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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
KSMTW
651
DELISTED
Kismet Acquisition One Corp Warrant
KSMTW
$240K 0.01%
300,000
– –
VCVCW
652
DELISTED
10X Capital Venture Acquisition Corp Warrant
VCVCW
$238K 0.01%
+132,857
New +$337K
ALUS.WS
653
DELISTED
Alussa Energy Acquisition Corp Warrants
ALUS.WS
$233K 0.01%
102,182
-222,818
-69% -$553K
SGFY
654
DELISTED
Signify Health, Inc.
SGFY
$229K 0.01%
+7,833
New +$242K
RKLBW
655
DELISTED
Rocket Lab USA, Inc. Warrant
RKLBW
$229K 0.01%
80,735
-27,598
-25% -$62.4K
ALTUW
656
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$228K 0.01%
+135,000
New +$321K
PSTH.WS
657
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
$226K 0.01%
27,777
– –
CCAC.WS
658
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
$222K 0.01%
200,000
– –
OUSTZ
659
DELISTED
Ouster Inc Warrants
OUSTZ
$221K 0.01%
+105,199
New +$262K
ZNTEW
660
DELISTED
Zanite Acquisition Corp. Warrant
ZNTEW
$221K 0.01%
+175,000
New +$438K
TWCTW
661
DELISTED
TWC Tech Holdings II Corp. Warrant
TWCTW
$219K 0.01%
208,239
– –
LGHLW
662
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$218K 0.01%
400,000
– –
ACV
663
Virtus Diversified Income & Convertible Fund
ACV
$277M
$217K 0.01%
6,898
-2,975
-30% -$98.7K
MUDSW
664
DELISTED
Mudrick Capital Acquisition Corporation II Warrant
MUDSW
$214K 0.01%
+340,000
New +$340K
BGR icon
665
BlackRock Energy and Resources Trust
BGR
$404M
$212K 0.01%
23,928
-94,763
-80% -$787K
CMPOW
666
DELISTED
CompoSecure Inc Warrant
CMPOW
$208K 0.01%
275,000
– –
CND.WS
667
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
$208K 0.01%
+231,666
New +$310K
BDJ icon
668
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.72B
$207K 0.01%
21,895
-172,393
-89% -$1.52M
DGNS
669
DELISTED
Dragoneer Growth Opportunities Corp. II Class A Ordinary Shares
DGNS
$206K 0.01%
20,000
– –
XPOA.WS
670
DELISTED
DPCM Capital, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at
XPOA.WS
$204K 0.01%
163,332
– –
NXJ
671
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$202K 0.01%
13,919
-27,664
-67% -$397K
CAP.WS
672
DELISTED
Capitol Investment Corp. V Warrants, each whole warrant exercisable for one share of Class A common
CAP.WS
$201K 0.01%
+148,888
New +$220K
YSAC.WS
673
DELISTED
Yellowstone Acquisition Company Warrants, each whole warrant exercisable for one share of Class A co
YSAC.WS
$200K 0.01%
250,000
– –
CLOVW
674
DELISTED
Clover Health Investments, Corp. Warrants
CLOVW
$200K 0.01%
124,224
-109,109
-47% -$311K
IGA
675
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$199K 0.01%
20,780
-44,540
-68% -$400K
25 26
27
28 29

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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.