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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
PBCT
1
DELISTED
People's United Financial Inc
PBCT
$38.2M 1.07%
2,228,975
+1,590,452
+249% +$29.1M
MXIM
2
DELISTED
Maxim Integrated Products
MXIM
$37.3M 1.05%
353,781
+39,669
+13% +$3.88M
INFO
3
DELISTED
IHS Markit Ltd. Common Shares
INFO
$33.8M 0.95%
300,643
-7,491
-2% -$795K
FBC
4
DELISTED
Flagstar Bancorp, Inc. New
FBC
$33.8M 0.95%
+799,131
New +$36.1M
PPD
5
DELISTED
PPD, Inc. Common Stock
PPD
$33.7M 0.95%
+730,272
New +$33M
AJRD
6
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$31.9M 0.9%
660,366
+183,839
+39% +$8.83M
CTRA
7
DELISTED
Coterra Energy
CTRA
$31.6M 0.89%
+1,871,202
New +$31.8M
WTW icon
8
Willis Towers Watson
WTW
$27.9B
$30.1M 0.85%
130,878
+8,182
+7% +$2.03M
GRA
9
DELISTED
W.R. Grace & Co.
GRA
$29M 0.81%
+419,335
New +$28.2M
UFS
10
DELISTED
DOMTAR CORPORATION (New)
UFS
$28.9M 0.81%
+529,883
New +$25.6M
NUAN
11
DELISTED
Nuance Communications, Inc.
NUAN
$28M 0.79%
+513,485
New +$27.1M
LMNX
12
DELISTED
Luminex Corp
LMNX
$27.5M 0.77%
+746,560
New +$27.1M
NAV
13
DELISTED
Navistar International
NAV
$27.4M 0.77%
614,797
+356,927
+138% +$15.8M
WRI
14
DELISTED
Weingarten Realty Investors
WRI
$27.3M 0.77%
+852,342
New +$26.9M
VER
15
DELISTED
VEREIT, Inc.
VER
$27.2M 0.76%
+592,270
New +$26.8M
CNST
16
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
$27.1M 0.76%
+800,443
New +$20.4M
PRAH
17
DELISTED
PRA Health Sciences, Inc.
PRAH
$26.7M 0.75%
161,855
-15,497
-9% -$2.59M
SPWH icon
18
Sportsman's Warehouse
SPWH
$43.7M
$26M 0.73%
1,464,655
+63,690
+5% +$1.13M
COHR
19
DELISTED
Coherent Inc
COHR
$25.6M 0.72%
96,843
-13,886
-13% -$3.65M
TXNM
20
TXNM Energy Inc
TXNM
$6.47B
$24.8M 0.7%
507,896
+18,943
+4% +$932K
ATH
21
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$23.8M 0.67%
355,888
-48,667
-12% -$2.93M
WBT
22
DELISTED
Welbilt, Inc.
WBT
$23.4M 0.66%
+1,011,193
New +$21.5M
ALXN
23
DELISTED
Alexion Pharmaceuticals
ALXN
$22.6M 0.63%
122,883
-58
-0% -$9.96K
XLNX
24
DELISTED
Xilinx Inc
XLNX
$22.3M 0.63%
154,657
+2,536
+2% +$322K
PFPT
25
DELISTED
Proofpoint, Inc.
PFPT
$21M 0.59%
+121,288
New +$19.7M
1
2 3 4 5

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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.