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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
GB.WS
576
DELISTED
Global Blue Group Holding AG Warrants exercisable for one Ordinary Share of Global Blue Group Holding AG at a price of $11.50 per share
GB.WS
$363K 0.01%
299,999
– –
GSQD.U
577
DELISTED
G Squared Ascend I Inc. Units, each consisting of one Class A ordinary share and one-fifth of one Warrant to acquire one Class A ordinary share
GSQD.U
$360K 0.01%
+36,000
New +$374K
CHPMW
578
DELISTED
CHP Merger Corp. Warrant
CHPMW
$360K 0.01%
479,757
-20,243
-4% -$27.4K
ACIC.WS
579
DELISTED
Atlas Crest Investment Corp.Redeemable warrants included as part of the units, each whole warrant ex
ACIC.WS
$360K 0.01%
+199,999
New +$508K
AMPS
580
DELISTED
Altus Power
AMPS
$359K 0.01%
+36,857
New +$376K
BGH
581
Barings Global Short Duration High Yield Fund
BGH
$281M
$358K 0.01%
22,248
-27,563
-55% -$427K
IACB.U
582
DELISTED
ION Acquisition Corp 2 Ltd. Units, each consisting of one Class A ordinary share and one-eighth of o
IACB.U
$356K 0.01%
+35,000
New +$371K
BGB
583
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$355K 0.01%
26,662
-62,458
-70% -$818K
SYM icon
584
Symbotic
SYM
$5.23B
$354K 0.01%
+35,000
New +$358K
SVFB
585
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
$354K 0.01%
+35,000
New +$363K
GRCY
586
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$352K 0.01%
35,000
-65,000
-65% -$664K
APGB.U
587
DELISTED
Apollo Strategic Growth Capital II Units, each consisting of one Class A ordinary share, and one-fifth of one warrant
APGB.U
$349K 0.01%
+35,000
New +$360K
SES icon
588
SES AI
SES
$197M
$347K 0.01%
+34,998
New +$353K
SWBK
589
DELISTED
Switchback II Corporation
SWBK
$344K 0.01%
+34,995
New +$357K
PNBK icon
590
Patriot National Bancorp
PNBK
$128M
$343K 0.01%
34,442
– –
LHAA
591
DELISTED
Lerer Hippeau Acquisition Corp. Class A Common Stock
LHAA
$341K 0.01%
+34,500
New +$343K
GBRGU
592
DELISTED
Goldenbridge Acquisition Limited Unit
GBRGU
$340K 0.01%
+34,000
New +$341K
SNAXW
593
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$338K 0.01%
397,869
-802,131
-67% -$774K
AVPTW
594
DELISTED
AvePoint Inc Warrant
AVPTW
$334K 0.01%
127,527
-72,473
-36% -$274K
CIFRW
595
DELISTED
Cipher Mining Warrant
CIFRW
$334K 0.01%
174,999
– –
SBG.WS
596
DELISTED
Sandbridge Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A
SBG.WS
$330K 0.01%
325,000
– –
JWS.WS
597
DELISTED
Jaws Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary
JWS.WS
$330K 0.01%
103,896
-96,104
-48% -$323K
PIPP.WS
598
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$329K 0.01%
+226,666
New +$593K
BGX
599
Blackstone Long-Short Credit Income Fund
BGX
$136M
$328K 0.01%
23,206
-31,462
-58% -$438K
BOWXW
600
DELISTED
BowX Acquisition Corp. Warrant
BOWXW
$327K 0.01%
149,999
– –
22 23
24
25 26

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HCM
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HPG
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DTC
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AWA
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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.