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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
ETSY icon
51
Etsy
ETSY
$7.65B
$7.22M 0.26%
35,818
+314
+0.9% +$65.7K
DCRCU
52
DELISTED
Decarbonization Plus Acquisition Corporation III Unit
DCRCU
$6.97M 0.25%
+700,000
New +$6.96M
PS
53
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$6.45M 0.23%
288,488
+102,296
+55% +$2.19M
CATM
54
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$6.05M 0.22%
155,873
+46,403
+42% +$1.8M
SCAQU
55
DELISTED
Stratim Cloud Acquisition Corp. Unit
SCAQU
$6M 0.22%
+600,000
New +$6M
GAMCU
56
DELISTED
Golden Arrow Merger Corp. Unit
GAMCU
$5.97M 0.21%
+600,000
New +$5.96M
GXIIU
57
DELISTED
GX Acquisition Corp. II Unit
GXIIU
$5.96M 0.21%
+600,000
New +$5.94M
AAQC.U
58
DELISTED
Accelerate Acquisition Corp Units
AAQC.U
$5.96M 0.21%
+600,000
New +$5.92M
FMIVU
59
DELISTED
Forum Merger IV Corporation Unit
FMIVU
$5.94M 0.21%
+600,000
New +$5.97M
WBD icon
60
Warner Bros
WBD
$64.6B
$5.93M 0.21%
+138,312
New +$6.91M
BGSX.U
61
DELISTED
Build Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
BGSX.U
$5.92M 0.21%
+600,000
New +$5.94M
CTAQU
62
DELISTED
Carney Technology Acquisition Corp. II Units
CTAQU
$5.82M 0.21%
587,143
-12,857
-2% -$135K
GLUU
63
DELISTED
Glu Mobile Inc.
GLUU
$5.71M 0.21%
+457,206
New +$5.1M
AFAQU
64
DELISTED
AF Acquisition Corp Units
AFAQU
$5.42M 0.19%
+550,000
New +$5.4M
PARA
65
DELISTED
Paramount Global Class B
PARA
$5.35M 0.19%
+120,446
New +$7.36M
MX icon
66
Magnachip Semiconductor
MX
$128M
$5.16M 0.19%
+207,240
New +$4.07M
TETCU
67
DELISTED
Tech and Energy Transition Corporation Unit
TETCU
$5M 0.18%
+500,000
New +$4.97M
KVSC
68
DELISTED
Khosla Ventures Acquisition Co. III Class A Common Stock
KVSC
$5M 0.18%
+500,000
New +$4.95M
TSPQ.U
69
DELISTED
TCW Special Purpose Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TSPQ.U
$4.97M 0.18%
+500,000
New +$5M
GAPA.U
70
DELISTED
G&P Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
GAPA.U
$4.96M 0.18%
+500,000
New +$4.96M
LCAHU
71
DELISTED
Landcadia Holdings IV, Inc. Units
LCAHU
$4.95M 0.18%
+500,000
New +$4.96M
KLR.WS
72
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$4.87M 0.18%
1,106,970
-18,030
-2% -$77.9K
MTSC
73
DELISTED
MTS Systems Corp
MTSC
$4.73M 0.17%
81,243
-3,006
-4% -$176K
KSICU
74
DELISTED
Kadem Sustainable Impact Corporation Unit
KSICU
$4.7M 0.17%
+475,000
New +$4.7M
CUB
75
DELISTED
Cubic Corporation
CUB
$4.66M 0.17%
+62,548
New +$4.27M
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.