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
ACIA
1451
DELISTED
Acacia Communications Inc
ACIA
– –
-317,666
Closed -$23.2M
EV
1452
DELISTED
Eaton Vance Corp.
EV
– –
-371,475
Closed -$25.2M
XL.WS
1453
DELISTED
XL Fleet Corp. Redeemable Warrants, each whole warrant exercisable for shares of Class A common stoc
XL.WS
– –
-199,999
Closed -$1.62M
SBE.WS
1454
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
– –
-178,553
Closed -$2.75M
TTCFW
1455
DELISTED
Tattooed Chef, Inc. Warrant
TTCFW
– –
-197,774
Closed -$2.25M
LGVW.WS
1456
DELISTED
Longview Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Clas
LGVW.WS
– –
-271,666
Closed -$1.79M
VRTU
1457
DELISTED
Virtusa Corporation
VRTU
– –
-295,129
Closed -$15.1M
PANA.WS
1458
DELISTED
Panacea Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class
PANA.WS
– –
-16,666
Closed -$53K
EIGI
1459
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-1,220,651
Closed -$11.5M
CLCT
1460
DELISTED
Collectors Universe
CLCT
– –
-41,023
Closed -$3.09M
PCPL.WS
1461
DELISTED
CC Neuberger Principal Holdings I Warrants, each whole warrant exercisable for one Class A ordinary
PCPL.WS
– –
-166,666
Closed -$392K
EIDX
1462
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
– –
-274,853
Closed -$36.2M
GHIVW
1463
DELISTED
Gores Holdings IV, Inc. Warrant
GHIVW
– –
-50,000
Closed -$208K
OAC.WS
1464
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
– –
-66,666
Closed -$260K
VRT.WS
1465
DELISTED
Vertiv Holdings Co Warrants, each whole warrant exercisable for one share of Class A Common Stock at
VRT.WS
– –
-500,000
Closed -$3.65M
RIDEW
1466
DELISTED
Lordstown Motors Corp. Warrant
RIDEW
– –
-287,103
Closed -$2.48M
CXO
1467
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-138,156
Closed -$8M
FIT
1468
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-2,886,618
Closed -$19.6M
UTZ.WS
1469
DELISTED
Utz Brands, Inc. Warrants, each whole warrant exercisable for one Class A common stock at an exercis
UTZ.WS
– –
-116,666
Closed -$1.23M
PE
1470
DELISTED
PARSLEY ENERGY INC
PE
– –
-634,331
Closed -$8.96M
WPX
1471
DELISTED
WPX Energy, Inc.
WPX
– –
-505,591
Closed -$4.12M
TIF
1472
DELISTED
Tiffany & Co.
TIF
– –
-150,770
Closed -$19.8M
MFAC.WS
1473
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
– –
-796,838
Closed -$2.31M
BMCH
1474
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-666,373
Closed -$35.8M
NGHC
1475
DELISTED
National General Holdings Corp
NGHC
– –
-868,287
Closed -$29.7M
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.