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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
MACC.U
1201
DELISTED
Mission Advancement Corp. Units, each consisting of one share of Class A Common Stock and one-third of one Redeemable Warrant
MACC.U
– –
-152,100
Closed -$1.52M
REVHU
1202
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Units
REVHU
– –
-117,000
Closed -$1.17M
LAAAU
1203
DELISTED
Lakeshore Acquisition I Corp. Unit
LAAAU
– –
-37,500
Closed -$383K
NDACU
1204
DELISTED
NightDragon Acquisition Corp. SCALE Units
NDACU
– –
-121,000
Closed -$1.22M
OHPAU
1205
DELISTED
Orion Acquisition Corp. Unit
OHPAU
– –
-156,000
Closed -$1.55M
TSIB
1206
DELISTED
Tishman Speyer Innovation Corp. II Class A common stock
TSIB
– –
-118,995
Closed -$1.17M
SBII.U
1207
DELISTED
Sandbridge X2 Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
SBII.U
– –
-122,000
Closed -$1.22M
FRWAU
1208
DELISTED
PWP Forward Acquisition Corp. I Units
FRWAU
– –
-250,000
Closed -$2.49M
AUS
1209
DELISTED
Austerlitz Acquisition Corporation I
AUS
– –
-77,836
Closed -$772K
HIGA.U
1210
DELISTED
H.I.G. Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
HIGA.U
– –
-155,000
Closed -$1.56M
IPOD.U
1211
DELISTED
Social Capital Hedosophia Holdings Corp. IV Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
IPOD.U
– –
-90,000
Closed -$990K
IPOF
1212
DELISTED
Social Capital Hedosophia Holdings Corp. VI
IPOF
– –
-64,325
Closed -$656K
VYGG
1213
DELISTED
Vy Global Growth
VYGG
– –
-68,640
Closed -$683K
ASAQ.U
1214
DELISTED
Atlantic Avenue Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
ASAQ.U
– –
-415,430
Closed -$4.22M
MKTWW
1215
DELISTED
MarketWise, Inc. Warrant
MKTWW
– –
-50,000
Closed -$82K
NLITU
1216
DELISTED
Northern Lights Acquisition Corp. Units
NLITU
– –
-200,000
Closed -$2.04M
GPCOU
1217
DELISTED
Golden Path Acquisition Corporation Units
GPCOU
– –
-35,000
Closed -$352K
WARR.U
1218
DELISTED
Warrior Technologies Acquisition Company Units,eachconsistingofoneshare ofClassAcommonstockandone-halfofone warrant
WARR.U
– –
-34,792
Closed -$350K
CRXTW
1219
DELISTED
Clarus Therapeutics Holdings, Inc. Warrants
CRXTW
– –
-60,000
Closed -$45K
CRXT
1220
DELISTED
Clarus Therapeutics Holdings, Inc. Common Stock
CRXT
– –
-90,678
Closed -$914K
MILEW
1221
DELISTED
Metromile, Inc. Warrant
MILEW
– –
-41,065
Closed -$92K
WALDU
1222
DELISTED
Waldencast Acquisition Corp. Units
WALDU
– –
-75,000
Closed -$771K
ENJY
1223
DELISTED
Enjoy Technology, Inc. Common Stock
ENJY
– –
-73,333
Closed -$726K
GGPI
1224
DELISTED
Gores Guggenheim, Inc. Class A Common Stock
GGPI
– –
-999,995
Closed -$9.76M
ELMSW
1225
DELISTED
Electric Last Mile Solutions, Inc. Warrant
ELMSW
– –
-235,332
Closed -$534K
47 48
49
50 51

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HCM
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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.