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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
PRSP
26
DELISTED
Perspecta Inc. Common Stock
PRSP
$17M 0.61%
+584,773
New +$16.5M
BKNG icon
27
Booking.com
BKNG
$138B
$16.8M 0.6%
179,950
-7,925
-4% -$704K
EGOV
28
DELISTED
NIC Inc
EGOV
$16.7M 0.6%
+493,076
New +$15.6M
FRTA
29
DELISTED
Forterra, Inc
FRTA
$16.1M 0.58%
+693,286
New +$14.9M
HMSY
30
DELISTED
HMS Holdings Corp.
HMSY
$16.1M 0.58%
434,291
+96,990
+29% +$3.56M
CLGX
31
DELISTED
Corelogic, Inc.
CLGX
$15.9M 0.57%
200,615
+31,889
+19% +$2.54M
MIK
32
DELISTED
Michaels Stores, Inc
MIK
$15.9M 0.57%
+723,786
New +$12.8M
WDR
33
DELISTED
Waddell & Reed Financial, Inc.
WDR
$15.8M 0.57%
630,797
+387,881
+160% +$9.74M
CTB
34
DELISTED
Cooper Tire & Rubber Co.
CTB
$15.4M 0.55%
+275,139
New +$13.2M
RP
35
DELISTED
RealPage, Inc.
RP
$15.1M 0.54%
173,497
-19,600
-10% -$1.7M
STAY
36
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$15.1M 0.54%
764,763
+728,449
+2,006% +$11.9M
CBPO
37
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$15M 0.54%
126,328
-16,405
-11% -$1.94M
MBAC.U
38
DELISTED
M3-Brigade Acquisition II Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
MBAC.U
$14.9M 0.53%
+1,500,000
New +$14.9M
SOGO
39
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$12.4M 0.45%
1,643,832
-236,467
-13% -$1.95M
CBB
40
DELISTED
Cincinnati Bell Inc.
CBB
$12.2M 0.44%
792,511
-666,072
-46% -$10.2M
WTRE
41
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$11.9M 0.43%
342,573
+121,902
+55% +$4.23M
PBCT
42
DELISTED
People's United Financial Inc
PBCT
$11.4M 0.41%
638,523
+624,752
+4,537% +$10.1M
NAV
43
DELISTED
Navistar International
NAV
$11.4M 0.41%
257,870
+149,709
+138% +$6.6M
ATLC icon
44
Atlanticus Holdings
ATLC
$1.5B
$10.7M 0.39%
354,270
+291,399
+463% +$8.06M
GNW icon
45
Genworth Financial
GNW
$3.8B
$10.2M 0.37%
3,083,242
-1,056,420
-26% -$3.48M
GGPIU
46
DELISTED
Gores Guggenheim, Inc. Unit
GGPIU
$9.93M 0.36%
+1,000,000
New +$9.95M
DOYU
47
DouYu International Holdings
DOYU
$136M
$9.24M 0.33%
88,744
-28,548
-24% -$3.87M
BPFH
48
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$9.02M 0.32%
+676,835
New +$9.03M
PTOCU
49
DELISTED
Pine TechnologYES Acquisition Corp. Unit
PTOCU
$8.93M 0.32%
+900,000
New +$8.92M
ACAHU
50
DELISTED
Atlantic Coastal Acquisition Corp. Unit
ACAHU
$8.62M 0.31%
+875,000
New +$8.71M
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.