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
RSVAU
1426
DELISTED
Rodgers Silicon Valley Acquisition Corp. Unit
RSVAU
– –
-150,000
Closed -$2M
SPRQ.U
1427
DELISTED
Spartan Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-ha
SPRQ.U
– –
-300,000
Closed -$3.24M
ALUS
1428
DELISTED
Alussa Energy Acquisition Corp
ALUS
– –
-50,000
Closed -$503K
WPF
1429
DELISTED
Foley Trasimene Acquisition Corp.
WPF
– –
-150,000
Closed -$1.68M
FCAC
1430
DELISTED
Falcon Capital Acquisition Corp. Class A Common Stock
FCAC
– –
-99,996
Closed -$1.04M
FTOC
1431
DELISTED
FTAC Olympus Acquisition Corp. Class A Ordinary Shares
FTOC
– –
-125,000
Closed -$1.29M
FRX.U
1432
DELISTED
Forest Road Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-th
FRX.U
– –
-150,000
Closed -$1.57M
DNMR.WS
1433
DELISTED
Danimer Scientific, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class
DNMR.WS
– –
-408,400
Closed -$4.62M
MP.WS
1434
DELISTED
MP Materials Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at
MP.WS
– –
-211,110
Closed -$3.25M
TSIAU
1435
DELISTED
TS Innovation Acquisitions Corp. Unit
TSIAU
– –
-700,000
Closed -$7.38M
STIC.U
1436
DELISTED
Northern Star Acquisition Corp. Units, each consisting of one share of common stock and one-third of
STIC.U
– –
-178,339
Closed -$2.8M
IPOE.U
1437
DELISTED
Social Capital Hedosophia Holdings Corp. V Units, each consisting of one Class A ordinary share and
IPOE.U
– –
-100,000
Closed -$1.32M
RMO.WS
1438
DELISTED
Romeo Power, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exerc
RMO.WS
– –
-434,985
Closed -$4.05M
BFT.WS
1439
DELISTED
Foley Trasimene Acquisition Corp. II Warrants, each whole warrant exercisable for one share of Class
BFT.WS
– –
-395,832
Closed -$1.82M
DM.WS
1440
DELISTED
Desktop Metal, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Com
DM.WS
– –
-651,196
Closed -$3.13M
CIICW
1441
DELISTED
CIIG Merger Corp. Warrants
CIICW
– –
-160,000
Closed -$1.3M
SINA
1442
DELISTED
Sina Corp
SINA
– –
-191,506
Closed -$8.12M
LOACW
1443
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
– –
-125,000
Closed -$195K
LOACR
1444
DELISTED
Longevity Acquisition Corporation Right
LOACR
– –
-125,000
Closed -$143K
ROCHW
1445
DELISTED
Roth CH Acquisition I Co. Warrant
ROCHW
– –
-210,000
Closed -$924K
QEP
1446
DELISTED
QEP RESOURCES, INC.
QEP
– –
-2,026,940
Closed -$4.84M
IPV.WS
1447
DELISTED
InterPrivate Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of com
IPV.WS
– –
-275,000
Closed -$1.13M
CLA.WS
1448
DELISTED
Colonnade Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
CLA.WS
– –
-300,000
Closed -$1.07M
GNOGW
1449
DELISTED
Golden Nugget Online Gaming, Inc. Warrant
GNOGW
– –
-406,117
Closed -$3.65M
LAZRW
1450
DELISTED
Luminar Technologies, Inc. Warrant
LAZRW
– –
-83,332
Closed -$1.43M
56 57
58
59 60

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.