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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
FZT
551
DELISTED
FAST Acquisition Corp. II
FZT
$465K 0.01%
47,900
-102,100
-68% -$992K
FST.WS
552
DELISTED
FAST Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FST.WS
$462K 0.01%
77,725
-285,342
-79% -$1.21M
MACQ
553
DELISTED
MCAP Acquisition Corporation Class A Common Stock
MACQ
$461K 0.01%
46,754
-105,245
-69% -$1.03M
HTOOW
554
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$459K 0.01%
124,988
– –
GRCY
555
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$446K 0.01%
43,886
– –
CMPOW
556
DELISTED
CompoSecure Inc Warrant
CMPOW
$443K 0.01%
275,000
– –
PAEWW
557
DELISTED
PAE Incorporated Warrants
PAEWW
$435K 0.01%
324,608
– –
GGPIW
558
DELISTED
Gores Guggenheim, Inc. Warrant
GGPIW
$416K 0.01%
199,999
– –
LFLYW
559
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$412K 0.01%
349,563
– –
GAPA
560
DELISTED
G&P Acquisition Corp.
GAPA
$412K 0.01%
41,766
-458,232
-92% -$4.47M
CND.WS
561
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
$410K 0.01%
231,666
– –
YTPG
562
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$406K 0.01%
41,500
– –
ITACW
563
DELISTED
Industrial Tech Acquisitions, Inc. Warrant
ITACW
$405K 0.01%
375,000
– –
OTMOW
564
DELISTED
Otonomo Technologies Ltd. Warrant
OTMOW
$399K 0.01%
+498,700
New +$484K
LOCL icon
565
Local Bounti
LOCL
$24.6M
$398K 0.01%
3,077
-769
-20% -$99K
AKA icon
566
a.k.a. Brands
AKA
$119M
$397K 0.01%
+3,863
New +$442K
GTPBU
567
DELISTED
Gores Technology Partners II, Inc. Units
GTPBU
$395K 0.01%
+39,900
New +$400K
PRDS
568
DELISTED
Pardes Biosciences, Inc. Common Stock
PRDS
$387K 0.01%
38,900
-11,100
-22% -$110K
LEGA
569
DELISTED
Lead Edge Growth Opportunities, Ltd Class A Ordinary Shares
LEGA
$383K 0.01%
+39,700
New +$386K
SVFB
570
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
$381K 0.01%
38,808
– –
NVSAU
571
DELISTED
New Vista Acquisition Corp Unit
NVSAU
$379K 0.01%
38,000
– –
LAAA
572
DELISTED
Lakeshore Acquisition I Corp. Ordinary Shares
LAAA
$366K 0.01%
+37,500
New +$364K
ARYD
573
DELISTED
ARYA Sciences Acquisition Corp IV Class A Odinary Shares
ARYD
$362K 0.01%
36,000
– –
AUR icon
574
Aurora
AUR
$12.2B
$358K 0.01%
+36,051
New +$356K
BTNB
575
DELISTED
Bridgetown 2 Holdings Limited Class A Ordinary Shares
BTNB
$357K 0.01%
36,000
– –
21 22
23
24 25

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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.