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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
HZAC
376
DELISTED
Horizon Acquisition Corporation
HZAC
$741K 0.03%
74,998
-49,998
-40% -$522K
IBER.U
377
DELISTED
Ibere Pharmaceuticals Units, each consisting of one Class A ordinary share and one-half of one Redeemable Warrant
IBER.U
$740K 0.03%
+75,000
New +$750K
CELUW
378
DELISTED
Celularity Inc
CELUW
$721K 0.03%
655,534
-244,466
-27% -$381K
BROGW
379
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$720K 0.03%
899,688
-55,314
-6% -$47.6K
PAEWW
380
DELISTED
PAE Incorporated Warrants
PAEWW
$714K 0.03%
324,608
-8,724
-3% -$20.4K
HTPA
381
DELISTED
Highland Transcend Partners I Corp.
HTPA
$713K 0.03%
+72,855
New +$746K
JWSM.U
382
DELISTED
Jaws Mustang Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-fourth of one redeemable warrant
JWSM.U
$711K 0.03%
+70,000
New +$732K
PHIC
383
DELISTED
Population Health Investment Co., Inc. Class A Ordinary Share
PHIC
$711K 0.03%
+72,132
New +$738K
IIAC
384
DELISTED
Investindustrial Acquisition Corp.
IIAC
$710K 0.03%
+72,855
New +$748K
FOXO
385
DELISTED
FOXO TECHNOLOGIES INC A
FOXO
$708K 0.03%
+367
New +$727K
THCA
386
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$706K 0.03%
70,000
-20,000
-22% -$213K
AUS.U
387
DELISTED
Austerlitz Acquisition Corporation I Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
AUS.U
$703K 0.03%
+70,000
New +$711K
ASZ.U
388
DELISTED
Austerlitz Acquisition Corporation II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
ASZ.U
$702K 0.03%
+70,000
New +$710K
RBAC
389
DELISTED
RedBall Acquisition Corp.
RBAC
$701K 0.03%
70,497
-28,500
-29% -$301K
NFH.WS
390
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$701K 0.03%
239,247
-1,600
-0.7% -$3.84K
VYGG
391
DELISTED
Vy Global Growth
VYGG
$695K 0.03%
68,640
-31,360
-31% -$347K
WOOF icon
392
Petco
WOOF
$777M
$694K 0.02%
+31,333
New +$746K
NVTS icon
393
Navitas Semiconductor
NVTS
$2.78B
$692K 0.02%
+69,250
New +$735K
BTAQ
394
DELISTED
Burgundy Technology Acquisition Corporation Class A Ordinary shares
BTAQ
$692K 0.02%
70,000
-55,000
-44% -$584K
YAC
395
DELISTED
Yucaipa Acquisition Corporation Class A Ordinary Shares
YAC
$690K 0.02%
70,000
-79,998
-53% -$828K
CHI
396
Calamos Convertible Opportunities and Income Fund
CHI
$1.01B
$689K 0.02%
48,431
-55,619
-53% -$788K
IPOF
397
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
$689K 0.02%
64,325
-60,675
-49% -$816K
PSFE.WS
398
DELISTED
Paysafe Ltd Warrants
PSFE.WS
$688K 0.02%
+158,877
New +$688K
CRHC
399
DELISTED
Cohn Robbins Holdings Corp.
CRHC
$688K 0.02%
70,000
-55,000
-44% -$580K
GWH icon
400
ESS Tech
GWH
$22.6M
$687K 0.02%
4,667
-5,333
-53% -$828K
14 15
16
17 18

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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.