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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
CFIV
101
DELISTED
CF Acquisition Corp. IV Class A common stock
CFIV
$2.93M 0.11%
+299,997
New +$3M
EOSEW
102
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$2.9M 0.1%
325,839
-74,161
-19% -$720K
LTHM
103
DELISTED
Livent Corporation
LTHM
$2.88M 0.1%
166,534
-85,805
-34% -$1.68M
NEE.PRO
104
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$2.88M 0.1%
50,000
– –
OCA
105
DELISTED
Omnichannel Acquisition Corp.
OCA
$2.86M 0.1%
+293,465
New +$2.97M
ILPT
106
Industrial Logistics Properties Trust
ILPT
$613M
$2.82M 0.1%
121,976
-31,439
-20% -$705K
GPGI
107
GPGI Inc
GPGI
$4.06B
$2.79M 0.1%
337,120
-58,996
-15% -$502K
TMTS
108
DELISTED
Spartacus Acquisition Corporation Class A Common Stock
TMTS
$2.77M 0.1%
280,000
-20,000
-7% -$203K
YSAC
109
DELISTED
Yellowstone Acquisition Company
YSAC
$2.77M 0.1%
276,832
-223,168
-45% -$2.29M
SJIV
110
DELISTED
South Jersey Industries, Inc. Corporate Units
SJIV
$2.75M 0.1%
+55,000
New +$2.75M
AEGN
111
DELISTED
Aegion Corp
AEGN
$2.74M 0.1%
+95,157
New +$2.27M
PAND
112
DELISTED
Pandion Therapeutics Inc. Common Stock
PAND
$2.73M 0.1%
+45,385
New +$1.64M
BMTC
113
DELISTED
Bryn Mawr Bank Corp
BMTC
$2.51M 0.09%
+55,231
New +$2.1M
ANZUU
114
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
$2.5M 0.09%
+250,000
New +$2.5M
CLRMU
115
DELISTED
Clarim Acquisition Corp. Unit
CLRMU
$2.49M 0.09%
+250,000
New +$2.55M
MDH.U
116
DELISTED
MDH Acquisition Corp. Units, each consisting of one share of Class A Common Stock, and one-half of one redeemable warrant
MDH.U
$2.48M 0.09%
+250,000
New +$2.53M
FTPAU
117
DELISTED
FTAC Parnassus Acquisition Corp. Unit
FTPAU
$2.48M 0.09%
+250,000
New +$2.52M
HIIIU
118
DELISTED
Hudson Executive Investment Corp. III Unit
HIIIU
$2.48M 0.09%
+250,000
New +$2.51M
GGMCU
119
DELISTED
Glenfarne Merger Corp. Unit
GGMCU
$2.48M 0.09%
+250,000
New +$2.48M
MAAC
120
DELISTED
Montes Archimedes Acquisition Corp. Class A Common Stock
MAAC
$2.47M 0.09%
252,800
-373,268
-60% -$3.79M
FRWAU
121
DELISTED
PWP Forward Acquisition Corp. I Units
FRWAU
$2.47M 0.09%
+250,000
New +$2.48M
WIFI
122
DELISTED
Boingo Wireless, Inc.
WIFI
$2.47M 0.09%
+175,387
New +$2.29M
RCHG
123
DELISTED
Recharge Acquisition Corp. Class A Common Stock
RCHG
$2.46M 0.09%
252,000
-178,379
-41% -$1.81M
PCPC.U
124
DELISTED
Periphas Capital Partnering Corporation CAPS, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
PCPC.U
$2.46M 0.09%
100,000
– –
DCGO icon
125
DocGo
DCGO
$58.9M
$2.44M 0.09%
247,644
-310,044
-56% -$3.17M
3 4
5
6 7

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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.