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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
PSAGU
76
DELISTED
Property Solutions Acquisition Corporation II Units
PSAGU
$4.43M 0.16%
+450,000
New +$4.47M
LYV icon
77
Live Nation Entertainment
LYV
$41.2B
$4.42M 0.16%
52,447
-6,659
-11% -$536K
ASAQ.U
78
DELISTED
Atlantic Avenue Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
ASAQ.U
$4.19M 0.15%
415,430
-4,570
-1% -$49.1K
RICE
79
DELISTED
Rice Acquisition Corp.
RICE
$4.09M 0.15%
404,577
-320,923
-44% -$3.55M
NXDR
80
Nextdoor Holdings
NXDR
$835M
$4.04M 0.15%
+400,000
New +$4.01M
CKH
81
DELISTED
Seacor Holdings Inc.
CKH
$4.01M 0.14%
98,509
+23,009
+30% +$963K
KTB icon
82
Kontoor Brands
KTB
$4.62B
$3.97M 0.14%
81,771
-15,212
-16% -$680K
CND
83
DELISTED
Concord Acquisition Corp.
CND
$3.96M 0.14%
+404,489
New +$4.05M
CTVA icon
84
Corteva
CTVA
$59.7B
$3.9M 0.14%
83,615
-21,499
-20% -$951K
ILMN icon
85
Illumina
ILMN
$29.4B
$3.7M 0.13%
9,903
-225
-2% -$91.7K
MSGN
86
DELISTED
MSG Networks Inc.
MSGN
$3.68M 0.13%
+244,703
New +$4.1M
DM
87
DELISTED
Desktop Metal, Inc.
DM
$3.68M 0.13%
+24,690
New +$5.44M
BABA icon
88
Alibaba
BABA
$269B
$3.5M 0.13%
15,429
-2,104
-12% -$517K
FVIV.U
89
DELISTED
Fortress Value Acquisition Corp. IV Units, each consisting of one share of Class A common stock and one-eighth of one redeemable Warrant
FVIV.U
$3.46M 0.12%
+350,000
New +$3.49M
NGC.U
90
DELISTED
Northern Genesis Acquisition Corp. III Units, each consisting of one share of common stock and one-quarter of one redeemable warrant
NGC.U
$3.44M 0.12%
+345,000
New +$3.43M
IRAAU
91
DELISTED
Iris Acquisition Corp Units
IRAAU
$3.31M 0.12%
+329,396
New +$3.36M
ARNC
92
DELISTED
Arconic Corporation
ARNC
$3.07M 0.11%
120,992
-24,315
-17% -$653K
MUDS
93
DELISTED
Mudrick Capital Acquisition Corporation II Class A Common Stock
MUDS
$3.04M 0.11%
+309,000
New +$3.11M
ENPC
94
DELISTED
Executive Network Partnering Corporation
ENPC
$3.04M 0.11%
312,500
-187,300
-37% -$1.88M
ALC icon
95
Alcon
ALC
$33.1B
$2.99M 0.11%
42,630
-8,218
-16% -$582K
CFFEU
96
DELISTED
CF Acquisition Corp. VIII Unit
CFFEU
$2.98M 0.11%
+300,000
New +$2.99M
IAA
97
DELISTED
IAA, Inc. Common Stock
IAA
$2.97M 0.11%
53,984
-8,640
-14% -$513K
NGCAU
98
DELISTED
NextGen Acquisition Corp. II Units
NGCAU
$2.97M 0.11%
+300,000
New +$2.95M
NBSTU
99
DELISTED
Newbury Street Acquisition Corporation Units
NBSTU
$2.97M 0.11%
+300,000
New +$2.96M
CVET
100
DELISTED
Covetrus, Inc. Common Stock
CVET
$2.97M 0.11%
98,951
-39,170
-28% -$1.34M
2 3
4
5 6

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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.