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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
JTA
626
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
$293K 0.01%
27,277
-7,166
-21% -$72.2K
JDD
627
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$292K 0.01%
30,804
-26,435
-46% -$238K
FUSE.WS
628
DELISTED
Fusion Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common st
FUSE.WS
$290K 0.01%
250,000
– –
MAACW
629
DELISTED
Montes Archimedes Acquisition Corp. Warrant
MAACW
$285K 0.01%
335,000
– –
LUXAW
630
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
$283K 0.01%
+189,998
New +$479K
DMYD.WS
631
DELISTED
dMY Technology Group, Inc. II Redeemable Warrants, each whole warrant exercisable for one share of C
DMYD.WS
$280K 0.01%
66,666
– –
DEH.WS
632
DELISTED
D8 Holdings Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exer
DEH.WS
$278K 0.01%
241,736
-108,264
-31% -$140K
OCA.WS
633
DELISTED
Omnichannel Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A comm
OCA.WS
$273K 0.01%
+341,600
New +$512K
GLQ
634
Clough Global Equity Fund
GLQ
$153M
$272K 0.01%
17,911
-38,187
-68% -$582K
MVF
635
DELISTED
BlackRock MuniVest Fund
MVF
$271K 0.01%
29,120
-49,111
-63% -$450K
GSMGW
636
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$268K 0.01%
1,850,000
– –
APHA
637
DELISTED
Aphria Inc. Common Shares
APHA
$266K 0.01%
+14,464
New +$234K
LFTRW
638
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
$265K 0.01%
+226,666
New +$466K
SPRQ.WS
639
DELISTED
Spartan Acquisition Corp. II Warrants, exercisable for one share of Class A Common Stock
SPRQ.WS
$265K 0.01%
+145,000
New +$335K
MFM
640
Aberdeen Municipal Income Fund
MFM
$222M
$264K 0.01%
38,748
-11,943
-24% -$80K
LSEAW
641
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$263K 0.01%
1,043,236
-73,464
-7% -$28.3K
JOAN
642
DELISTED
JOANN, Inc. Common Stock
JOAN
$259K 0.01%
+25,500
New +$284K
WGSWW
643
DELISTED
GeneDx Holdings Warrant
WGSWW
$256K 0.01%
50,629
-161,917
-76% -$900K
GOAC.WS
644
DELISTED
GO Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock
GOAC.WS
$255K 0.01%
283,332
– –
GIX.RT
645
DELISTED
GigCapital2, Inc. Rights, each exchangeable into one-twentieth of a share of Common Stock
GIX.RT
$252K 0.01%
765,000
– –
VIHAW
646
DELISTED
VPC Impact Acquisition Holdings Warrant
VIHAW
$250K 0.01%
84,863
– –
FLAC
647
DELISTED
Frazier Lifesciences Acquisition Corporation Class A Ordinary Shares
FLAC
$249K 0.01%
+25,000
New +$255K
GOL
648
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$247K 0.01%
32,232
– –
ABLLW
649
DELISTED
Abacus Life Warrant
ABLLW
$243K 0.01%
300,000
– –
TMTSW
650
DELISTED
Spartacus Acquisition Corporation Warrant
TMTSW
$240K 0.01%
375,000
– –
24 25
26
27 28

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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.