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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
LITT
76
DELISTED
Logistics Innovation Technologies Corp. Class A Common Stock
LITT
$4.89M 0.14%
+507,235
New +$4.92M
PARA
77
DELISTED
Paramount Global Class B
PARA
$4.76M 0.14%
120,446
– –
ALPAU
78
DELISTED
Alpha Healthcare Acquisition Corp III Units
ALPAU
$4.46M 0.13%
+450,000
New +$4.47M
RVACU
79
DELISTED
Riverview Acquisition Corp. Unit
RVACU
$4.45M 0.13%
+449,000
New +$4.45M
IPAXU
80
DELISTED
Inflection Point Acquisition Corp. Units
IPAXU
$4.44M 0.13%
+449,083
New +$4.43M
JAQCU
81
DELISTED
Jupiter Acquisition Corporation Units
JAQCU
$4.42M 0.13%
+450,000
New +$4.41M
SHQA
82
DELISTED
Shelter Acquisition Corporation I Class A Common Stock
SHQA
$4.41M 0.13%
+453,987
New +$4.41M
FICVU
83
DELISTED
Frontier Investment Corp Units
FICVU
$4.39M 0.13%
+447,340
New +$4.43M
ILMN icon
84
Illumina
ILMN
$29.4B
$4.29M 0.12%
10,867
-2,674
-20% -$1.23M
SWAGU
85
DELISTED
Software Acquisition Group Inc. III Unit
SWAGU
$4.04M 0.12%
+400,000
New +$4.02M
MNR
86
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.98M 0.11%
213,176
– –
TPBAU
87
DELISTED
TPB Acquisition Corporation I Unit
TPBAU
$3.94M 0.11%
+400,000
New +$3.99M
LOCC.U
88
DELISTED
Live Oak Crestview Climate Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-third of one warrant
LOCC.U
$3.92M 0.11%
+399,522
New +$3.93M
NGC
89
DELISTED
Northern Genesis Acquisition Corp. III
NGC
$3.82M 0.11%
+393,004
New +$3.84M
DRAY
90
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
$3.78M 0.11%
+384,576
New +$3.76M
AFTR.U
91
DELISTED
AfterNext HealthTech Acquisition Corp Units
AFTR.U
$3.73M 0.11%
+375,000
New +$3.72M
PLMJU
92
DELISTED
Plum Acquisition Corp. III Unit
PLMJU
$3.71M 0.11%
+375,000
New +$3.72M
SKYA
93
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$3.62M 0.1%
+374,998
New +$3.62M
KCGI.U
94
DELISTED
Kensington Capital Acquisition Corp. V Units, each consisting of one Class A ordinary share and three-fourths of one redeemable warrant
KCGI.U
$3.57M 0.1%
+350,000
New +$3.54M
CIIGU
95
DELISTED
CIIG Capital Partners II, Inc. Unit
CIIGU
$3.52M 0.1%
+349,575
New +$3.52M
GPGI
96
GPGI Inc
GPGI
$4.06B
$3.52M 0.1%
418,744
+16,362
+4% +$137K
VCXAU
97
DELISTED
10X Capital Venture Acquisition Corp II Unit
VCXAU
$3.48M 0.1%
+350,000
New +$3.49M
TRTL.U
98
DELISTED
TortoiseEcofin Acquisition Corp. III Units each consisting of one Class A Ordinary Share, and one-fourth of one redeemable warrant
TRTL.U
$3.46M 0.1%
+347,280
New +$3.46M
TRON
99
DELISTED
Corner Growth Acquisition Corp. 2 Class A Ordinary Share
TRON
$3.45M 0.1%
+349,998
New +$3.43M
YSAC
100
DELISTED
Yellowstone Acquisition Company
YSAC
$3.45M 0.1%
339,701
-5,000
-1% -$50.4K
2 3
4
5 6

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

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.