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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
SHPW
501
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$554K 0.02%
+6,866
New +$548K
MEKA
502
DELISTED
MELI Kaszek Pioneer Corp Class A Ordinary Shares
MEKA
$553K 0.02%
+50,000
New +$555K
CPUH
503
DELISTED
Compute Health Acquisition Corp.
CPUH
$552K 0.02%
56,530
-113,147
-67% -$1.1M
KIII
504
DELISTED
Kismet Acquisition Three Corp. Class A Ordinary Shares
KIII
$552K 0.02%
56,648
+16,652
+42% +$161K
HIII
505
DELISTED
Hudson Executive Investment Corp. III Class A Common Stock
HIII
$549K 0.02%
56,380
-89,445
-61% -$870K
SLAM
506
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$546K 0.02%
55,990
+17,990
+47% +$175K
ACAH
507
DELISTED
Atlantic Coastal Acquisition Corp. Class A Common Stock
ACAH
$546K 0.02%
56,340
-832,653
-94% -$8.05M
CLAA
508
DELISTED
Colonnade Acquisition Corp. II
CLAA
$543K 0.02%
55,534
+4,839
+10% +$47.2K
BETR icon
509
Better Home & Finance Holding
BETR
$421M
$540K 0.02%
1,086
– –
NDAC
510
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
$536K 0.02%
+54,825
New +$534K
PMGM
511
DELISTED
Priveterra Acquisition Corp. II Class A Common Stock
PMGM
$533K 0.02%
54,100
-159,090
-75% -$1.55M
UHG
512
DELISTED
United Homes Group
UHG
$528K 0.02%
54,270
-69,826
-56% -$677K
SDAC
513
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$526K 0.02%
53,930
-66,768
-55% -$648K
FRXB
514
DELISTED
Forest Road Acquisition Corp. II
FRXB
$525K 0.02%
53,805
-68,190
-56% -$663K
PAFOU
515
DELISTED
Pacifico Acquisition Corp. Units
PAFOU
$507K 0.01%
+49,940
New +$504K
FTEV
516
DELISTED
FinTech Evolution Acquisition Group
FTEV
$506K 0.01%
52,220
+12,221
+31% +$118K
ACII
517
DELISTED
Atlas Crest Investment Corp. II
ACII
$502K 0.01%
51,482
-105,977
-67% -$1.03M
RGTI icon
518
Rigetti Computing
RGTI
$5.2B
$500K 0.01%
+51,343
New +$499K
DLCA
519
DELISTED
Deep Lake Capital Acquisition Corp. Class A Ordinary Shares
DLCA
$500K 0.01%
51,330
+8,619
+20% +$83.5K
IGNYU
520
DELISTED
Ignyte Acquisition Corp. Unit
IGNYU
$500K 0.01%
50,000
– –
MAACW
521
DELISTED
Montes Archimedes Acquisition Corp. Warrant
MAACW
$499K 0.01%
335,000
– –
TBCP
522
DELISTED
Thunder Bridge Capital Partners III Inc. Class A Common Stock
TBCP
$496K 0.01%
50,812
-90,715
-64% -$881K
ARYE
523
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$494K 0.01%
+50,000
New +$497K
FSNB
524
DELISTED
Fusion Acquisition Corp. II
FSNB
$491K 0.01%
50,600
-71,395
-59% -$691K
DGNU
525
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
$490K 0.01%
50,000
– –
19 20
21
22 23

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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.