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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
OPLN
1101
Openlane
OPLN
$4.25B
– –
-18,694
Closed -$344K
KBH icon
1102
KB Home
KBH
$3.53B
– –
-11,004
Closed -$369K
KMB icon
1103
Kimberly-Clark
KMB
$37B
– –
-8,706
Closed -$1.17M
KMI icon
1104
Kinder Morgan
KMI
$70.6B
– –
-10,688
Closed -$145K
KOS icon
1105
Kosmos Energy
KOS
$1.45B
– –
-22,864
Closed -$54K
KR icon
1106
Kroger
KR
$35.5B
– –
-34,337
Closed -$1.08M
KSS icon
1107
Kohl's
KSS
$2.1B
– –
-20,281
Closed -$825K
KTF
1108
DWS Municipal Income Trust
KTF
$347M
– –
-49,535
Closed -$576K
LAD icon
1109
Lithia Motors
LAD
$7.88B
– –
-768
Closed -$223K
LCID icon
1110
Lucid Motors
LCID
$2.54B
– –
-15,000
Closed -$1.5M
LDOS icon
1111
Leidos
LDOS
$14.5B
– –
-3,807
Closed -$395K
LEN icon
1112
Lennar Class A
LEN
$20.5B
– –
-2,951
Closed -$218K
LGHL
1113
Lion Group Holding
LGHL
$987K
– –
0
– -$77K
LGI
1114
Lazard Global Total Return & Income Fund
LGI
$235M
– –
-33,201
Closed -$591K
LII icon
1115
Lennox International
LII
$19B
– –
-1,126
Closed -$307K
LKQ icon
1116
LKQ Corp
LKQ
$6.69B
– –
-10,782
Closed -$378K
LLY icon
1117
Eli Lilly
LLY
$1.07T
– –
-1,557
Closed -$260K
LMT icon
1118
Lockheed Martin
LMT
$134B
– –
-639
Closed -$227K
LOW icon
1119
Lowe's Companies
LOW
$119B
– –
-1,755
Closed -$281K
LRCX icon
1120
Lam Research
LRCX
$365B
– –
-4,840
Closed -$227K
LSTR icon
1121
Landstar System
LSTR
$6.5B
– –
-2,948
Closed -$397K
LUMN icon
1122
Lumen
LUMN
$6.45B
– –
-26,823
Closed -$260K
LYB icon
1123
LyondellBasell Industries
LYB
$18.9B
– –
-6,502
Closed -$593K
LYFT icon
1124
Lyft
LYFT
$5.73B
– –
-107,218
Closed -$5.27M
MAN icon
1125
ManpowerGroup
MAN
$2.5B
– –
-13,321
Closed -$1.2M
43 44
45
46 47

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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
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HCM
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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.