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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
+4.96%
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
$3.56B
AUM Growth
+$777M
Cap. Flow
-$736M
Cap. Flow %
-20.68%
Top 10 Hldgs %
13.74%
Holding
1,452
New
457
Increased
146
Reduced
71
Closed
342

Top Buys

Rank Stock Value
1
GRUB
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
+$50.3M
2
FBC
Flagstar Bancorp, Inc. New
FBC
+$36.1M
3
PPD
PPD, Inc. Common Stock
PPD
+$33M
4
CTRA
Coterra Energy
CTRA
+$31.8M
5
PBCT
People's United Financial Inc
PBCT
+$29.1M

Top Sells

Rank Stock Value
1
TCF
TCF Financial Corporation Common Stock
TCF
+$37.6M
2
CMD
Cantel Medical Corporation
CMD
+$33.4M
3
FLIR
FLIR Systems, Inc. (DE) Common Stock
FLIR
+$27.7M
4
GWPH
GW Pharmaceuticals Plc American Depositary Shares
GWPH
+$26.9M
5
FPRX
Five Prime Therapeutics, Inc.
FPRX
+$25.1M

Sector Composition

Rank Sector Weight
1 Financials 15.46%
2 Healthcare 5.84%
3 Consumer Discretionary 4.67%
4 Technology 4.11%
5 Industrials 3.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MGLN
26
DELISTED
Magellan Health Services, Inc.
MGLN
$20.8M 0.58%
220,520
+477
+0.2% +$44.9K
FRTA
27
DELISTED
Forterra, Inc
FRTA
$20.5M 0.58%
870,851
+177,565
+26% +$4.16M
HOME
28
DELISTED
At Home Group Inc.
HOME
$20.4M 0.57%
+554,216
New +$18.9M
KSU
29
DELISTED
Kansas City Southern
KSU
$19M 0.53%
67,151
-8,611
-11% -$2.49M
WORK
30
DELISTED
Slack Technologies, Inc.
WORK
$19M 0.53%
428,656
-31,385
-7% -$1.34M
CHNG
31
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$18.4M 0.52%
797,684
-77,932
-9% -$1.79M
KNL
32
DELISTED
Knoll, Inc.
KNL
$16.8M 0.47%
+648,069
New +$15.5M
CIT
33
DELISTED
CIT Group Inc.
CIT
$16.4M 0.46%
317,596
-27,124
-8% -$1.43M
CADE
34
DELISTED
Cadence Bancorporation
CADE
$15.9M 0.45%
+761,882
New +$16.7M
ORBC
35
DELISTED
ORBCOMM, Inc.
ORBC
$15.9M 0.45%
+1,410,804
New +$15.6M
BPFH
36
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$15.6M 0.44%
1,060,979
+384,144
+57% +$5.63M
MBAC.U
37
DELISTED
M3-Brigade Acquisition II Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
MBAC.U
$15.2M 0.43%
1,500,000
– –
BKNG icon
38
Booking.com
BKNG
$138B
$15.1M 0.42%
172,675
-7,275
-4% -$679K
CBB
39
DELISTED
Cincinnati Bell Inc.
CBB
$14.5M 0.41%
940,811
+148,300
+19% +$2.29M
SOGO
40
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
$13.8M 0.39%
1,616,852
-26,980
-2% -$226K
LDL
41
DELISTED
Lydall, Inc.
LDL
$12.7M 0.36%
+209,488
New +$8.06M
GRUB
42
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$12.1M 0.34%
663,700
+467,491
+238% +$50.3M
WTRE
43
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
$12M 0.34%
342,573
– –
CLDR
44
DELISTED
Cloudera, Inc.
CLDR
$11.3M 0.32%
+714,054
New +$9.71M
ATLC icon
45
Atlanticus Holdings
ATLC
$1.5B
$10.7M 0.3%
270,000
-84,270
-24% -$2.95M
FMBI
46
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$10M 0.28%
+504,938
New +$10.6M
GGPI
47
DELISTED
Gores Guggenheim, Inc. Class A Common Stock
GGPI
$9.76M 0.27%
+999,995
New +$9.79M
MX icon
48
Magnachip Semiconductor
MX
$128M
$9.26M 0.26%
388,225
+180,985
+87% +$4.44M
ZTAQU
49
DELISTED
Zimmer Energy Transition Acquisition Corp. Units
ZTAQU
$9.04M 0.25%
+900,000
New +$9.1M
JOBS
50
DELISTED
51job Inc
JOBS
$9.01M 0.25%
+115,863
New +$8.08M
1
2
3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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AQR Arbitrage's Q2 2021 Portfolio in Review

As of Q2 2021, AQR Arbitrage held 1,452 positions worth $3.56B, up 28% from $2.78B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Arbitrage withdrew a net $736M in Q2 2021, closing 342 positions and reducing 71 holdings. Its most notable exit was TCF Financial Corporation Common Stock, an estimated $37.6M position sold in full.

By sector, the portfolio is most concentrated in Financials at 15% of assets, up from 11% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, AQR Arbitrage opened a new position in Flagstar Bancorp, Inc. New worth $33.8M.

  • AQR Arbitrage's largest Q2 2021 buy was Flagstar Bancorp, Inc. New: 799,131 shares worth $33.8M.
  • AQR Arbitrage added most to Just Eat Takeaway.com N.V. American Depositary Shares in Q2 2021, an estimated $50.3M increase.
  • AQR Arbitrage's biggest Q2 2021 reduction was Coherent Inc, cutting an estimated $3.65M.
  • AQR Arbitrage fully exited TCF Financial Corporation Common Stock in Q2 2021, selling an estimated $37.6M.
  • AQR Arbitrage's ten largest holdings make up 14% of its $3.56B portfolio in Q2 2021.
  • AQR Arbitrage opened 457 new positions and closed 342 in Q2 2021.
  • AQR Arbitrage's portfolio value rose 28% quarter-over-quarter to $3.56B.

Based on AQR Arbitrage's 13F filing for Q2 2021, filed 16 Aug 2021.