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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
SLAMU
1076
DELISTED
Slam Corp. Unit
SLAMU
– –
-38,000
Closed -$377K
MACAU
1077
DELISTED
Moringa Acquisition Corp Units
MACAU
– –
-40,000
Closed -$397K
GAMCU
1078
DELISTED
Golden Arrow Merger Corp. Unit
GAMCU
– –
-600,000
Closed -$5.97M
FREEW
1079
DELISTED
Whole Earth Brands, Inc. Warrant
FREEW
– –
-344,281
Closed -$744K
KRNLU
1080
DELISTED
Kernel Group Holdings, Inc. Units
KRNLU
– –
-75,000
Closed -$749K
AIF
1081
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-12,110
Closed -$180K
OCAXU
1082
DELISTED
OCA Acquisition Corp. Unit
OCAXU
– –
-191,538
Closed -$1.91M
SHPW
1083
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
– –
-3,750
Closed -$300K
BLUA.U
1084
DELISTED
BlueRiver Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-third of a redeemable Warrant to acquire one Class A ordinary shares
BLUA.U
– –
-50,000
Closed -$499K
FEN
1085
DELISTED
First Trust Energy Income and Growth Fund
FEN
– –
-34,710
Closed -$465K
RMGCU
1086
DELISTED
RMG Acquisition Corp. III Unit
RMGCU
– –
-78,300
Closed -$779K
ARRWU
1087
DELISTED
Arrowroot Acquisition Corp. Unit
ARRWU
– –
-122,000
Closed -$1.21M
VIEWW
1088
DELISTED
View, Inc. Warrant
VIEWW
– –
-183,332
Closed -$319K
JOAN
1089
DELISTED
JOANN, Inc. Common Stock
JOAN
– –
-25,500
Closed -$259K
DHCAU
1090
DELISTED
DHC Acquisition Corp. Unit
DHCAU
– –
-100,000
Closed -$999K
SLACU
1091
DELISTED
Social Leverage Acquisition Corp I Units, each consisting of one share of Class A common stock and one-fourth of one redeemable warrant
SLACU
– –
-120,000
Closed -$1.19M
FLME.U
1092
DELISTED
Flame Acquisition Corp. Units, each consisting of one share of Class A Common Stock, and one-half of one Warrant
FLME.U
– –
-200,000
Closed -$1.99M
CPTK.U
1093
DELISTED
Crown PropTech Acquisitions Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CPTK.U
– –
-50,000
Closed -$497K
HHLA.U
1094
DELISTED
HH&L Acquisition Co. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
HHLA.U
– –
-64,300
Closed -$649K
CSTA.U
1095
DELISTED
Constellation Acquisition Corp I Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CSTA.U
– –
-58,000
Closed -$574K
LTHM
1096
DELISTED
Livent Corporation
LTHM
– –
-166,534
Closed -$2.88M
MPLN.WS
1097
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
– –
-75,000
Closed -$72K
LVOXW
1098
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
– –
-747,213
Closed -$852K
DISAU
1099
DELISTED
Disruptive Acquisition Corporation I Unit
DISAU
– –
-100,000
Closed -$988K
BYTSU
1100
DELISTED
BYTE Acquisition Corp. Units
BYTSU
– –
-150,000
Closed -$1.5M
42 43
44
45 46

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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.