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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
+4.68%
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
$3.49B
AUM Growth
-$70.7M
Cap. Flow
-$1.28B
Cap. Flow %
-36.75%
Top 10 Hldgs %
13.53%
Holding
1,443
New
333
Increased
151
Reduced
166
Closed
276

Top Buys

Rank Stock Value
1
ISBC
Investors Bancorp, Inc.
ISBC
+$49.4M
2
SAFM
Sanderson Farms Inc
SAFM
+$39.9M
3
CVA
Covanta Holding Corporation
CVA
+$28.1M
4
CSOD
Cornerstone OnDemand, Inc.
CSOD
+$27.5M
5
INOV
Inovalon Holdings, Inc. Class A Common Stock
INOV
+$27.5M

Top Sells

Rank Stock Value
1
MXIM
Maxim Integrated Products
MXIM
+$37.3M
2
CTRA
Coterra Energy
CTRA
+$31.6M
3
WTW icon
Willis Towers Watson
WTW
+$30.1M
4
GRA
W.R. Grace & Co.
GRA
+$29M
5
LMNX
Luminex Corp
LMNX
+$27.5M

Sector Composition

Rank Sector Weight
1 Financials 18.03%
2 Healthcare 4.75%
3 Industrials 4.33%
4 Technology 3.48%
5 Materials 2.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LFLY
351
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$988K 0.03%
4,947
– –
BIOT
352
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
$985K 0.03%
101,148
+12,283
+14% +$119K
HPLTU
353
DELISTED
Home Plate Acquisition Corporation Unit
HPLTU
$985K 0.03%
+99,881
New +$985K
SPKB
354
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$980K 0.03%
+100,000
New +$973K
MAQC
355
DELISTED
Maquia Capital Acquisition Corporation Class A Common Stock
MAQC
$977K 0.03%
+97,700
New +$969K
OPAL icon
356
OPAL Fuels
OPAL
$67.7M
$976K 0.03%
100,000
– –
VAQC
357
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$975K 0.03%
100,000
– –
BRIV
358
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$975K 0.03%
+100,512
New +$970K
FRGE
359
DELISTED
Forge Global Holdings
FRGE
$974K 0.03%
6,557
+781
+14% +$114K
DISA
360
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$971K 0.03%
99,999
– –
GLSPU
361
DELISTED
Global SPAC Partners Co. Unit
GLSPU
$970K 0.03%
95,000
-55,000
-37% -$558K
EBAC
362
DELISTED
European Biotech Acquisition Corp. Class A Ordinary Shares
EBAC
$969K 0.03%
100,208
+56,210
+128% +$544K
BENE
363
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
$969K 0.03%
96,145
+46,418
+93% +$465K
CHPM
364
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
$968K 0.03%
96,580
– –
BTAQ
365
DELISTED
Burgundy Technology Acquisition Corporation Class A Ordinary shares
BTAQ
$968K 0.03%
97,280
-34,387
-26% -$340K
TIOA
366
DELISTED
Tio Tech A Class A Ordinary Share
TIOA
$967K 0.03%
+99,796
New +$969K
FINM
367
DELISTED
Marlin Technology Corporation Class A Ordinary Share
FINM
$967K 0.03%
99,028
+55,813
+129% +$541K
RBAC
368
DELISTED
RedBall Acquisition Corp.
RBAC
$964K 0.03%
97,940
-40,497
-29% -$396K
SCVX
369
DELISTED
SCVX Corp.
SCVX
$964K 0.03%
97,050
– –
ETAC
370
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
$963K 0.03%
98,080
-109,998
-53% -$1.07M
RKTA
371
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$962K 0.03%
+98,450
New +$956K
MSAC
372
DELISTED
Medicus Sciences Acquisition Corp. Class A Ordinary Share
MSAC
$962K 0.03%
98,630
+43,490
+79% +$419K
HLMNW
373
DELISTED
Hillman Solutions Corp. Warrant
HLMNW
$958K 0.03%
330,462
-86,203
-21% -$262K
CHAA
374
DELISTED
Catcha Investment Corp
CHAA
$957K 0.03%
98,198
+48,200
+96% +$467K
LCA
375
DELISTED
Landcadia Holdings IV, Inc. Class A Common Stock
LCA
$955K 0.03%
+98,100
New +$954K
13 14
15
16 17

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JWBC
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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 Q3 2021 Portfolio in Review

As of Q3 2021, AQR Arbitrage held 1,443 positions worth $3.49B, down 2% from $3.56B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Arbitrage withdrew a net $1.28B in Q3 2021, closing 276 positions and reducing 166 holdings. Its most notable exit was Maxim Integrated Products, an estimated $37.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 15% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, AQR Arbitrage opened a new position in Investors Bancorp, Inc. worth $53.5M.

  • AQR Arbitrage's largest Q3 2021 buy was Investors Bancorp, Inc.: 3,543,748 shares worth $53.5M.
  • AQR Arbitrage added most to First Midwest Bancorp Inc/IL in Q3 2021, an estimated $10.6M increase.
  • AQR Arbitrage's biggest Q3 2021 reduction was Atlantic Coastal Acquisition Corp. Class A Common Stock, cutting an estimated $8.05M.
  • AQR Arbitrage fully exited Maxim Integrated Products in Q3 2021, selling an estimated $37.3M.
  • AQR Arbitrage's ten largest holdings make up 14% of its $3.49B portfolio in Q3 2021.
  • AQR Arbitrage opened 333 new positions and closed 276 in Q3 2021.
  • AQR Arbitrage's portfolio value fell 2% quarter-over-quarter to $3.49B.

Based on AQR Arbitrage's 13F filing for Q3 2021, filed 15 Nov 2021.