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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
SPY icon
1226
State Street SPDR S&P 500 ETF Trust
SPY
$781B
– –
-58,007
Closed -$21.7M
SSNC icon
1227
SS&C Technologies
SSNC
$18.1B
– –
-6,889
Closed -$495K
STE icon
1228
Steris
STE
$21.3B
– –
-2,776
Closed -$515K
STLD icon
1229
Steel Dynamics
STLD
$36.1B
– –
-19,122
Closed -$695K
STT icon
1230
State Street
STT
$50.7B
– –
-6,055
Closed -$434K
SWKS icon
1231
Skyworks Solutions
SWKS
$9.54B
– –
-4,532
Closed -$692K
SWX icon
1232
Southwest Gas
SWX
$6.66B
– –
-4,746
Closed -$284K
SWZ
1233
Swiss Helvetia Fund
SWZ
$76.2M
– –
-25,675
Closed -$230K
SYNA icon
1234
Synaptics
SYNA
$4.55B
– –
-5,165
Closed -$490K
T icon
1235
AT&T
T
$167B
– –
-14,973
Closed -$322K
TALK icon
1236
Talkspace
TALK
$874M
– –
-149,000
Closed -$1.61M
TAP icon
1237
Molson Coors Class B
TAP
$7.71B
– –
-16,127
Closed -$724K
TDC icon
1238
Teradata
TDC
$2.8B
– –
-13,604
Closed -$304K
TDOC icon
1239
Teladoc Health
TDOC
$1.61B
– –
-2,663
Closed -$526K
TDS icon
1240
Telephone and Data Systems
TDS
$3.83B
– –
-20,317
Closed -$371K
TER icon
1241
Teradyne
TER
$52.4B
– –
-4,100
Closed -$487K
TEX icon
1242
Terex
TEX
$7.89B
– –
-11,828
Closed -$411K
TGNA
1243
DELISTED
TEGNA Inc
TGNA
– –
-20,932
Closed -$292K
TGT icon
1244
Target
TGT
$63.7B
– –
-5,607
Closed -$980K
THO icon
1245
Thor Industries
THO
$3.98B
– –
-6,478
Closed -$602K
THQ
1246
abrdn Healthcare Opportunities Fund
THQ
$773M
– –
-16,903
Closed -$344K
TKR icon
1247
Timken Company
TKR
$9.81B
– –
-14,735
Closed -$1.13M
TLRY icon
1248
Tilray
TLRY
$498M
– –
-101,665
Closed -$8.4M
TMC icon
1249
TMC The Metals Company
TMC
$1.64B
– –
-50,000
Closed -$538K
TMO icon
1250
Thermo Fisher Scientific
TMO
$208B
– –
-1,999
Closed -$923K
48 49
50
51 52

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John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
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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.