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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
LEGO
501
DELISTED
Legato Merger Corp. Common stock
LEGO
$477K 0.02%
+49,286
New +$478K
LTCHW
502
DELISTED
Latch, Inc. Warrant expiring 6/4/2026
LTCHW
$471K 0.02%
+233,332
New +$743K
FEN
503
DELISTED
First Trust Energy Income and Growth Fund
FEN
$465K 0.02%
34,710
-56,350
-62% -$693K
SRTAW
504
DELISTED
Strata Critical Medical Inc Warrants
SRTAW
$453K 0.02%
181,279
-152,053
-46% -$556K
RSVR icon
505
Reservoir Media
RSVR
$707M
$451K 0.02%
+45,500
New +$473K
ETHZW
506
DELISTED
ETHZilla Corp Warrant
ETHZW
$450K 0.02%
500,000
– –
ADOC
507
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$450K 0.02%
45,000
-55,000
-55% -$559K
BSL
508
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$168M
$449K 0.02%
28,875
-45,332
-61% -$674K
HUMAW icon
509
Humacyte Inc Warrant
HUMAW
$1.55M
$449K 0.02%
150,000
– –
BREZ
510
DELISTED
Breeze Holdings Acquisition Corp. Common Stock
BREZ
$448K 0.02%
45,000
-55,000
-55% -$562K
BENE
511
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
$447K 0.02%
+45,000
New +$453K
ELMSW
512
DELISTED
Electric Last Mile Solutions, Inc. Warrant
ELMSW
$447K 0.02%
235,332
– –
QDROU
513
DELISTED
Quadro Acquisition One Corp. Unit
QDROU
$447K 0.02%
+45,000
New +$451K
LJAQ
514
DELISTED
LightJump Acquisition Corporation Common Stock
LJAQ
$446K 0.02%
+46,000
New +$449K
SCPE.WS
515
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
$445K 0.02%
235,428
-64,572
-22% -$105K
WPF.WS
516
DELISTED
Foley Trasimene Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
WPF.WS
$445K 0.02%
278,261
-55,072
-17% -$122K
AFRM icon
517
Affirm
AFRM
$24.5B
$443K 0.02%
+6,267
New +$609K
SABS icon
518
SAB Biotherapeutics
SABS
$263M
$442K 0.02%
+4,500
New +$450K
EBACU
519
DELISTED
European Biotech Acquisition Corp. Units
EBACU
$442K 0.02%
+44,000
New +$440K
GFX
520
DELISTED
Golden Falcon Acquisition Corp.
GFX
$437K 0.02%
+45,150
New +$451K
ITACW
521
DELISTED
Industrial Tech Acquisitions, Inc. Warrant
ITACW
$431K 0.02%
375,000
– –
HAYW icon
522
Hayward Holdings
HAYW
$3.16B
$430K 0.02%
+25,500
New +$426K
PTRAW
523
DELISTED
Proterra Inc. Warrant
PTRAW
$430K 0.02%
75,215
-99,785
-57% -$655K
CXAI icon
524
CXApp
CXAI
$12.1M
$422K 0.02%
+43,000
New +$432K
TY icon
525
TRI-Continental Corp
TY
$1.86B
$421K 0.02%
12,991
-22,529
-63% -$696K
19 20
21
22 23

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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.