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
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
NWSA icon
326
News Corp Class A
NWSA
$14.8B
$946K 0.03%
37,214
-4,369
-11% -$97.9K
TMPM
327
DELISTED
Turmeric Acquisition Corp. Class A Ordinary Shares
TMPM
$934K 0.03%
+95,613
New +$975K
ZNTE
328
DELISTED
Zanite Acquisition Corp. Class A Common Stock
ZNTE
$927K 0.03%
+93,200
New +$1.06M
GDYNW
329
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
$925K 0.03%
152,104
-657,896
-81% -$3.3M
FFAIW
330
DELISTED
Faraday Future Intelligent Electric Warrant
FFAIW
$921K 0.03%
355,599
-194,401
-35% -$611K
PSTH
331
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$917K 0.03%
38,183
-161,817
-81% -$4.54M
STEW
332
SRH Total Return Fund
STEW
$1.76B
$896K 0.03%
71,204
+1,366
+2% +$16K
NGA.WS
333
DELISTED
Northern Genesis Acquisition Corp. Redeemable Warrants, each warrant exercisable for shares of commo
NGA.WS
$878K 0.03%
147,615
-399,135
-73% -$3.22M
RMT
334
Royce Micro-Cap Trust
RMT
$735M
$863K 0.03%
76,394
-105,082
-58% -$1.2M
BXMX
335
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$861K 0.03%
63,857
-81,913
-56% -$1.06M
NCZ
336
Virtus Convertible & Income Fund II
NCZ
$289M
$858K 0.03%
+43,083
New +$876K
LVOXW
337
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$852K 0.03%
747,213
-252,787
-25% -$372K
XPOA
338
DELISTED
DPCM Capital, Inc.
XPOA
$852K 0.03%
86,400
-375,757
-81% -$3.97M
DIAX
339
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$846K 0.03%
52,080
-32,513
-38% -$500K
SAIIW
340
DELISTED
Software Acquisition Group Inc. II Warrant
SAIIW
$845K 0.03%
500,000
– –
SEAH
341
DELISTED
Sports Entertainment Acquisition Corp.
SEAH
$844K 0.03%
86,400
-213,600
-71% -$2.18M
ALTG.WS
342
DELISTED
Alta Equipment Group Warrants
ALTG.WS
$844K 0.03%
241,222
-183,778
-43% -$467K
ANDAR
343
DELISTED
Andina Acquisition Corp. III Right
ANDAR
$840K 0.03%
1,200,000
– –
SV
344
DELISTED
Spring Valley Acquisition Corp. Class A Ordinary Share
SV
$839K 0.03%
83,032
-16,966
-17% -$179K
SRSA
345
DELISTED
Sarissa Capital Acquisition Corp. Class A Ordinary Shares
SRSA
$826K 0.03%
81,744
+35,745
+78% +$376K
ABX
346
Abacus Global Management
ABX
$1B
$822K 0.03%
84,000
-120,000
-59% -$1.23M
SFR
347
DELISTED
Appreciate Holdings, Inc. Class A Common Stock
SFR
$821K 0.03%
+83,811
New +$854K
STPK.WS
348
DELISTED
Star Peak Energy Transition Corp. Warrants, each whole warrant exercisable for one share of Class A
STPK.WS
$820K 0.03%
57,964
-295,383
-84% -$4.52M
CAS
349
DELISTED
Cascade Acquisition Corp.
CAS
$818K 0.03%
+83,332
New +$844K
TACA.U
350
DELISTED
Trepont Acquisition Corp I Units, each consisting of one Class A ordinary share and one-half of one
TACA.U
$816K 0.03%
80,000
-20,000
-20% -$215K
12 13
14
15 16

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
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.