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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
SCAQ
176
DELISTED
Stratim Cloud Acquisition Corp. Class A Common Stock
SCAQ
$1.99M 0.06%
+206,300
New +$2M
AKLI
177
DELISTED
Akili Inc
AKLI
$1.99M 0.06%
200,000
– –
SIERU
178
DELISTED
Sierra Lake Acquisition Corp. Unit
SIERU
$1.99M 0.06%
+199,757
New +$1.99M
EDNCU
179
DELISTED
Endurance Acquisition Corp. Unit
EDNCU
$1.99M 0.06%
+199,592
New +$1.98M
OHPA
180
DELISTED
Orion Acquisition Corp. Class A common stock
OHPA
$1.98M 0.06%
+204,546
New +$1.99M
MDH
181
DELISTED
MDH Acquisition Corp.
MDH
$1.98M 0.06%
201,280
-49,020
-20% -$480K
DNAB
182
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.98M 0.06%
200,000
– –
PROK icon
183
ProKidney
PROK
$308M
$1.96M 0.06%
200,000
– –
VLAT
184
DELISTED
Valor Latitude Acquisition Corp. Class A Ordinary Shares
VLAT
$1.95M 0.06%
+199,998
New +$1.94M
MCAF
185
DELISTED
Mountain Crest Acquisition Corp. IV Common Stock
MCAF
$1.95M 0.06%
+200,290
New +$1.95M
MOBX icon
186
Mobix Labs
MOBX
$27.5M
$1.95M 0.06%
+19,713
New +$1.92M
MSDA
187
DELISTED
MSD Acquisition Corp. Class A Ordinary Shares
MSDA
$1.94M 0.06%
+200,000
New +$1.96M
GOBI
188
DELISTED
Gobi Acquisition Corp. Class A Ordinary Shares
GOBI
$1.93M 0.06%
200,000
– –
JUGG
189
DELISTED
Jaws Juggernaut Acquisition Corporation Class A Ordinary Share
JUGG
$1.93M 0.06%
+200,000
New +$1.95M
ORIA
190
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$1.93M 0.06%
+200,000
New +$1.95M
MON
191
DELISTED
Monument Circle Acquisition Corp. Class A Common Stock
MON
$1.93M 0.06%
197,520
+129,000
+188% +$1.25M
ASAX
192
DELISTED
Astrea Acquisition Corp. Class A Common Stock
ASAX
$1.92M 0.05%
192,088
-5,000
-3% -$48.8K
PNBK icon
193
Patriot National Bancorp
PNBK
$132M
$1.91M 0.05%
189,455
– –
EPWR
194
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
$1.91M 0.05%
195,598
– –
SVOK
195
DELISTED
Seven Oaks Acquisition Corp. Class A Common Stock
SVOK
$1.91M 0.05%
192,287
-5,000
-3% -$49.4K
BGSX
196
DELISTED
Build Acquisition Corp.
BGSX
$1.9M 0.05%
195,578
-404,422
-67% -$3.91M
BITE
197
DELISTED
Bite Acquisition Corp.
BITE
$1.89M 0.05%
193,860
+56,860
+42% +$550K
HLAH
198
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Class A Common Stock
HLAH
$1.87M 0.05%
192,712
– –
GRNA
199
DELISTED
GreenLight Biosciences Holdings, PBC Common Stock
GRNA
$1.86M 0.05%
187,716
+34,535
+23% +$339K
AEAC
200
DELISTED
Authentic Equity Acquisition Corp. Class A ordinary share
AEAC
$1.85M 0.05%
191,210
+56,432
+42% +$547K
6 7
8
9 10

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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.