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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
HPX
401
DELISTED
HPX Corp.
HPX
$687K 0.02%
70,000
-55,000
-44% -$566K
TEKK
402
DELISTED
Tekkorp Digital Acquisition Corp. Class A Ordinary Shares
TEKK
$686K 0.02%
+70,000
New +$723K
DSAC
403
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
$685K 0.02%
70,000
-55,000
-44% -$561K
FPAC
404
DELISTED
Far Peak Acquisition Corporation
FPAC
$684K 0.02%
+70,000
New +$718K
AVAN
405
DELISTED
Avanti Acquisition Corp.
AVAN
$684K 0.02%
70,000
-80,000
-53% -$831K
BTWN
406
DELISTED
Bridgetown Holdings Limited Class A Ordinary Shares
BTWN
$683K 0.02%
+62,954
New +$869K
PIAI
407
DELISTED
Prime Impact Acquisition I
PIAI
$681K 0.02%
70,000
-80,000
-53% -$820K
LUXA
408
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
$678K 0.02%
+65,998
New +$733K
FSR.WS
409
DELISTED
Fisker Inc. Warrants, each whole warrant exercisable for one Class A common stock at an exercise pri
FSR.WS
$672K 0.02%
78,585
-18,081
-19% -$143K
SRZN icon
410
Surrozen
SRZN
$230M
$669K 0.02%
+4,633
New +$706K
HZON
411
DELISTED
Horizon Acquisition Corporation II
HZON
$663K 0.02%
64,999
-84,998
-57% -$905K
GBTG icon
412
American Express Global Business Travel
GBTG
$4.91B
$660K 0.02%
+66,669
New +$698K
NSH.WS
413
DELISTED
NavSight Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Sto
NSH.WS
$651K 0.02%
412,300
– –
HHLA.U
414
DELISTED
HH&L Acquisition Co. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
HHLA.U
$649K 0.02%
+64,300
New +$666K
EDTX
415
DELISTED
EdtechX Holdings Acquisition Corp. II Class A common stock
EDTX
$649K 0.02%
+66,000
New +$658K
CURIW
416
DELISTED
CuriosityStream Warrant
CURIW
$647K 0.02%
129,358
-70,642
-35% -$464K
MSPR
417
DELISTED
MSP Recovery Inc
MSPR
$644K 0.02%
15
-14
-48% -$626K
BNZI icon
418
Banzai International
BNZI
$7.03M
$639K 0.02%
+6
New +$599K
NIE
419
Virtus Equity & Convertible Income Fund
NIE
$715M
$639K 0.02%
22,822
-24,109
-51% -$685K
BMRN icon
420
BioMarin Pharmaceuticals
BMRN
$11.6B
$636K 0.02%
8,422
-2,166
-20% -$177K
HLMNW
421
DELISTED
Hillman Solutions Corp. Warrant
HLMNW
$625K 0.02%
416,665
– –
TLSI icon
422
TriSalus Life Sciences
TLSI
$265M
$622K 0.02%
+64,500
New +$654K
VZIO
423
DELISTED
VIZIO Holding Corp.
VZIO
$618K 0.02%
+25,500
New +$564K
CRU
424
DELISTED
Crucible Acquisition Corporation
CRU
$616K 0.02%
+61,200
New +$615K
HYMCW
425
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
$615K 0.02%
1,182,900
-31,438
-3% -$39.3K
15 16
17
18 19

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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.