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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
NKGN
126
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$2.79M 0.08%
+287,640
New +$2.8M
AACIU
127
DELISTED
Armada Acquisition Corp. I Unit
AACIU
$2.74M 0.08%
+275,000
New +$2.72M
BMTC
128
DELISTED
Bryn Mawr Bank Corp
BMTC
$2.71M 0.08%
59,017
+3,786
+7% +$153K
OSI
129
DELISTED
Osiris Acquisition Corp.
OSI
$2.67M 0.08%
+271,840
New +$2.63M
NBST
130
DELISTED
Newbury Street Acquisition Corporation Common Stock
NBST
$2.6M 0.07%
267,650
+43,650
+19% +$421K
RCHG
131
DELISTED
Recharge Acquisition Corp. Class A Common Stock
RCHG
$2.59M 0.07%
262,047
-24,399
-9% -$240K
RMCO icon
132
Royalty Management
RMCO
$34.9M
$2.58M 0.07%
261,004
+1,004
+0.4% +$9.95K
GTS
133
DELISTED
Triple-S Management Corporation
GTS
$2.57M 0.07%
+72,760
New +$2.08M
ARTA
134
DELISTED
Artisan Acquisition Corp. Class A Ordinary Shares
ARTA
$2.57M 0.07%
+258,809
New +$2.52M
GLHA
135
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
$2.54M 0.07%
260,268
+60,270
+30% +$582K
AHPAU
136
DELISTED
Avista Public Acquisition Corp. II Unit
AHPAU
$2.54M 0.07%
+250,000
New +$2.51M
APACU
137
DELISTED
StoneBridge Acquisition Corporation Unit
APACU
$2.52M 0.07%
+250,000
New +$2.5M
POND
138
DELISTED
Angel Pond Holdings Corporation
POND
$2.52M 0.07%
+260,858
New +$2.52M
CLRM
139
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
$2.52M 0.07%
256,283
+47,750
+23% +$462K
DSAQ.U
140
DELISTED
Direct Selling Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of redeemable warrant
DSAQ.U
$2.52M 0.07%
+249,702
New +$2.51M
MITA
141
DELISTED
Coliseum Acquisition Corp. Class A Ordinary Share
MITA
$2.51M 0.07%
+258,868
New +$2.51M
PSAG
142
DELISTED
Property Solutions Acquisition Corporation II Class A Common Stock
PSAG
$2.49M 0.07%
256,300
+2,700
+1% +$26K
BSAQ.U
143
DELISTED
Black Spade Acquisition Co Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
BSAQ.U
$2.48M 0.07%
+250,000
New +$2.49M
PCPC.U
144
DELISTED
Periphas Capital Partnering Corporation CAPS, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
PCPC.U
$2.47M 0.07%
100,000
– –
OKLO
145
Oklo
OKLO
$7B
$2.45M 0.07%
+250,000
New +$2.47M
CTAQ
146
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
$2.43M 0.07%
248,792
+180,642
+265% +$1.75M
HCNE
147
DELISTED
Jaws Hurricane Acquisition Corp. Class A Common Stock
HCNE
$2.43M 0.07%
+249,996
New +$2.43M
DHBC
148
DELISTED
DHB Capital Corp. Class A common stock
DHBC
$2.43M 0.07%
250,438
+50,440
+25% +$488K
TWOA
149
DELISTED
two
TWOA
$2.43M 0.07%
247,900
+12,930
+6% +$126K
GGMC
150
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
$2.42M 0.07%
249,996
– –
4 5
6
7 8

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JWBC
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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.