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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
AVK
1001
Advent Convertible and Income Fund
AVK
$544M
– –
-69,303
Closed -$1.19M
BABA icon
1002
Alibaba
BABA
$269B
– –
-15,429
Closed -$3.5M
BDJ icon
1003
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
– –
-21,895
Closed -$207K
BGB
1004
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-26,662
Closed -$355K
BGH
1005
Barings Global Short Duration High Yield Fund
BGH
$281M
– –
-22,248
Closed -$358K
BGR icon
1006
BlackRock Energy and Resources Trust
BGR
$420M
– –
-23,928
Closed -$212K
BGX
1007
Blackstone Long-Short Credit Income Fund
BGX
$135M
– –
-23,206
Closed -$328K
SRTAW
1008
DELISTED
Strata Critical Medical Inc Warrants
SRTAW
– –
-181,279
Closed -$453K
BMBL icon
1009
Bumble
BMBL
$367M
– –
-7,833
Closed -$489K
BMRN icon
1010
BioMarin Pharmaceuticals
BMRN
$11.5B
– –
-8,422
Closed -$636K
BSL
1011
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$168M
– –
-28,875
Closed -$449K
BXMX
1012
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
– –
-63,857
Closed -$861K
CARR icon
1013
Carrier Global
CARR
$57.2B
– –
-44,051
Closed -$1.86M
CELU icon
1014
Celularity
CELU
$21.7M
– –
-3,000
Closed -$302K
CHI
1015
Calamos Convertible Opportunities and Income Fund
CHI
$1.02B
– –
-48,431
Closed -$689K
CHY
1016
Calamos Convertible and High Income Fund
CHY
$1.03B
– –
-52,922
Closed -$789K
CII icon
1017
BlackRock Enhanced Captial and Income Fund
CII
$1B
– –
-26,116
Closed -$504K
CTVA icon
1018
Corteva
CTVA
$59.7B
– –
-83,615
Closed -$3.9M
ETG
1019
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
– –
-16,481
Closed -$315K
ETSY icon
1020
Etsy
ETSY
$7.65B
– –
-35,818
Closed -$7.22M
FUND
1021
Sprott Focus Trust
FUND
$293M
– –
-11,597
Closed -$91K
GB.WS
1022
DELISTED
Global Blue Group Holding AG Warrants exercisable for one Ordinary Share of Global Blue Group Holding AG at a price of $11.50 per share
GB.WS
– –
-299,999
Closed -$363K
GCMGW
1023
DELISTED
GCM Grosvenor Inc Warrant
GCMGW
– –
-669,086
Closed -$783K
GDV icon
1024
Gabelli Dividend & Income Trust
GDV
$2.6B
– –
-44,327
Closed -$1.06M
GLO
1025
Clough Global Opportunities Fund
GLO
$249M
– –
-26,026
Closed -$319K
39 40
41
42 43

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.