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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
ACAHU
1326
DELISTED
Atlantic Coastal Acquisition Corp. Unit
ACAHU
– –
-875,000
Closed -$8.62M
NRACU
1327
DELISTED
Northern Revival Acquisition Corporation Unit
NRACU
– –
-150,000
Closed -$1.48M
FSNB.U
1328
DELISTED
Fusion Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
FSNB.U
– –
-122,000
Closed -$1.21M
ATAQ.U
1329
DELISTED
Altimar Acquisition Corp III Units
ATAQ.U
– –
-50,000
Closed -$500K
JSD
1330
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
– –
-13,402
Closed -$189K
AGAC.U
1331
DELISTED
African Gold Acquisition Corp Units
AGAC.U
– –
-40,000
Closed -$395K
PICC.U
1332
DELISTED
Pivotal Investment Corporation III Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
PICC.U
– –
-121,000
Closed -$1.21M
CHAA.U
1333
DELISTED
Catcha Investment Corp Units, each consisting of one Class A ordinary share, and one-third of one redeemable warrant
CHAA.U
– –
-50,000
Closed -$498K
JDD
1334
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-30,804
Closed -$292K
CKH
1335
DELISTED
Seacor Holdings Inc.
CKH
– –
-98,509
Closed -$4.01M
MTSC
1336
DELISTED
MTS Systems Corp
MTSC
– –
-81,243
Closed -$4.73M
NEE.PRO
1337
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
– –
-50,000
Closed -$2.88M
50 51 52 53
54

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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.