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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
RMD icon
1201
ResMed
RMD
$29.5B
– –
-1,294
Closed -$271K
RRX icon
1202
Regal Rexnord
RRX
$14B
– –
-9,197
Closed -$1.12M
RS icon
1203
Reliance Steel & Aluminium
RS
$20.6B
– –
-5,110
Closed -$607K
RSG icon
1204
Republic Services
RSG
$66.7B
– –
-3,315
Closed -$319K
RVTY icon
1205
Revvity
RVTY
$12.1B
– –
-5,159
Closed -$728K
SABA
1206
Saba Capital Income & Opportunities Fund II
SABA
$220M
– –
-12,950
Closed -$142K
SAIC icon
1207
Saic
SAIC
$5.01B
– –
-3,355
Closed -$315K
SAM icon
1208
Boston Beer
SAM
$1.91B
– –
-248
Closed -$247K
SBH icon
1209
Sally Beauty Holdings
SBH
$1.43B
– –
-38,063
Closed -$486K
SF
1210
Stifel
SF
$12.5B
– –
-6,716
Closed -$226K
SFM icon
1211
Sprouts Farmers Market
SFM
$7.23B
– –
-24,363
Closed -$486K
SHC icon
1212
Sotera Health
SHC
$4.92B
– –
-11,127
Closed -$305K
SIRI icon
1213
SiriusXM
SIRI
$10.5B
– –
-2,050
Closed -$131K
SJM icon
1214
J.M. Smucker
SJM
$12.9B
– –
-4,939
Closed -$567K
SKX
1215
DELISTED
Skechers
SKX
– –
-6,003
Closed -$216K
SLGN icon
1216
Silgan Holdings
SLGN
$4.92B
– –
-8,021
Closed -$296K
SLM icon
1217
SLM Corp
SLM
$4.78B
– –
-10,091
Closed -$122K
SNA icon
1218
Snap-on
SNA
$21.1B
– –
-4,713
Closed -$801K
SNDR icon
1219
Schneider National
SNDR
$6.44B
– –
-28,105
Closed -$579K
SNPS icon
1220
Synopsys
SNPS
$74.5B
– –
-1,581
Closed -$409K
SNX icon
1221
TD Synnex
SNX
$19.6B
– –
-13,384
Closed -$1.08M
SON icon
1222
Sonoco
SON
$5.8B
– –
-10,737
Closed -$632K
SOR
1223
Source Capital
SOR
$371M
– –
-6,260
Closed -$250K
SPB icon
1224
Spectrum Brands
SPB
$2.04B
– –
-2,798
Closed -$217K
SPIR icon
1225
Spire Global
SPIR
$432M
– –
-28,125
Closed -$2.25M
47 48
49
50 51

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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.