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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
XENT
51
DELISTED
Intersect ENT, Inc
XENT
$9.85M 0.28%
+361,999
New +$8.95M
GNOG
52
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$9.65M 0.28%
+555,397
New +$9.31M
ZTAQU
53
DELISTED
Zimmer Energy Transition Acquisition Corp. Units
ZTAQU
$8.96M 0.26%
900,000
– –
ACRO.U
54
DELISTED
Acropolis Infrastructure Acquisition Corp Units
ACRO.U
$8.45M 0.24%
+846,990
New +$8.44M
RAVN
55
DELISTED
Raven Industries Inc
RAVN
$8.24M 0.24%
143,029
+74,651
+109% +$4.33M
ANAT
56
DELISTED
American National Group, Inc. Common Stock
ANAT
$8.12M 0.23%
+42,929
New +$7.63M
QADA
57
DELISTED
QAD Inc.
QADA
$8.05M 0.23%
92,106
+69,733
+312% +$6.07M
CNDA.U
58
DELISTED
Concord Acquisition Corp II Units, each consisting of one share of Class A Common Stock and one-third of one Warrant
CNDA.U
$7.08M 0.2%
+710,107
New +$7.03M
XLRN
59
DELISTED
Acceleron Pharma
XLRN
$7.08M 0.2%
+41,122
New +$5.38M
THCPU
60
DELISTED
Thunder Bridge Capital Partners IV, Inc. Unit
THCPU
$6.96M 0.2%
706,800
+56,800
+9% +$562K
MX icon
61
Magnachip Semiconductor
MX
$128M
$6.89M 0.2%
388,225
– –
EBSB
62
DELISTED
Meridian Bancorp, Inc.
EBSB
$6.68M 0.19%
321,583
+108,904
+51% +$2.17M
GWB
63
DELISTED
Great Western Bancorp, Inc.
GWB
$6.59M 0.19%
+201,328
New +$6.2M
STFC
64
DELISTED
State Auto Financial Corp
STFC
$6.45M 0.18%
+126,546
New +$5.99M
VNE
65
DELISTED
Veoneer, Inc.
VNE
$6.38M 0.18%
+187,407
New +$5.96M
HWELU
66
DELISTED
Healthwell Acquisition Corp. I Unit
HWELU
$5.9M 0.17%
+600,000
New +$5.94M
CMO
67
DELISTED
Capstead Mortgage Corp.
CMO
$5.84M 0.17%
+872,942
New +$5.72M
TWCBU
68
DELISTED
Bilander Acquisition Corp. Unit
TWCBU
$5.46M 0.16%
+547,280
New +$5.42M
BSKYU
69
DELISTED
Big Sky Growth Partners, Inc. Unit
BSKYU
$5.28M 0.15%
528,764
– –
RPAI
70
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$5.22M 0.15%
+405,338
New +$5.06M
WRAC.U
71
DELISTED
Williams Rowland Acquisition Corp. Units, each consisting of one share of common stock and one-half of one redeemable warrant
WRAC.U
$5.08M 0.15%
+500,000
New +$5.01M
ARTEU
72
DELISTED
Artemis Strategic Investment Corporation Unit
ARTEU
$5.01M 0.14%
+499,404
New +$5.01M
ALTA
73
DELISTED
Altabancorp
ALTA
$4.96M 0.14%
112,223
+14,744
+15% +$611K
APMIU
74
DELISTED
AxonPrime Infrastructure Acquisition Corporation Unit
APMIU
$4.95M 0.14%
+500,000
New +$4.93M
TSPQ.U
75
DELISTED
TCW Special Purpose Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TSPQ.U
$4.89M 0.14%
496,698
– –
1 2
3
4 5

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JWBC
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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.