-6,447
Closed -$492K
BCX icon
929
BlackRock Resources & Commodities Strategy Trust
BCX
$883M
– –
-159,272
Closed -$1.18M
BDC icon
930
Belden
BDC
$4.05B
– –
-5,280
Closed -$219K
BFH icon
931
Bread Financial
BFH
$4.29B
– –
-14,958
Closed -$880K
BFZ
932
DELISTED
BlackRock CA Municipal Income Trust
BFZ
– –
-36,351
Closed -$517K
BGT icon
933
BlackRock Floating Rate Income Trust
BGT
$322M
– –
-48,905
Closed -$577K
BHF icon
934
Brighthouse Financial
BHF
$3.67B
– –
-5,908
Closed -$212K
BIIB icon
935
Biogen
BIIB
$29.9B
– –
-2,651
Closed -$640K
BIO icon
936
Bio-Rad Laboratories Class A
BIO
$8.8B
– –
-1,235
Closed -$706K
BJ icon
937
BJs Wholesale Club
BJ
$12.5B
– –
-6,427
Closed -$240K
BNY
938
Bank of New York Mellon
BNY
$106B
– –
-10,499
Closed -$437K
BKKT icon
939
Bakkt Inc
BKKT
$333M
– –
-4,989
Closed -$1.25M
BKSY icon
940
BlackSky Technology
BKSY
$916M
– –
-6,250
Closed -$524K
BLDR icon
941
Builders FirstSource
BLDR
$7.96B
– –
-9,173
Closed -$374K
BLK icon
942
Blackrock
BLK
$170B
– –
-367
Closed -$261K
BMY icon
943
Bristol-Myers Squibb
BMY
$130B
– –
-8,093
Closed -$495K
BOE icon
944
BlackRock Enhanced Global Dividend Trust
BOE
$663M
– –
-95,228
Closed -$1.04M
BPOP icon
945
Popular Inc
BPOP
$11B
– –
-15,022
Closed -$837K
BRK.B icon
946
Berkshire Hathaway Class B
BRK.B
$1.1T
– –
-3,046
Closed -$706K
BURU
947
DELISTED
NUBURU INC
BURU
– –
-1,129
Closed -$2.34M
BWA icon
948
BorgWarner
BWA
$12.9B
– –
-17,455
Closed -$594K
CACI icon
949
CACI
CACI
$11.3B
– –
-2,448
Closed -$602K
CBT icon
950
Cabot Corp
CBT
$4.72B
– –
-5,543
Closed -$249K
36 37
38
39 40

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 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
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

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.