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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
PEO
1176
Adams Natural Resources Fund
PEO
$733M
– –
-23,759
Closed -$260K
PEP icon
1177
PepsiCo
PEP
$191B
– –
-5,044
Closed -$743K
PFE icon
1178
Pfizer
PFE
$141B
– –
-7,901
Closed -$288K
PG icon
1179
Procter & Gamble
PG
$346B
– –
-9,532
Closed -$1.32M
PGR icon
1180
Progressive
PGR
$125B
– –
-4,115
Closed -$401K
PH icon
1181
Parker-Hannifin
PH
$124B
– –
-810
Closed -$218K
PHM icon
1182
Pultegroup
PHM
$24.9B
– –
-17,654
Closed -$761K
PKG icon
1183
Packaging Corp of America
PKG
$22.5B
– –
-6,957
Closed -$955K
PM icon
1184
Philip Morris
PM
$305B
– –
-2,719
Closed -$222K
PNW icon
1185
Pinnacle West Capital
PNW
$12.8B
– –
-3,277
Closed -$260K
PPC icon
1186
Pilgrim's Pride
PPC
$6.94B
– –
-21,158
Closed -$408K
PRGO icon
1187
Perrigo
PRGO
$1.4B
– –
-4,719
Closed -$209K
PSA icon
1188
Public Storage
PSA
$60.5B
– –
-1,941
Closed -$444K
PTON icon
1189
Peloton Interactive
PTON
$2.71B
– –
-2,562
Closed -$389K
PVH icon
1190
PVH
PVH
$3.87B
– –
-2,718
Closed -$255K
PWP icon
1191
Perella Weinberg Partners
PWP
$1.18B
– –
-200,000
Closed -$2.26M
PWR icon
1192
Quanta Services
PWR
$93.1B
– –
-15,170
Closed -$1.08M
QDEL icon
1193
QuidelOrtho
QDEL
$1.15B
– –
-3,100
Closed -$557K
QRVO icon
1194
Qorvo
QRVO
$7.92B
– –
-2,889
Closed -$480K
RA
1195
Brookfield Real Assets Income Fund
RA
$704M
– –
-52,187
Closed -$930K
REGN icon
1196
Regeneron Pharmaceuticals
REGN
$69.9B
– –
-967
Closed -$456K
RHI icon
1197
Robert Half
RHI
$4.07B
– –
-19,138
Closed -$1.19M
RJF icon
1198
Raymond James Financial
RJF
$33.3B
– –
-3,315
Closed -$208K
RKLB icon
1199
Rocket Lab Corp
RKLB
$41.8B
– –
-124,999
Closed -$1.26M
RL icon
1200
Ralph Lauren
RL
$22.6B
– –
-3,484
Closed -$361K
46 47
48
49 50

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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.