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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
MANH icon
1126
Manhattan Associates
MANH
$9.42B
– –
-2,445
Closed -$255K
MAS icon
1127
Masco
MAS
$16.4B
– –
-7,488
Closed -$406K
MCK icon
1128
McKesson
MCK
$99.5B
– –
-1,881
Closed -$325K
MCN
1129
Madison Covered Call & Equity Strategy Fund
MCN
$118M
– –
-22,628
Closed -$153K
MDT icon
1130
Medtronic
MDT
$108B
– –
-3,773
Closed -$437K
MDU icon
1131
MDU Resources
MDU
$4.37B
– –
-99,738
Closed -$983K
MET icon
1132
MetLife
MET
$61.2B
– –
-9,667
Closed -$449K
META icon
1133
Meta Platforms (Facebook)
META
$1.51T
– –
-7,047
Closed -$1.93M
MGM icon
1134
MGM Resorts International
MGM
$11.8B
– –
-7,642
Closed -$237K
MHI
1135
DELISTED
Pioneer Municipal High Income Fund
MHI
– –
-36,251
Closed -$451K
MHK icon
1136
Mohawk Industries
MHK
$7.05B
– –
-3,998
Closed -$562K
MLKN icon
1137
MillerKnoll
MLKN
$1.54B
– –
-12,175
Closed -$408K
MMM icon
1138
3M
MMM
$91.9B
– –
-1,860
Closed -$270K
MMS icon
1139
Maximus
MMS
$3.2B
– –
-5,546
Closed -$404K
MNST icon
1140
Monster Beverage
MNST
$93.2B
– –
-4,564
Closed -$209K
MOH icon
1141
Molina Healthcare
MOH
$10.4B
– –
-4,021
Closed -$835K
MPA icon
1142
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$141M
– –
-11,912
Closed -$178K
MRK icon
1143
Merck
MRK
$323B
– –
-7,606
Closed -$586K
MS icon
1144
Morgan Stanley
MS
$337B
– –
-6,673
Closed -$453K
MSFT icon
1145
Microsoft
MSFT
$2.89T
– –
-11,812
Closed -$2.62M
MSM icon
1146
MSC Industrial Direct
MSM
$7.07B
– –
-7,283
Closed -$613K
MTCH icon
1147
Match Group
MTCH
$9.05B
– –
-3,902
Closed -$588K
MTD icon
1148
Mettler-Toledo International
MTD
$27B
– –
-762
Closed -$861K
MTX icon
1149
Minerals Technologies
MTX
$2.29B
– –
-6,453
Closed -$397K
MTZ icon
1150
MasTec
MTZ
$26.6B
– –
-7,208
Closed -$491K
44 45
46
47 48

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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.