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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
IPVA.U
251
DELISTED
InterPrivate II Acquisition Corp. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
IPVA.U
$1.21M 0.04%
+122,000
New +$1.22M
ENNVU
252
DELISTED
ECP Environmental Growth Opportunities Corp. Unit
ENNVU
$1.2M 0.04%
+120,000
New +$1.26M
XPDIU
253
DELISTED
Power & Digital Infrastructure Acquisition Corp. Unit
XPDIU
$1.2M 0.04%
+119,000
New +$1.26M
GMIIU
254
DELISTED
Gores Metropoulos II, Inc. Unit
GMIIU
$1.2M 0.04%
+119,000
New +$1.27M
SSAAU
255
DELISTED
Science Strategic Acquisition Corp. Alpha Unit
SSAAU
$1.2M 0.04%
+121,000
New +$1.24M
IPVF.U
256
DELISTED
InterPrivate III Financial Partners Inc. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
IPVF.U
$1.2M 0.04%
+122,000
New +$1.22M
ACII.U
257
DELISTED
Atlas Crest Investment Corp. II Units, each consisting of one Class A common stock, $.0001 par value, and one-fourth of one redeemable warrant
ACII.U
$1.2M 0.04%
+120,000
New +$1.25M
BHIL
258
DELISTED
Benson Hill, Inc.
BHIL
$1.2M 0.04%
+3,392
New +$1.22M
KCAC.U
259
DELISTED
Kensington Capital Acquisition Corp. II Units, each consisting of one share of Class A common stock,
KCAC.U
$1.2M 0.04%
+117,000
New +$1.26M
SDACU
260
DELISTED
Sustainable Development Acquisition I Corp. Unit
SDACU
$1.2M 0.04%
+120,700
New +$1.26M
GHACU
261
DELISTED
Gaming & Hospitality Acquisition Corp. Unit
GHACU
$1.2M 0.04%
+121,000
New +$1.23M
NGAB.U
262
DELISTED
Northern Genesis Acquisition Corp. II Units, each consisting of one share of common stock and one-th
NGAB.U
$1.2M 0.04%
+117,000
New +$1.31M
HCIIU
263
DELISTED
Hudson Executive Investment Corp. II Unit
HCIIU
$1.2M 0.04%
+122,000
New +$1.27M
CONX
264
DELISTED
CONX Corp. Class A Common Stock
CONX
$1.2M 0.04%
+120,000
New +$1.24M
OEPWU
265
DELISTED
One Equity Partners Open Water I Corp. Unit
OEPWU
$1.2M 0.04%
+120,000
New +$1.23M
DMYQ.U
266
DELISTED
dMY Technology Group, Inc. IV Units, each consisting of one share of Class A common stock and one-fi
DMYQ.U
$1.2M 0.04%
+119,000
New +$1.21M
SLACU
267
DELISTED
Social Leverage Acquisition Corp I Units, each consisting of one share of Class A common stock and one-fourth of one redeemable warrant
SLACU
$1.19M 0.04%
+120,000
New +$1.24M
NSTC.U
268
DELISTED
Northern Star Investment Corp. III Units, each consisting of one share of Class A common stock and one-sixth of one redeemable warrant
NSTC.U
$1.19M 0.04%
+120,000
New +$1.2M
TBCPU
269
DELISTED
Thunder Bridge Capital Partners III Inc. Units
TBCPU
$1.19M 0.04%
+120,590
New +$1.23M
AVK
270
Advent Convertible and Income Fund
AVK
$543M
$1.19M 0.04%
69,303
+15,633
+29% +$262K
TSIBU
271
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$1.19M 0.04%
+119,000
New +$1.23M
NSTD.U
272
DELISTED
Northern Star Investment Corp. IV Units, each consisting of one share of Class A common stock and one-sixth of one redeemable warrant
NSTD.U
$1.19M 0.04%
+120,000
New +$1.2M
GIIXU
273
DELISTED
Gores Holdings VIII, Inc. Unit
GIIXU
$1.19M 0.04%
+119,000
New +$1.21M
AMPI.U
274
DELISTED
Advanced Merger Partners Inc Units
AMPI.U
$1.19M 0.04%
+119,000
New +$1.19M
FSRXU
275
DELISTED
FinServ Acquisition Corp. II Unit
FSRXU
$1.19M 0.04%
+119,000
New +$1.23M
9 10
11
12 13

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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.