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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
PPLI
1076
People Inc
PPLI
$3.15B
– –
-4,113
Closed -$425K
IART icon
1077
Integra LifeSciences
IART
$1.52B
– –
-3,994
Closed -$259K
IBM icon
1078
IBM
IBM
$204B
– –
-4,530
Closed -$538K
IDE
1079
Voya Infrastructure, Industrials and Materials Fund
IDE
$200M
– –
-95,626
Closed -$985K
IEMG icon
1080
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
– –
-76,432
Closed -$4.74M
IGR
1081
CBRE Global Real Estate Income Fund
IGR
$712M
– –
-209,648
Closed -$1.44M
IHD
1082
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
– –
-17,882
Closed -$130K
INGR icon
1083
Ingredion
INGR
$6.4B
– –
-10,895
Closed -$848K
INTC icon
1084
Intel
INTC
$462B
– –
-19,397
Closed -$948K
INTU icon
1085
Intuit
INTU
$83.1B
– –
-725
Closed -$274K
IP icon
1086
International Paper
IP
$22.5B
– –
-4,617
Closed -$215K
IPG
1087
DELISTED
Interpublic Group of Companies
IPG
– –
-40,039
Closed -$941K
IQV icon
1088
IQVIA
IQV
$35.6B
– –
-1,453
Closed -$256K
ITT icon
1089
ITT
ITT
$17.7B
– –
-6,014
Closed -$463K
ITW icon
1090
Illinois Tool Works
ITW
$81.9B
– –
-1,860
Closed -$375K
J icon
1091
Jacobs Solutions
J
$16B
– –
-2,382
Closed -$212K
JACK icon
1092
Jack in the Box
JACK
$299M
– –
-3,447
Closed -$316K
JAZZ icon
1093
Jazz Pharmaceuticals
JAZZ
$16B
– –
-4,919
Closed -$803K
JBLU icon
1094
JetBlue
JBLU
$2.02B
– –
-14,103
Closed -$204K
JBL icon
1095
Jabil
JBL
$32.6B
– –
-11,279
Closed -$478K
JCI icon
1096
Johnson Controls International
JCI
$87.5B
– –
-6,908
Closed -$319K
JNJ icon
1097
Johnson & Johnson
JNJ
$641B
– –
-5,317
Closed -$830K
JNPR
1098
DELISTED
Juniper Networks
JNPR
– –
-11,512
Closed -$255K
JQC icon
1099
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-11,236
Closed -$71K
JRI icon
1100
Nuveen Real Asset Income & Growth Fund
JRI
$354M
– –
-75,344
Closed -$1.01M
42 43
44
45 46

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GA
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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.