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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
MVLA
401
DELISTED
Movella Holdings Inc. Common Stock
MVLA
$836K 0.02%
84,635
+46,640
+123% +$459K
EUCR
402
DELISTED
Eucrates Biomedical Acquisition Corp. Ordinary Shares
EUCR
$833K 0.02%
85,153
+4,453
+6% +$43.4K
LDHA
403
DELISTED
LDH Growth Corp I Class A Ordinary Shares
LDHA
$832K 0.02%
+85,095
New +$828K
XBP icon
404
XBP Global Holdings
XBP
$41.2M
$826K 0.02%
8,282
-21,718
-72% -$2.14M
LDTC
405
DELISTED
LeddarTech
LDTC
$821K 0.02%
168,160
-61,536
-27% -$298K
IGICW
406
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$820K 0.02%
+1,050,986
New +$973K
CONX
407
DELISTED
CONX Corp. Class A Common Stock
CONX
$818K 0.02%
83,440
-72,890
-47% -$714K
ALTI icon
408
AlTi Global
ALTI
$390M
$803K 0.02%
81,330
-70,809
-47% -$687K
GFX
409
DELISTED
Golden Falcon Acquisition Corp.
GFX
$802K 0.02%
82,280
-27,650
-25% -$268K
HPX
410
DELISTED
HPX Corp.
HPX
$797K 0.02%
81,006
-39,900
-33% -$391K
PRBM.U
411
DELISTED
Parabellum Acquisition Corp. Units, each consisting of one share of Class A common stock and three-quarters of one redeemable warrant
PRBM.U
$797K 0.02%
+79,904
New +$797K
SST icon
412
System1
SST
$15.5M
$786K 0.02%
7,932
+4,166
+111% +$412K
GWH icon
413
ESS Tech
GWH
$22.2M
$782K 0.02%
5,221
-333
-6% -$49.6K
SCOB
414
DELISTED
ScION Tech Growth II Class A Ordinary Shares
SCOB
$779K 0.02%
79,855
+29,857
+60% +$290K
HAAC
415
DELISTED
Health Assurance Acquisition Corp. Class A Common Stock
HAAC
$778K 0.02%
79,520
+49,520
+165% +$485K
GMBT
416
DELISTED
Pivotal Holdings Corp Class A Ordinary Share
GMBT
$776K 0.02%
78,599
+32,495
+70% +$318K
FOXO
417
DELISTED
FOXO TECHNOLOGIES INC A
FOXO
$768K 0.02%
391
-201
-34% -$392K
RMGC
418
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$768K 0.02%
78,900
-60,900
-44% -$592K
NOVVU
419
DELISTED
Nova Vision Acquisition Corp. Unit
NOVVU
$767K 0.02%
+75,000
New +$761K
BOAC
420
DELISTED
Bluescape Opportunities Acquisition Corp.
BOAC
$765K 0.02%
78,050
+13,663
+21% +$134K
OXUSU
421
DELISTED
Oxus Acquisition Corp. Unit
OXUSU
$762K 0.02%
+74,847
New +$756K
PIPP
422
DELISTED
Pine Island Acquisition Corp.
PIPP
$760K 0.02%
77,900
-24,971
-24% -$243K
REVEU
423
DELISTED
Alpine Acquisition Corp Unit
REVEU
$755K 0.02%
+74,908
New +$754K
FCAX
424
DELISTED
Fortress Capital Acquisition Corp.
FCAX
$751K 0.02%
76,810
+23,815
+45% +$232K
ABGI
425
DELISTED
ABG Acquisition Corp. I
ABGI
$747K 0.02%
76,700
+34,700
+83% +$338K
15 16
17
18 19

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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.