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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
HBI
1051
DELISTED
Hanesbrands
HBI
– –
-56,586
Closed -$825K
HCA icon
1052
HCA Healthcare
HCA
$86.4B
– –
-3,046
Closed -$495K
HCSG icon
1053
Healthcare Services Group
HCSG
$1.58B
– –
-29,188
Closed -$818K
HD icon
1054
Home Depot
HD
$335B
– –
-2,402
Closed -$636K
HE icon
1055
Hawaiian Electric Industries
HE
$2.28B
– –
-15,009
Closed -$528K
HEQ
1056
John Hancock Hedged Equity & Income Fund
HEQ
$139M
– –
-24,164
Closed -$276K
HGLB
1057
Highland Global Allocation Fund
HGLB
$172M
– –
-44,654
Closed -$292K
HIG icon
1058
Hartford Financial Services
HIG
$38.4B
– –
-4,373
Closed -$209K
HII icon
1059
Huntington Ingalls Industries
HII
$11.4B
– –
-5,587
Closed -$937K
HLLY icon
1060
Holley
HLLY
$319M
– –
-149,998
Closed -$1.5M
HLMN icon
1061
Hillman Solutions
HLMN
$1.58B
– –
-149,999
Closed -$1.57M
HOLX
1062
DELISTED
Hologic
HOLX
– –
-3,618
Closed -$258K
HPQ icon
1063
HP
HPQ
$24.3B
– –
-29,264
Closed -$710K
HQH
1064
abrdn Healthcare Investors
HQH
$1.24B
– –
-50,550
Closed -$1.21M
HQL
1065
abrdn Life Sciences Investors
HQL
$588M
– –
-58,795
Closed -$1.16M
HRB icon
1066
H&R Block
HRB
$5.37B
– –
-16,975
Closed -$266K
HSIC icon
1067
Henry Schein
HSIC
$9.64B
– –
-3,579
Closed -$237K
HTD
1068
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$918M
– –
-15,119
Closed -$318K
HUBB icon
1069
Hubbell
HUBB
$26.3B
– –
-4,181
Closed -$651K
HUM icon
1070
Humana
HUM
$45.8B
– –
-2,521
Closed -$1.03M
HUMA icon
1071
Humacyte
HUMA
$182M
– –
-300,000
Closed -$3.01M
HUN icon
1072
Huntsman Corp
HUN
$2.06B
– –
-14,031
Closed -$352K
HWM icon
1073
Howmet Aerospace
HWM
$115B
– –
-14,734
Closed -$417K
HXL icon
1074
Hexcel
HXL
$8.28B
– –
-8,347
Closed -$404K
HYLN icon
1075
Hyliion Holdings
HYLN
$681M
– –
-84,667
Closed -$1.4M
41 42
43
44 45

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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.