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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
THCA
276
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$1.38M 0.04%
136,270
+1,330
+1% +$13.4K
ALTU
277
DELISTED
Altitude Acquisition Corp
ALTU
$1.38M 0.04%
139,955
-5,405
-4% -$53K
PFTAU
278
DELISTED
Perception Capital Corp. III Unit
PFTAU
$1.37M 0.04%
+138,000
New +$1.38M
HTPA
279
DELISTED
Highland Transcend Partners I Corp.
HTPA
$1.36M 0.04%
137,575
– –
OLPX
280
DELISTED
Olaplex Holdings
OLPX
$1.36M 0.04%
+55,629
New +$1.36M
PIAI
281
DELISTED
Prime Impact Acquisition I
PIAI
$1.35M 0.04%
138,030
– –
OACB
282
DELISTED
Oaktree Acquisition Corp. II
OACB
$1.34M 0.04%
137,272
+74,452
+119% +$731K
LCAA
283
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$1.34M 0.04%
+138,026
New +$1.34M
DDMX
284
DELISTED
DD3 Acquisition Corp. II Class A Common Stock
DDMX
$1.34M 0.04%
134,998
– –
CAS
285
DELISTED
Cascade Acquisition Corp.
CAS
$1.32M 0.04%
132,752
+24,510
+23% +$242K
EOSEW
286
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$1.31M 0.04%
260,818
-36,907
-12% -$214K
SCLX icon
287
Scilex Holding
SCLX
$48.1M
$1.31M 0.04%
3,742
+772
+26% +$269K
AAQC
288
DELISTED
Accelerate Acquisition Corp
AAQC
$1.3M 0.04%
134,055
-465,942
-78% -$4.51M
PHIC
289
DELISTED
Population Health Investment Co., Inc. Class A Ordinary Share
PHIC
$1.3M 0.04%
132,537
– –
YAC
290
DELISTED
Yucaipa Acquisition Corporation Class A Ordinary Shares
YAC
$1.29M 0.04%
131,120
-5,000
-4% -$49.4K
MTN icon
291
Vail Resorts
MTN
$5.19B
$1.29M 0.04%
3,851
+275
+8% +$84.8K
RXRA
292
DELISTED
RXR Acquisition Corp. Class A Common Stock
RXRA
$1.28M 0.04%
+132,000
New +$1.29M
FSSI
293
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
$1.28M 0.04%
131,317
-21,691
-14% -$210K
OXACU
294
DELISTED
Oxbridge Acquisition Corp. Unit
OXACU
$1.28M 0.04%
+125,000
New +$1.26M
DILAU
295
DELISTED
DILA Capital Acquisition Corp. Unit
DILAU
$1.28M 0.04%
125,000
– –
RAM
296
DELISTED
Aries I Acquisition Corporation Class A Ordinary Share
RAM
$1.28M 0.04%
+128,010
New +$1.26M
SMIH
297
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
$1.28M 0.04%
+131,000
New +$1.26M
TWNI
298
DELISTED
Tailwind International Acquisition Corp.
TWNI
$1.27M 0.04%
131,320
+56,320
+75% +$546K
TACA
299
DELISTED
Trepont Acquisition Corp I
TACA
$1.27M 0.04%
+127,370
New +$1.26M
CRU
300
DELISTED
Crucible Acquisition Corporation
CRU
$1.27M 0.04%
129,630
– –
10 11
12
13 14

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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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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.