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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
GLQ
1026
Clough Global Equity Fund
GLQ
$154M
– –
-17,911
Closed -$272K
GNT
1027
GAMCO Natural Resources, Gold & Income Trust
GNT
$138M
– –
-20,385
Closed -$102K
GNW icon
1028
Genworth Financial
GNW
$3.8B
– –
-3,083,242
Closed -$10.2M
HAYW icon
1029
Hayward Holdings
HAYW
$3.13B
– –
-25,500
Closed -$430K
HYMCW
1030
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
– –
-1,182,900
Closed -$615K
IGA
1031
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
– –
-20,780
Closed -$199K
IGD
1032
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
– –
-16,775
Closed -$96K
ILPT
1033
Industrial Logistics Properties Trust
ILPT
$613M
– –
-121,976
Closed -$2.82M
JRS icon
1034
Nuveen Real Estate Income Fund
JRS
$251M
– –
-52,940
Closed -$508K
KIO
1035
KKR Income Opportunities Fund
KIO
$450M
– –
-33,421
Closed -$529K
KTB icon
1036
Kontoor Brands
KTB
$4.62B
– –
-81,771
Closed -$3.97M
LGHLW
1037
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
– –
-400,000
Closed -$218K
MIR icon
1038
Mirion Technologies
MIR
$4.05B
– –
-100,000
Closed -$1.04M
MMU
1039
Western Asset Managed Municipals Fund
MMU
$549M
– –
-38,318
Closed -$498K
MVF
1040
DELISTED
BlackRock MuniVest Fund
MVF
– –
-29,120
Closed -$271K
MYD
1041
DELISTED
BlackRock MuniYield Fund
MYD
– –
-29,075
Closed -$417K
NCV
1042
Virtus Convertible & Income Fund
NCV
$374M
– –
-17,765
Closed -$402K
NCZ
1043
Virtus Convertible & Income Fund II
NCZ
$289M
– –
-43,083
Closed -$858K
NUVB.WS
1044
DELISTED
Nuvation Bio Inc Warrants
NUVB.WS
– –
-16,666
Closed -$44K
NWSA icon
1045
News Corp Class A
NWSA
$14.5B
– –
-37,214
Closed -$946K
NXJ
1046
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
– –
-13,919
Closed -$202K
ONTF
1047
DELISTED
ON24
ONTF
– –
-6,267
Closed -$304K
ORGNW
1048
DELISTED
Origin Materials Inc Warrants
ORGNW
– –
-100,000
Closed -$172K
OTIS icon
1049
Otis Worldwide
OTIS
$27.4B
– –
-25,656
Closed -$1.76M
PCTTW
1050
PureCycle Technologies Inc Warrant
PCTTW
$9.5M
– –
-74,836
Closed -$1.04M
40 41
42
43 44

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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.