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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
ADOC
451
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$681K 0.02%
67,210
+4,900
+8% +$49.4K
PAQC
452
DELISTED
Provident Acquisition Corp. Class A Ordinary Shares
PAQC
$679K 0.02%
69,614
-31,384
-31% -$304K
LGAC
453
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
$678K 0.02%
69,650
+19,650
+39% +$191K
FVIV
454
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
$674K 0.02%
69,206
-290,282
-81% -$2.83M
MBAC.WS
455
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$670K 0.02%
+499,999
New +$560K
PV
456
DELISTED
Primavera Capital Acquisition Corporation
PV
$669K 0.02%
68,570
-41,000
-37% -$397K
GSQB
457
DELISTED
G Squared Ascend II Inc.
GSQB
$668K 0.02%
+68,346
New +$666K
EQD
458
DELISTED
Equity Distribution Acquisition Corp.
EQD
$667K 0.02%
67,940
-220,198
-76% -$2.16M
AVAN
459
DELISTED
Avanti Acquisition Corp.
AVAN
$665K 0.02%
67,900
-70,000
-51% -$682K
BNIXU
460
DELISTED
Bannix Acquisition Corp. Unit
BNIXU
$665K 0.02%
+64,922
New +$662K
ADER
461
DELISTED
26 Capital Acquisition Corp
ADER
$663K 0.02%
68,200
-105,039
-61% -$1.02M
CRHC
462
DELISTED
Cohn Robbins Holdings Corp.
CRHC
$663K 0.02%
67,550
-64,387
-49% -$632K
SNRH
463
DELISTED
Senior Connect Acquisition Corp. I Class A Common Stock
SNRH
$661K 0.02%
67,660
-43,000
-39% -$417K
HGAS
464
DELISTED
Global Gas Corporation Class A Common Stock
HGAS
$656K 0.02%
66,308
+10,822
+20% +$106K
LHC
465
DELISTED
Leo Holdings Corp. II
LHC
$651K 0.02%
66,870
-49,996
-43% -$485K
ZFOX
466
DELISTED
ZeroFox Holdings, Inc. Common Stock
ZFOX
$636K 0.02%
63,610
-80,000
-56% -$797K
NAAC
467
DELISTED
North Atlantic Acquisition Corporation Class A Ordinary Share
NAAC
$636K 0.02%
65,180
-52,998
-45% -$515K
ISLE
468
DELISTED
Isleworth Healthcare Acquisition Corporation Common stock
ISLE
$636K 0.02%
64,717
-108,529
-63% -$1.06M
HERA
469
DELISTED
FTAC Hera Acquisition Corp. Class A Ordinary Shares
HERA
$631K 0.02%
64,764
-35,232
-35% -$343K
SCOA
470
DELISTED
ScION Tech Growth I Class A Ordinary Shares
SCOA
$630K 0.02%
64,780
-99,200
-60% -$966K
PRPB
471
DELISTED
CC Neuberger Principal Holdings II Class A Ordinary Shares
PRPB
$629K 0.02%
64,078
-122,587
-66% -$1.2M
EUSG
472
DELISTED
European Sustainable Growth Acquisition Corp. Class A Ordinary Shares
EUSG
$627K 0.02%
63,200
+47,000
+290% +$461K
VTIQ
473
DELISTED
VectoIQ Acquisition Corp. II Class A Common Stock
VTIQ
$626K 0.02%
64,517
-78,483
-55% -$765K
WPCB
474
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$616K 0.02%
+62,950
New +$615K
MACU
475
DELISTED
Mallard Acquisition Corp. Common stock
MACU
$602K 0.02%
+60,390
New +$598K
17 18
19
20 21

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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.