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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
CPRI icon
976
Capri Holdings
CPRI
$1.82B
– –
-5,380
Closed -$226K
CRI icon
977
Carter's
CRI
$1.43B
– –
-11,284
Closed -$1.06M
CRL icon
978
Charles River Laboratories
CRL
$10.8B
– –
-3,426
Closed -$844K
CSL icon
979
Carlisle Companies
CSL
$13.8B
– –
-5,454
Closed -$844K
CTRA
980
DELISTED
Coterra Energy
CTRA
– –
-17,432
Closed -$283K
CTSH icon
981
Cognizant
CTSH
$22.3B
– –
-7,443
Closed -$603K
CVS icon
982
CVS Health
CVS
$137B
– –
-10,344
Closed -$696K
CVX icon
983
Chevron
CVX
$378B
– –
-6,672
Closed -$563K
CW icon
984
Curtiss-Wright
CW
$27.5B
– –
-5,396
Closed -$622K
DAN icon
985
Dana Inc
DAN
$2.93B
– –
-34,249
Closed -$665K
DAR icon
986
Darling Ingredients
DAR
$9.62B
– –
-7,449
Closed -$430K
DECK icon
987
Deckers Outdoor
DECK
$13.3B
– –
-23,976
Closed -$1.14M
DG icon
988
Dollar General
DG
$27.2B
– –
-1,199
Closed -$251K
DGX icon
989
Quest Diagnostics
DGX
$25.6B
– –
-2,074
Closed -$244K
DHR icon
990
Danaher
DHR
$138B
– –
-1,822
Closed -$358K
DINO icon
991
HF Sinclair
DINO
$16.4B
– –
-7,879
Closed -$204K
DKS icon
992
Dick's Sporting Goods
DKS
$18.4B
– –
-14,352
Closed -$804K
DLB icon
993
Dolby
DLB
$4.85B
– –
-4,564
Closed -$443K
DOV icon
994
Dover
DOV
$27.7B
– –
-2,223
Closed -$277K
DOW icon
995
Dow Inc
DOW
$20.8B
– –
-67,066
Closed -$3.72M
DOX icon
996
Amdocs
DOX
$5.64B
– –
-12,798
Closed -$890K
DPZ icon
997
Domino's
DPZ
$11.4B
– –
-1,077
Closed -$413K
DRI icon
998
Darden Restaurants
DRI
$23.4B
– –
-2,006
Closed -$237K
DSM
999
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
– –
-23,290
Closed -$183K
DUK icon
1000
Duke Energy
DUK
$100B
– –
-2,238
Closed -$203K
38 39
40
41 42

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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.