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
(-2.3%)
Cap. Flow
-$1.1B
Cap. Flow
% of AUM
-39.55%
Top 10 Holdings %
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 | |
|---|---|---|---|---|---|---|
1276
Vishay Intertechnology
VSH
$5.7B
| – | – |
-26,265
| Closed | -$544K |
|
1277
Viatris
VTRS
$20.5B
| – | – |
-37,975
| Closed | -$693K |
|
1278
NCR Voyix
VYX
$1.13B
| – | – |
-13,527
| Closed | -$308K |
|
1279
Verizon
VZ
$198B
| – | – |
-13,082
| Closed | -$762K |
|
1280
Western Alliance Bancorporation
WAL
$9.04B
| – | – |
-4,832
| Closed | -$288K |
|
1281
Waters Corp
WAT
$36.4B
| – | – |
-1,482
| Closed | -$363K |
|
|
WCC
1282
WESCO International
WCC
$16.5B
| – | – |
-3,278
| Closed | -$257K |
|
1283
Werner Enterprises
WERN
$2.42B
| – | – |
-18,997
| Closed | -$745K |
|
1284
GeneDx Holdings
WGS
$1.8B
| – | – |
-5,303
| Closed | -$1.93M |
|
1285
World Kinect Corp
WKC
$2.04B
| – | – |
-30,861
| Closed | -$962K |
|
1286
Walmart Inc
WMT
$889B
| – | – |
-8,109
| Closed | -$387K |
|
1287
Worthington Enterprises
WOR
$2.79B
| – | – |
-12,932
| Closed | -$408K |
|
1288
Williams-Sonoma
WSM
$27.6B
| – | – |
-11,736
| Closed | -$598K |
|
1289
Watsco Inc
WSO
$15B
| – | – |
-3,308
| Closed | -$748K |
|
1290
West Pharmaceutical
WST
$23.3B
| – | – |
-1,219
| Closed | -$339K |
|
1291
Essential Utilities
WTRG
$11.2B
| – | – |
-6,935
| Closed | -$323K |
|
1292
Western Union
WU
$2.55B
| – | – |
-9,966
| Closed | -$216K |
|
1293
Woodward
WWD
$25B
| – | – |
-1,716
| Closed | -$209K |
|
1294
ExxonMobil
XOM
$642B
| – | – |
-12,662
| Closed | -$522K |
|
1295
Xos
XOS
$28.5M
| – | – |
-4,167
| Closed | -$1.26M |
|
1296
Dentsply Sirona
XRAY
$2.61B
| – | – |
-5,282
| Closed | -$271K |
|
1297
Xerox
XRX
$357M
| – | – |
-27,555
| Closed | -$626K |
|
1298
Yelp
YELP
$1.45B
| – | – |
-23,776
| Closed | -$756K |
|
1299
Yum! Brands
YUM
$40.7B
| – | – |
-2,557
| Closed | -$276K |
|
1300
Zebra Technologies
ZBRA
$12.6B
| – | – |
-701
| Closed | -$269K |
|
Similar funds
JWBC
GA
CIS
EMPI
HCM
HPG
DTC
AWA
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.