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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
DCRCW
526
DELISTED
Decarbonization Plus Acquisition Corporation III Warrant
DCRCW
$490K 0.01%
233,332
– –
MSPRZ
527
DELISTED
MSP Recovery Inc Warrant
MSPRZ
$488K 0.01%
525,000
– –
CPTK
528
DELISTED
Crown PropTech Acquisitions
CPTK
$487K 0.01%
49,998
– –
BTWN
529
DELISTED
Bridgetown Holdings Limited Class A Ordinary Shares
BTWN
$487K 0.01%
49,620
-13,334
-21% -$131K
MACA
530
DELISTED
Moringa Acquisition Corp Class A Ordinary Shares
MACA
$485K 0.01%
50,000
+10,000
+25% +$96.6K
TRCA
531
DELISTED
Twin Ridge Capital Acquisition Corp.
TRCA
$485K 0.01%
+49,998
New +$484K
GLS
532
DELISTED
Gelesis Holdings, Inc.
GLS
$485K 0.01%
48,924
-118,876
-71% -$1.17M
BARK.WS
533
DELISTED
BARK Inc Warrants
BARK.WS
$480K 0.01%
282,603
-900
-0.3% -$1.95K
DISAU
534
DELISTED
Disruptive Acquisition Corporation I Unit
DISAU
$477K 0.01%
+48,600
New +$482K
MBTC
535
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$475K 0.01%
+47,560
New +$471K
ROSS
536
DELISTED
Ross Acquisition Corp II
ROSS
$473K 0.01%
+48,850
New +$475K
APGB
537
DELISTED
Apollo Strategic Growth Capital II
APGB
$472K 0.01%
48,300
-28,295
-37% -$275K
NVSA
538
DELISTED
New Vista Acquisition Corp Class A Ordinary Shares
NVSA
$472K 0.01%
+48,500
New +$469K
LFTR
539
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
$472K 0.01%
48,167
-164,304
-77% -$1.6M
LUCK
540
Lucky Strike Entertainment
LUCK
$963M
$470K 0.01%
+47,096
New +$466K
HUGS
541
DELISTED
USHG Acquisition Corp.
HUGS
$470K 0.01%
48,410
-69,586
-59% -$675K
NOAC
542
DELISTED
Natural Order Acquisition Corp. Common Stock
NOAC
$470K 0.01%
+47,950
New +$467K
GOAC
543
DELISTED
GO Acquisition Corp. Class A Common Stock
GOAC
$470K 0.01%
47,900
-112,487
-70% -$1.1M
FMAC
544
DELISTED
FirstMark Horizon Acquisition Corp.
FMAC
$470K 0.01%
47,950
-119,137
-71% -$1.17M
FRON
545
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$469K 0.01%
48,400
-26,600
-35% -$259K
PDOT
546
DELISTED
Peridot Acquisition Corp. II
PDOT
$469K 0.01%
+48,300
New +$468K
LLAP
547
DELISTED
Terran Orbital Corporation
LLAP
$468K 0.01%
+48,150
New +$467K
SBEA
548
DELISTED
SilverBox Engaged Merger Corp I Class A Common Stock
SBEA
$468K 0.01%
47,900
-89,098
-65% -$865K
SPGS
549
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
$466K 0.01%
47,810
-74,190
-61% -$725K
LHAA
550
DELISTED
Lerer Hippeau Acquisition Corp. Class A Common Stock
LHAA
$466K 0.01%
47,900
+13,400
+39% +$131K
20 21
22
23 24

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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
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.