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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
EA icon
1001
Electronic Arts
EA
$52.4B
– –
-3,326
Closed -$475K
EAD
1002
Allspring Income Opportunities Fund
EAD
$372M
– –
-80,469
Closed -$657K
EBAY icon
1003
eBay
EBAY
$50.3B
– –
-13,648
Closed -$686K
EBS icon
1004
Emergent Biosolutions
EBS
$378M
– –
-2,376
Closed -$213K
EFR
1005
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
– –
-35,831
Closed -$456K
EFT
1006
Eaton Vance Floating-Rate Income Trust
EFT
$284M
– –
-35,330
Closed -$465K
EG icon
1007
Everest Group
EG
$15.4B
– –
-3,023
Closed -$708K
EL icon
1008
Estee Lauder
EL
$30.1B
– –
-2,195
Closed -$578K
ELV icon
1009
Elevance Health
ELV
$82.1B
– –
-3,993
Closed -$1.26M
EME icon
1010
Emcor
EME
$33B
– –
-8,142
Closed -$745K
EMN icon
1011
Eastman Chemical
EMN
$7.74B
– –
-2,768
Closed -$276K
EMR icon
1012
Emerson Electric
EMR
$83.6B
– –
-6,803
Closed -$542K
ENS icon
1013
EnerSys
ENS
$6.94B
– –
-3,925
Closed -$324K
EQH icon
1014
Equitable Holdings
EQH
$13.3B
– –
-10,060
Closed -$253K
ERC
1015
Allspring Multi-Sector Income Fund
ERC
$254M
– –
-23,183
Closed -$281K
ETN icon
1016
Eaton
ETN
$155B
– –
-5,370
Closed -$642K
ETO
1017
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$493M
– –
-9,682
Closed -$245K
ETW
1018
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
– –
-66,505
Closed -$644K
EVGO icon
1019
EVgo
EVGO
$220M
– –
-150,000
Closed -$1.61M
EXC icon
1020
Exelon
EXC
$48.2B
– –
-14,063
Closed -$422K
EXG icon
1021
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.92B
– –
-142,395
Closed -$1.25M
EXEL icon
1022
Exelixis
EXEL
$14B
– –
-19,492
Closed -$386K
EXPD icon
1023
Expeditors International
EXPD
$22.4B
– –
-3,204
Closed -$303K
FAF icon
1024
First American
FAF
$7.79B
– –
-4,912
Closed -$250K
FBIN icon
1025
Fortune Brands Innovations
FBIN
$6.14B
– –
-10,752
Closed -$777K
39 40
41
42 43

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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.