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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
FCN icon
1026
FTI Consulting
FCN
$5.03B
– –
-5,627
Closed -$625K
FDX icon
1027
FedEx
FDX
$73.7B
– –
-1,685
Closed -$436K
FHI icon
1028
Federated Hermes
FHI
$4.57B
– –
-14,055
Closed -$399K
FICO icon
1029
Fair Isaac
FICO
$31.9B
– –
-1,012
Closed -$510K
FL
1030
DELISTED
Foot Locker
FL
– –
-19,892
Closed -$804K
FMN
1031
Federated Hermes Premier Municipal Income Fund
FMN
$87M
– –
-12,521
Closed -$185K
FNB icon
1032
FNB Corp
FNB
$6.79B
– –
-11,927
Closed -$112K
FOXA icon
1033
Fox Class A
FOXA
$24.2B
– –
-91,415
Closed -$2.66M
FRA icon
1034
BlackRock Floating Rate Income Strategies Fund
FRA
$382M
– –
-57,368
Closed -$695K
FSLR icon
1035
First Solar
FSLR
$21.7B
– –
-5,472
Closed -$541K
GAM
1036
General American Investors Company
GAM
$1.54B
– –
-21,661
Closed -$806K
GDL
1037
GDL Fund
GDL
$91.4M
– –
-17,677
Closed -$154K
GEF icon
1038
Greif
GEF
$4.69B
– –
-8,488
Closed -$393K
GEN icon
1039
Gen Digital
GEN
$16.6B
– –
-25,130
Closed -$521K
GF
1040
New Germany Fund
GF
$184M
– –
-14,449
Closed -$275K
GHC icon
1041
Graham Holdings Company
GHC
$5.21B
– –
-1,039
Closed -$544K
GILD icon
1042
Gilead Sciences
GILD
$166B
– –
-8,807
Closed -$502K
GIS icon
1043
General Mills
GIS
$20.1B
– –
-4,313
Closed -$253K
GMED icon
1044
Globus Medical
GMED
$10.9B
– –
-8,112
Closed -$522K
GNRC icon
1045
Generac Holdings
GNRC
$11.5B
– –
-1,317
Closed -$298K
GOOG icon
1046
Alphabet (Google) Class C
GOOG
$4.08T
– –
-8,740
Closed -$766K
GOOGL icon
1047
Alphabet (Google) Class A
GOOGL
$4.09T
– –
-23,700
Closed -$2.07M
GPK icon
1048
Graphic Packaging
GPK
$3.44B
– –
-11,662
Closed -$197K
GRMN
1049
Garmin
GRMN
$49.3B
– –
-2,347
Closed -$280K
GRX
1050
Gabelli Healthcare & Wellness Trust
GRX
$145M
– –
-32,884
Closed -$393K
40 41
42
43 44

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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.