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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
EMPW.WS
676
DELISTED
Empower Ltd. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at a
EMPW.WS
$197K 0.01%
166,666
– –
TMPOW
677
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$195K 0.01%
100,000
– –
AVCTW
678
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$195K 0.01%
250,000
– –
DCGOW
679
DELISTED
DocGo Inc. Warrants
DCGOW
$195K 0.01%
185,896
– –
FMAC.WS
680
DELISTED
FirstMark Horizon Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one shar
FMAC.WS
$194K 0.01%
125,000
– –
BTAQW
681
DELISTED
Burgundy Technology Acquisition Corporation Warrant
BTAQW
$194K 0.01%
180,886
-119,114
-40% -$246K
HMCO
682
DELISTED
HumanCo Acquisition Corp. Class A Common Stock
HMCO
$193K 0.01%
+19,445
New +$202K
PMVC.WS
683
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$193K 0.01%
250,000
– –
RCHGW
684
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
$193K 0.01%
+250,000
New +$322K
JSD
685
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$189K 0.01%
13,402
-25,874
-66% -$357K
PRPB.WS
686
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
$185K 0.01%
167,800
– –
FTOCW
687
DELISTED
FTAC Olympus Acquisition Corp. Warrant
FTOCW
$183K 0.01%
86,009
-113,991
-57% -$307K
AIF
688
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$180K 0.01%
12,110
-46,386
-79% -$679K
VLDRW
689
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$180K 0.01%
46,893
-98,056
-68% -$668K
GLEO.WS
690
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
$179K 0.01%
325,000
– –
TOI icon
691
The Oncology Institute
TOI
$495M
$174K 0.01%
17,500
-7,500
-30% -$79.9K
SPXX icon
692
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$332M
$173K 0.01%
10,486
-18,312
-64% -$286K
ORGNW
693
DELISTED
Origin Materials Inc Warrants
ORGNW
$172K 0.01%
100,000
-100,000
-50% -$242K
CCX.WS
694
DELISTED
Churchill Capital Corp II Warrants, each exercisable for one share of Class A common stock at an exe
CCX.WS
$171K 0.01%
116,666
– –
NSCO.WS
695
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$167K 0.01%
83,328
– –
MCOMW
696
DELISTED
micromobility.com Inc. Warrant
MCOMW
$165K 0.01%
170,000
– –
NMMCW
697
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$165K 0.01%
150,000
– –
DSACW
698
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
$165K 0.01%
137,500
– –
SEAH.WS
699
DELISTED
Sports Entertainment Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one s
SEAH.WS
$165K 0.01%
150,000
– –
PGEN icon
700
Precigen
PGEN
$1.97B
$164K 0.01%
23,855
-23,086
-49% -$195K
26 27
28
29 30

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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.