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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
KAIR
426
DELISTED
Kairos Acquisition Corp. Class A Ordinary Shares
KAIR
$611K 0.02%
+62,692
New +$615K
SCD
427
LMP Capital and Income Fund
SCD
$355M
$610K 0.02%
48,036
-12,884
-21% -$157K
FDEU
428
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
$606K 0.02%
47,751
-29,344
-38% -$360K
FVT
429
DELISTED
Fortress Value Acquisition Corp. III
FVT
$605K 0.02%
+61,200
New +$611K
CRXT
430
DELISTED
Clarus Therapeutics Holdings, Inc. Common Stock
CRXT
$604K 0.02%
+60,000
New +$605K
ISPO
431
DELISTED
Inspirato
ISPO
$596K 0.02%
+3,010
New +$609K
ATA
432
DELISTED
Americas Technology Acquisition Corp.
ATA
$596K 0.02%
+60,000
New +$603K
RVT icon
433
Royce Value Trust
RVT
$2.2B
$585K 0.02%
32,285
-78,916
-71% -$1.4M
RPLA.WS
434
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$579K 0.02%
463,261
-111,739
-19% -$153K
MGU
435
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$578K 0.02%
26,432
-18,644
-41% -$391K
CSTA.U
436
DELISTED
Constellation Acquisition Corp I Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CSTA.U
$574K 0.02%
+58,000
New +$597K
GIX.WS
437
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$574K 0.02%
765,000
– –
HYZNW
438
DELISTED
Hyzon Motors Inc. Warrants
HYZNW
$566K 0.02%
+302,500
New +$852K
JIH.WS
439
DELISTED
Juniper Industrial Holdings, Inc. Redeemable warrants included as part of the units
JIH.WS
$564K 0.02%
205,171
-394,829
-66% -$1.06M
BURU.WS
440
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$561K 0.02%
550,000
– –
SFTW.WS
441
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
$556K 0.02%
329,114
-45,886
-12% -$96.4K
AGC
442
DELISTED
Altimeter Growth Corp
AGC
$555K 0.02%
47,474
-2,521
-5% -$33.9K
NESRW
443
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$553K 0.02%
259,500
– –
AKICU
444
DELISTED
Sports Ventures Acquisition Corp. Unit
AKICU
$550K 0.02%
+54,962
New +$570K
MVSTW
445
DELISTED
Microvast Holdings Warrants
MVSTW
$542K 0.02%
168,223
-689,923
-80% -$3.34M
MNTSW icon
446
Momentus Inc Warrant
MNTSW
$140
$541K 0.02%
124,357
-125,643
-50% -$866K
RICE.WS
447
DELISTED
Rice Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise pr
RICE.WS
$537K 0.02%
362,750
– –
ATMR.U
448
DELISTED
Altimar Acquisition Corp II Units
ATMR.U
$532K 0.02%
+52,200
New +$537K
KIO
449
KKR Income Opportunities Fund
KIO
$449M
$529K 0.02%
33,421
-24,117
-42% -$366K
ASTSW
450
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$528K 0.02%
147,993
-352,007
-70% -$1.68M
16 17
18
19 20

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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.