We are live on ! Find out more
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
MU icon
1151
Micron Technology
MU
$1.02T
– –
-4,359
Closed -$321K
MVST icon
1152
Microvast
MVST
$267M
– –
-120,881
Closed -$2.07M
MVT
1153
DELISTED
BlackRock MuniVest Fund II
MVT
– –
-13,596
Closed -$202K
MYPS icon
1154
PLAYSTUDIOS Inc
MYPS
$78.4M
– –
-149,997
Closed -$1.54M
NEU icon
1155
NewMarket
NEU
$7.13B
– –
-808
Closed -$322K
NFJ
1156
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-71,753
Closed -$966K
NKE icon
1157
Nike
NKE
$62.5B
– –
-2,333
Closed -$330K
NPV icon
1158
Nuveen Virginia Quality Municipal Income Fund
NPV
$213M
– –
-10,567
Closed -$168K
NRDY icon
1159
Nerdy
NRDY
$109M
– –
-100,000
Closed -$1.11M
NRG icon
1160
NRG Energy
NRG
$28.8B
– –
-11,130
Closed -$409K
NUS icon
1161
Nu Skin
NUS
$250M
– –
-19,206
Closed -$1.04M
NVDA icon
1162
NVIDIA
NVDA
$4.76T
– –
-20,120
Closed -$262K
OC icon
1163
Owens Corning
OC
$11.6B
– –
-5,564
Closed -$421K
OMC icon
1164
Omnicom Group
OMC
$23.5B
– –
-7,249
Closed -$451K
OMF icon
1165
OneMain Financial
OMF
$7.08B
– –
-4,313
Closed -$206K
OPFI icon
1166
OppFi
OPFI
$804M
– –
-125,000
Closed -$1.27M
ORCL icon
1167
Oracle
ORCL
$345B
– –
-7,961
Closed -$511K
ORGN
1168
DELISTED
Origin Materials
ORGN
– –
-5,000
Closed -$1.59M
OSK icon
1169
Oshkosh
OSK
$9.66B
– –
-6,867
Closed -$590K
OWL icon
1170
Blue Owl Capital
OWL
$6.54B
– –
-23,716
Closed -$270K
OWLT icon
1171
Owlet
OWLT
$152M
– –
-34,196
Closed -$4.87M
PAG icon
1172
Penske Automotive Group
PAG
$14.2B
– –
-11,885
Closed -$702K
PAYC icon
1173
Paycom
PAYC
$7.05B
– –
-609
Closed -$272K
PBH icon
1174
Prestige Consumer Healthcare
PBH
$2.39B
– –
-12,642
Closed -$441K
PCAR icon
1175
PACCAR
PCAR
$70.2B
– –
-8,294
Closed -$474K
45 46
47
48 49

Similar funds

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.