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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
FRXB.U
1101
DELISTED
Forest Road Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-fifth of one redeemable warrant
FRXB.U
– –
-122,000
Closed -$1.22M
FSRXU
1102
DELISTED
FinServ Acquisition Corp. II Unit
FSRXU
– –
-119,000
Closed -$1.19M
CFFEU
1103
DELISTED
CF Acquisition Corp. VIII Unit
CFFEU
– –
-300,000
Closed -$2.98M
APGB.U
1104
DELISTED
Apollo Strategic Growth Capital II Units, each consisting of one Class A ordinary share, and one-fifth of one warrant
APGB.U
– –
-35,000
Closed -$349K
PRPC.U
1105
DELISTED
CC Neuberger Principal Holdings III Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PRPC.U
– –
-50,000
Closed -$500K
AAC.U
1106
DELISTED
Ares Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
AAC.U
– –
-75,000
Closed -$750K
AMAOU
1107
DELISTED
American Acquisition Opportunity Inc. Units
AMAOU
– –
-200,000
Closed -$2M
FZT.U
1108
DELISTED
FAST Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
FZT.U
– –
-150,000
Closed -$1.49M
ANZUU
1109
DELISTED
Anzu Special Acquisition Corp I Units
ANZUU
– –
-250,000
Closed -$2.5M
DTOCU
1110
DELISTED
Digital Transformation Opportunities Corp. Units
DTOCU
– –
-120,000
Closed -$1.19M
RCLFU
1111
DELISTED
Rosecliff Acquisition Corp I Unit
RCLFU
– –
-125,000
Closed -$1.24M
AURCU
1112
DELISTED
Aurora Acquisition Corp. Unit
AURCU
– –
-50,000
Closed -$518K
ARNC
1113
DELISTED
Arconic Corporation
ARNC
– –
-120,992
Closed -$3.07M
LTCHW
1114
DELISTED
Latch, Inc. Warrant expiring 6/4/2026
LTCHW
– –
-233,332
Closed -$471K
CPUH.U
1115
DELISTED
Compute Health Acquisition Corp. Units, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
CPUH.U
– –
-134,700
Closed -$1.36M
APPHW
1116
DELISTED
AppHarvest, Inc. Warrants
APPHW
– –
-189,335
Closed -$1.27M
PMGMU
1117
DELISTED
Priveterra Acquisition Corp. Units
PMGMU
– –
-150,000
Closed -$1.49M
SDACU
1118
DELISTED
Sustainable Development Acquisition I Corp. Unit
SDACU
– –
-120,700
Closed -$1.2M
FACT.U
1119
DELISTED
Freedom Acquisition I Corp. Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
FACT.U
– –
-38,000
Closed -$379K
FMIVU
1120
DELISTED
Forum Merger IV Corporation Unit
FMIVU
– –
-600,000
Closed -$5.94M
DMS.WS
1121
DELISTED
Digital Media Solutions, Inc. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
DMS.WS
– –
-903,453
Closed -$1.48M
PGRWU
1122
DELISTED
Progress Acquisition Corp. Units
PGRWU
– –
-133,000
Closed -$1.31M
EVOJU
1123
DELISTED
Evo Acquisition Corp. Unit
EVOJU
– –
-123,000
Closed -$1.22M
TWNI.U
1124
DELISTED
Tailwind International Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
TWNI.U
– –
-75,000
Closed -$742K
DHHCU
1125
DELISTED
DiamondHead Holdings Corp. Unit
DHHCU
– –
-123,000
Closed -$1.22M
43 44
45
46 47

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HCM
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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.