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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
AGGR
376
DELISTED
Agile Growth Corp
AGGR
$955K 0.03%
98,298
+48,300
+97% +$467K
LMACA
377
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
$952K 0.03%
94,412
– –
QNGY
378
DELISTED
Quanergy Systems, Inc.
QNGY
$952K 0.03%
4,777
– –
IIAC
379
DELISTED
Investindustrial Acquisition Corp.
IIAC
$952K 0.03%
95,852
-9,868
-9% -$97.7K
WPCA
380
DELISTED
Warburg Pincus Capital Corporation I-A
WPCA
$944K 0.03%
+96,180
New +$939K
CNM icon
381
Core & Main
CNM
$8.13B
$934K 0.03%
+35,640
New +$948K
PMVC
382
DELISTED
PMV Consumer Acquisition Corp.
PMVC
$929K 0.03%
94,650
-40,000
-30% -$390K
LJAQ
383
DELISTED
LightJump Acquisition Corporation Common Stock
LJAQ
$925K 0.03%
93,950
+33,120
+54% +$324K
GSAQ
384
DELISTED
Global Synergy Acquisition Corp. Class A Ordinary Shares
GSAQ
$924K 0.03%
94,300
+42,172
+81% +$411K
IPOD
385
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
$911K 0.03%
+90,000
New +$907K
NMMC
386
DELISTED
North Mountain Merger Corp. Class A Common Stock
NMMC
$909K 0.03%
92,865
-5,200
-5% -$50.7K
QDRO
387
DELISTED
Quadro Acquisition One Corp. Class A Ordinary Shares
QDRO
$908K 0.03%
93,400
+48,400
+108% +$470K
CFIV
388
DELISTED
CF Acquisition Corp. IV Class A common stock
CFIV
$897K 0.03%
92,139
-139,498
-60% -$1.35M
SDST
389
Stardust Power Inc
SDST
$15.7M
$886K 0.03%
9,134
+5,034
+123% +$489K
IMPX
390
DELISTED
AEA-Bridges Impact Corp
IMPX
$882K 0.03%
90,199
-35,000
-28% -$341K
HCAR
391
DELISTED
Healthcare Services Acquisition Corporation Class A Common Stock
HCAR
$881K 0.03%
90,570
+21,830
+32% +$211K
SPWR icon
392
SunPower Inc
SPWR
$81.2M
$875K 0.03%
89,890
+51,890
+137% +$503K
IACC
393
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
$875K 0.03%
89,609
+2,609
+3% +$25.4K
EJFA
394
DELISTED
EJF Acquisition Corp. Class A Ordinary Share
EJFA
$863K 0.02%
87,547
+48,550
+124% +$472K
DSAC
395
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
$861K 0.02%
88,090
-16,162
-16% -$157K
ITQ
396
DELISTED
Itiquira Acquisition Corp. Class A Ordinary Shares
ITQ
$853K 0.02%
87,450
+45,850
+110% +$443K
PSQH icon
397
PSQ Holdings
PSQH
$10.2M
$849K 0.02%
+5,854
New +$846K
TCAC
398
DELISTED
Tuatara Capital Acquisition Corporation Class A Ordinary Shares
TCAC
$843K 0.02%
86,650
+48,650
+128% +$471K
HZON
399
DELISTED
Horizon Acquisition Corporation II
HZON
$842K 0.02%
85,920
+21,533
+33% +$210K
ABX
400
Abacus Global Management
ABX
$996M
$837K 0.02%
85,090
-21,292
-20% -$208K
14 15
16
17 18

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JWBC
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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.