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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
CC icon
951
Chemours
CC
$2.55B
– –
-18,914
Closed -$469K
CCC
952
CCC Intelligent Solutions
CCC
$3.6B
– –
-20,000
Closed -$265K
CDNS icon
953
Cadence Design Systems
CDNS
$95.8B
– –
-1,913
Closed -$261K
CDW icon
954
CDW
CDW
$18.3B
– –
-1,917
Closed -$249K
CET
955
Central Securities Corp
CET
$1.56B
– –
-11,262
Closed -$368K
CFG icon
956
Citizens Financial Group
CFG
$30.5B
– –
-6,010
Closed -$212K
CHE icon
957
Chemed
CHE
$6.84B
– –
-421
Closed -$221K
CHRW icon
958
C.H. Robinson
CHRW
$20.1B
– –
-4,953
Closed -$463K
CI icon
959
Cigna
CI
$79.6B
– –
-1,539
Closed -$314K
CIEN icon
960
Ciena
CIEN
$48.6B
– –
-6,083
Closed -$318K
CIFR icon
961
Cipher Digital
CIFR
$8.37B
– –
-310,000
Closed -$3.08M
CL icon
962
Colgate-Palmolive
CL
$75B
– –
-6,419
Closed -$545K
CLX icon
963
Clorox
CLX
$12B
– –
-4,318
Closed -$868K
CMA
964
DELISTED
Comerica
CMA
– –
-4,249
Closed -$235K
CMC icon
965
Commercial Metals
CMC
$7.8B
– –
-53,623
Closed -$1.08M
CMI icon
966
Cummins
CMI
$88.2B
– –
-4,690
Closed -$1.05M
CNC icon
967
Centene
CNC
$31.2B
– –
-4,747
Closed -$281K
CNO icon
968
CNO Financial Group
CNO
$5.02B
– –
-9,880
Closed -$220K
CNX icon
969
CNX Resources
CNX
$4.8B
– –
-21,213
Closed -$229K
CNXC icon
970
Concentrix
CNXC
$1.58B
– –
-12,010
Closed -$1.18M
COLM icon
971
Columbia Sportswear
COLM
$3.28B
– –
-3,211
Closed -$281K
COR icon
972
Cencora
COR
$61.8B
– –
-4,119
Closed -$399K
COST icon
973
Costco
COST
$430B
– –
-777
Closed -$291K
CPA icon
974
Copa Holdings
CPA
$5.68B
– –
-3,445
Closed -$262K
CPRT icon
975
Copart
CPRT
$28.6B
– –
-6,880
Closed -$218K
37 38
39
40 41

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.