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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
GRNVR
751
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
$99K ﹤0.01%
170,000
– –
BOAC.WS
752
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$98K ﹤0.01%
+65,000
New +$140K
BSN.WS
753
DELISTED
Broadstone Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
BSN.WS
$97K ﹤0.01%
140,625
– –
IGD
754
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$96K ﹤0.01%
16,775
-168,200
-91% -$915K
ASPL.WS
755
DELISTED
Aspirational Consumer Lifestyle Corp. Redeemable Warrants, each whole warrant exercisable for one Cl
ASPL.WS
$94K ﹤0.01%
66,666
– –
BWACW
756
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
$93K ﹤0.01%
+90,000
New +$137K
HZAC.WS
757
DELISTED
Horizon Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary sh
HZAC.WS
$92K ﹤0.01%
83,332
– –
FUND
758
Sprott Focus Trust
FUND
$296M
$91K ﹤0.01%
11,597
-17,231
-60% -$132K
LIVKW
759
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
$91K ﹤0.01%
160,000
– –
CFIVW
760
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$90K ﹤0.01%
+99,998
New +$126K
UWMC.WS
761
DELISTED
UWM Holdings Warrants
UWMC.WS
$89K ﹤0.01%
+50,000
New +$99K
RDBXW
762
DELISTED
Redbox Entertainment Inc. Warrant
RDBXW
$89K ﹤0.01%
162,498
– –
ESSCR
763
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$88K ﹤0.01%
275,000
– –
ZGYHR
764
DELISTED
Yunhong International Right
ZGYHR
$88K ﹤0.01%
200,000
– –
SFRWW
765
DELISTED
Appreciate Holdings, Inc. Warrant
SFRWW
$86K ﹤0.01%
+85,596
New +$133K
QELLW
766
DELISTED
Qell Acquisition Corp. Warrant
QELLW
$86K ﹤0.01%
50,000
– –
ADERW
767
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$79K ﹤0.01%
+100,000
New +$92.2K
XOSWW
768
Xos Inc Warrants
XOSWW
$38.9K
$77K ﹤0.01%
41,666
– –
BNZIW icon
769
Banzai International Warrant
BNZIW
$126K
$76K ﹤0.01%
+100,000
New +$115K
MYPSW
770
DELISTED
PLAYSTUDIOS Inc Warrant
MYPSW
$76K ﹤0.01%
49,999
– –
STWOW
771
DELISTED
ACON S2 Acquisition Corp Warrant
STWOW
$76K ﹤0.01%
83,332
– –
ESSCW
772
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$74K ﹤0.01%
275,000
– –
TLSIW icon
773
TriSalus Life Sciences Warrant
TLSIW
$28.4M
$73K ﹤0.01%
+66,665
New +$120K
MPLN.WS
774
DELISTED
MultiPlan Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MPLN.WS
$72K ﹤0.01%
75,000
– –
DFNS.WS
775
DELISTED
LGL Systems Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of Clas
DFNS.WS
$72K ﹤0.01%
57,500
– –
29 30
31
32 33

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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.