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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
TPH
1251
DELISTED
Tri Pointe Homes
TPH
– –
-37,353
Closed -$644K
TROW icon
1252
T. Rowe Price
TROW
$26.1B
– –
-3,124
Closed -$466K
TRV icon
1253
Travelers Companies
TRV
$82.9B
– –
-3,195
Closed -$443K
TSLA icon
1254
Tesla
TSLA
$1.21T
– –
-2,289
Closed -$529K
TSN icon
1255
Tyson Foods
TSN
$21.5B
– –
-9,394
Closed -$592K
TT icon
1256
Trane Technologies
TT
$104B
– –
-4,896
Closed -$709K
TTEK icon
1257
Tetra Tech
TTEK
$8.7B
– –
-13,010
Closed -$299K
TXN icon
1258
Texas Instruments
TXN
$253B
– –
-4,117
Closed -$669K
TXT icon
1259
Textron
TXT
$15.6B
– –
-12,459
Closed -$599K
UGI icon
1260
UGI
UGI
$7.92B
– –
-9,941
Closed -$346K
UHAL icon
1261
U-Haul Holding Co
UHAL
$14.3B
– –
-11,340
Closed -$515K
UHS icon
1262
Universal Health Services
UHS
$10.1B
– –
-1,847
Closed -$254K
UNH icon
1263
UnitedHealth
UNH
$389B
– –
-2,322
Closed -$804K
UNM icon
1264
Unum
UNM
$14B
– –
-27,036
Closed -$609K
UP icon
1265
Wheels Up
UP
$200M
– –
-675
Closed -$1.35M
UPS icon
1266
United Parcel Service
UPS
$89.7B
– –
-1,463
Closed -$243K
URI icon
1267
United Rentals
URI
$67.9B
– –
-2,190
Closed -$504K
UTHR icon
1268
United Therapeutics
UTHR
$26.1B
– –
-7,970
Closed -$1.21M
VAC icon
1269
Marriott Vacations Worldwide
VAC
$3.52B
– –
-3,492
Closed -$475K
VCV icon
1270
Invesco California Value Municipal Income Trust
VCV
$520M
– –
-36,113
Closed -$478K
VEA icon
1271
Vanguard FTSE Developed Markets ETF
VEA
$225B
– –
-237,801
Closed -$11.2M
VEEV icon
1272
Veeva Systems
VEEV
$32.7B
– –
-3,271
Closed -$889K
VLO icon
1273
Valero Energy
VLO
$88.7B
– –
-4,926
Closed -$277K
VPV icon
1274
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
– –
-14,574
Closed -$186K
VRTX icon
1275
Vertex Pharmaceuticals
VRTX
$124B
– –
-896
Closed -$206K
49 50
51
52 53

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EMPI
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DTC
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AWA
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EAM
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ACM
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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.