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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
TCF
1
DELISTED
TCF Financial Corporation Common Stock
TCF
$37.6M 1.35%
808,629
-66,136
-8% -$2.92M
CMD
2
DELISTED
Cantel Medical Corporation
CMD
$33.4M 1.2%
+420,838
New +$32.9M
INFO
3
DELISTED
IHS Markit Ltd. Common Shares
INFO
$29.8M 1.07%
308,134
-50,028
-14% -$4.57M
MXIM
4
DELISTED
Maxim Integrated Products
MXIM
$28.7M 1.03%
314,112
-33,736
-10% -$3.09M
WTW icon
5
Willis Towers Watson
WTW
$27.9B
$28.1M 1.01%
122,696
-28,917
-19% -$6.3M
COHR
6
DELISTED
Coherent Inc
COHR
$28M 1.01%
+110,729
New +$24.6M
FLIR
7
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$27.7M 1%
+490,797
New +$26.7M
PRAH
8
DELISTED
PRA Health Sciences, Inc.
PRAH
$27.2M 0.98%
177,352
+171,319
+2,840% +$23.3M
GWPH
9
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$26.9M 0.97%
+124,215
New +$23.3M
FPRX
10
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$25.1M 0.9%
+667,532
New +$16.6M
VAR
11
DELISTED
Varian Medical Systems, Inc.
VAR
$24.4M 0.88%
137,989
-16,289
-11% -$2.87M
SPWH icon
12
Sportsman's Warehouse
SPWH
$43.7M
$24.2M 0.87%
1,400,965
+1,111,690
+384% +$19.3M
IPHI
13
DELISTED
INPHI CORPORATION
IPHI
$24.1M 0.87%
135,216
-26,135
-16% -$4.37M
TXNM
14
TXNM Energy Inc
TXNM
$6.47B
$24M 0.86%
488,953
-46,071
-9% -$2.24M
GRUB
15
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$23.5M 0.85%
196,209
-24,928
-11% -$3.47M
AJRD
16
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$22.4M 0.8%
476,527
-37,032
-7% -$1.88M
MGLN
17
DELISTED
Magellan Health Services, Inc.
MGLN
$20.5M 0.74%
+220,043
New +$20.6M
ATH
18
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$20.4M 0.73%
+404,555
New +$18.8M
GNMK
19
DELISTED
GenMark Diagnostics, Inc
GNMK
$20.2M 0.73%
+844,567
New +$15.7M
KSU
20
DELISTED
Kansas City Southern
KSU
$19.8M 0.71%
+75,762
New +$16.5M
CHNG
21
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$19.4M 0.7%
875,616
+863,557
+7,161% +$20M
ALXN
22
DELISTED
Alexion Pharmaceuticals
ALXN
$18.8M 0.68%
122,941
-33,844
-22% -$5.24M
XLNX
23
DELISTED
Xilinx Inc
XLNX
$18.7M 0.67%
152,121
-24,871
-14% -$3.32M
WORK
24
DELISTED
Slack Technologies, Inc.
WORK
$18.7M 0.67%
460,041
-111,114
-19% -$4.65M
CIT
25
DELISTED
CIT Group Inc.
CIT
$17.8M 0.64%
344,720
+270,587
+365% +$12.1M
1
2 3 4 5

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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.