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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
MITAU
1101
DELISTED
Coliseum Acquisition Corp. Unit
MITAU
– –
-200,000
Closed -$1.98M
PLMIU
1102
DELISTED
Plum Acquisition Corp. I Units
PLMIU
– –
-150,000
Closed -$1.49M
CVIIU
1103
DELISTED
Churchill Capital Corp VII Units
CVIIU
– –
-117,000
Closed -$1.17M
MAQCU
1104
DELISTED
Maquia Capital Acquisition Corporation Unit
MAQCU
– –
-400,310
Closed -$4.05M
BHIL
1105
DELISTED
Benson Hill, Inc.
BHIL
– –
-3,616
Closed -$1.25M
BLUA
1106
DELISTED
BlueRiver Acquisition Corp.
BLUA
– –
-49,998
Closed -$485K
EFTRW
1107
DELISTED
eFFECTOR Therapeutics, Inc. Warrant
EFTRW
– –
-44,998
Closed -$45K
EFTR
1108
DELISTED
eFFECTOR Therapeutics, Inc. Common Stock
EFTR
– –
-5,400
Closed -$1.33M
BITE.U
1109
DELISTED
Bite Acquisition Corp. Units, each consisting of one share of common stock, and one-half of one redeemable warrant
BITE.U
– –
-26,666
Closed -$266K
AQNU
1110
DELISTED
Algonquin Power & Utilities Corp Units
AQNU
– –
-100,000
Closed -$4.97M
MCAFU
1111
DELISTED
Mountain Crest Acquisition Corp. IV Unit
MCAFU
– –
-150,000
Closed -$1.49M
ROSS.U
1112
DELISTED
Ross Acquisition Corp II Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
ROSS.U
– –
-150,000
Closed -$1.5M
THWWW
1113
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
– –
-120,766
Closed -$66K
LCAHU
1114
DELISTED
Landcadia Holdings IV, Inc. Units
LCAHU
– –
-500,000
Closed -$4.97M
LCAAU
1115
DELISTED
L Catterton Asia Acquisition Corp Units
LCAAU
– –
-100,000
Closed -$1M
OTECU
1116
DELISTED
OceanTech Acquisitions I Corp. Units
OTECU
– –
-201,207
Closed -$2.01M
EGGF.U
1117
DELISTED
EG Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
EGGF.U
– –
-784,830
Closed -$7.85M
MCOM
1118
DELISTED
micromobility.com Inc. Class A Common stock
MCOM
– –
-9
Closed -$722K
MCOMW
1119
DELISTED
micromobility.com Inc. Warrant
MCOMW
– –
-170,000
Closed -$155K
TBCPU
1120
DELISTED
Thunder Bridge Capital Partners III Inc. Units
TBCPU
– –
-11,153
Closed -$111K
KVSA
1121
DELISTED
Khosla Ventures Acquisition Co. Class A Common Stock
KVSA
– –
-120,000
Closed -$1.19M
FSRX
1122
DELISTED
FinServ Acquisition Corp. II Class A Common Stock
FSRX
– –
-118,992
Closed -$1.15M
CCVI.U
1123
DELISTED
Churchill Capital Corp VI Units, each consisting of one share of Class A common stock, and one-fifth of one redeemable warrant
CCVI.U
– –
-117,000
Closed -$1.18M
FDEU
1124
DELISTED
First Trust Dynamic Europe Equity Income Fund
FDEU
– –
-36,337
Closed -$487K
HLGN
1125
DELISTED
Heliogen, Inc.
HLGN
– –
-5,714
Closed -$1.94M
43 44
45
46 47

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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.