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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
CORS.U
101
DELISTED
Corsair Partnering Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CORS.U
$3.4M 0.1%
+350,000
New +$3.49M
MTAL.U
102
DELISTED
Metals Acquisition Corp Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
MTAL.U
$3.22M 0.09%
+325,000
New +$3.22M
FWAC
103
DELISTED
Fifth Wall Acquisition Corp. III Class A Ordinary Shares
FWAC
$3.19M 0.09%
325,000
– –
IRAA
104
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
$3.17M 0.09%
326,592
+1,600
+0.5% +$15.5K
CLOEU
105
DELISTED
Clover Leaf Capital Corp. Unit
CLOEU
$3.11M 0.09%
+300,000
New +$3.06M
OCA
106
DELISTED
Omnichannel Acquisition Corp.
OCA
$3.09M 0.09%
311,957
+32,719
+12% +$322K
GIA.U
107
DELISTED
GigCapital 5, Inc. Units, each consisting of one share of common stock and one whole redeemable warrant
GIA.U
$3.08M 0.09%
+299,642
New +$3.06M
GSDWU
108
DELISTED
Global Systems Dynamics, Inc. Unit
GSDWU
$3.06M 0.09%
+300,000
New +$3.02M
DCRDU
109
DELISTED
Decarbonization Plus Acquisition Corporation IV Unit
DCRDU
$3.04M 0.09%
+300,000
New +$3.02M
FLYA.U
110
DELISTED
SOAR Technology Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
FLYA.U
$3.04M 0.09%
+299,382
New +$3.04M
DTRTU
111
DELISTED
DTRT Health Acquisition Corp. Unit
DTRTU
$3.02M 0.09%
+299,633
New +$3.02M
CENQU
112
DELISTED
CENAQ Energy Corp. Unit
CENQU
$3.02M 0.09%
+300,000
New +$2.99M
WQGA.U
113
DELISTED
World Quantum Growth Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant to acquire one Class A ordinary share
WQGA.U
$3.02M 0.09%
+300,000
New +$3M
BLNGU
114
DELISTED
Belong Acquisition Corp. Units
BLNGU
$2.99M 0.09%
+300,000
New +$2.97M
COCH icon
115
Envoy Medical
COCH
$51M
$2.99M 0.09%
308,576
+58,580
+23% +$567K
FTVI
116
DELISTED
FinTech Acquisition Corp. VI Class A Common Stock
FTVI
$2.99M 0.09%
+299,993
New +$2.92M
AMCIU
117
DELISTED
AMCI Acquisition Corp II Units
AMCIU
$2.98M 0.09%
+300,000
New +$2.96M
SLVRU
118
DELISTED
SilverSPAC Inc. Unit
SLVRU
$2.97M 0.09%
+299,391
New +$2.96M
CCAIU
119
DELISTED
Cascadia Acquisition Corp. Unit
CCAIU
$2.96M 0.08%
+299,634
New +$2.96M
ZLSWU
120
DELISTED
Zalatoris II Acquisition Corp Unit
ZLSWU
$2.95M 0.08%
+300,000
New +$2.96M
BWCAU
121
DELISTED
Blue Whale Acquisition Corp I Unit
BWCAU
$2.94M 0.08%
+295,907
New +$2.96M
ACBI
122
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$2.91M 0.08%
+109,918
New +$2.68M
PONOU
123
DELISTED
Pono Capital Corp Unit
PONOU
$2.91M 0.08%
+285,000
New +$2.87M
ARBG
124
DELISTED
Aequi Acquisition Corp
ARBG
$2.82M 0.08%
289,409
– –
BSLK
125
DELISTED
Bolt Projects Holdings
BSLK
$2.81M 0.08%
14,358
-17,397
-55% -$3.38M
3 4
5
6 7

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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
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.