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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
PNTM
476
DELISTED
Pontem Corporation
PNTM
$600K 0.02%
61,820
-52,998
-46% -$514K
TMTSW
477
DELISTED
Spartacus Acquisition Corporation Warrant
TMTSW
$600K 0.02%
375,000
– –
VHAQ
478
DELISTED
Viveon Health Acquisition Corp.
VHAQ
$599K 0.02%
60,000
– –
CLIM
479
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
$594K 0.02%
60,750
-61,245
-50% -$597K
ASZ
480
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$584K 0.02%
59,890
-10,110
-14% -$98.3K
GBTG icon
481
American Express Global Business Travel
GBTG
$4.92B
$583K 0.02%
59,700
-66,669
-53% -$650K
CVII
482
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$582K 0.02%
+59,830
New +$582K
AAC
483
DELISTED
Ares Acquisition Corporation
AAC
$582K 0.02%
59,710
-51,845
-46% -$505K
HMCO
484
DELISTED
HumanCo Acquisition Corp. Class A Common Stock
HMCO
$580K 0.02%
58,617
+7,132
+14% +$69.5K
PSPC
485
DELISTED
Post Holdings Partnering Corporation
PSPC
$579K 0.02%
+60,110
New +$582K
QFTA
486
DELISTED
Quantum FinTech Acquisition Corporation
QFTA
$576K 0.02%
+58,470
New +$571K
MLAC
487
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$576K 0.02%
57,927
-211,766
-79% -$2.1M
PICC
488
DELISTED
Pivotal Investment Corporation III
PICC
$569K 0.02%
58,470
-62,525
-52% -$608K
ATAQ
489
DELISTED
Altimar Acquisition Corp III
ATAQ
$568K 0.02%
58,320
+8,320
+17% +$81.1K
REVB icon
490
Revelation Biosciences
REVB
$4.06M
– –
0
– –
ICU icon
491
SeaStar Medical
ICU
$13.7M
$564K 0.02%
225
+10
+5% +$24.8K
PRST
492
DELISTED
Presto Technologies, Inc. Common Stock
PRST
$564K 0.02%
+56,480
New +$561K
NRAC
493
DELISTED
Northern Revival Acquisition Corporation Class A Ordinary Share
NRAC
$563K 0.02%
58,030
-110,040
-65% -$1.07M
OTEC
494
DELISTED
OceanTech Acquisitions I Corp. Class A Common Stock
OTEC
$563K 0.02%
+57,010
New +$562K
COVA
495
DELISTED
COVA Acquisition Corp. Class A Ordinary Share
COVA
$563K 0.02%
58,028
+4,930
+9% +$47.7K
KAHC
496
DELISTED
KKR Acquisition Holdings I Corp.
KAHC
$563K 0.02%
+57,730
New +$562K
JWSM
497
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
$561K 0.02%
57,430
-12,570
-18% -$123K
FVT
498
DELISTED
Fortress Value Acquisition Corp. III
FVT
$560K 0.02%
57,430
-3,770
-6% -$36.8K
TSPQ
499
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
$559K 0.02%
+57,110
New +$553K
TMPO
500
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
$555K 0.02%
+56,010
New +$554K
18 19
20
21 22

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JWBC
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CIS
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EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.