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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
TIOAU
1151
DELISTED
Tio Tech A Units
TIOAU
– –
-100,000
Closed -$1M
TCVA
1152
DELISTED
TCV Acquisition Corp. Class A Ordinary Shares
TCVA
– –
-41,500
Closed -$411K
BSGAU
1153
DELISTED
Blue Safari Group Acquisition Corp. Unit
BSGAU
– –
-100,000
Closed -$997K
RAMMU
1154
DELISTED
Aries I Acquisition Corporation Unit
RAMMU
– –
-137,197
Closed -$1.38M
MSDAU
1155
DELISTED
MSD Acquisition Corp. Unit
MSDAU
– –
-200,000
Closed -$2.02M
TETCU
1156
DELISTED
Tech and Energy Transition Corporation Unit
TETCU
– –
-500,000
Closed -$5M
RKTA.U
1157
DELISTED
Rocket Internet Growth Opportunities Corp. Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
RKTA.U
– –
-50,000
Closed -$501K
STRE.U
1158
DELISTED
Supernova Partners Acquisition Company III, Ltd. Units, each consisting of one Class A ordinary share and one-fifth of one redeemable warrant
STRE.U
– –
-100,000
Closed -$994K
SPKBU
1159
DELISTED
Silver Spike Acquisition Corp II Units
SPKBU
– –
-100,000
Closed -$1.01M
NGC.U
1160
DELISTED
Northern Genesis Acquisition Corp. III Units, each consisting of one share of common stock and one-quarter of one redeemable warrant
NGC.U
– –
-345,000
Closed -$3.48M
LDHAU
1161
DELISTED
LDH Growth Corp I Units
LDHAU
– –
-37,000
Closed -$370K
LVRAU
1162
DELISTED
Levere Holdings Corp. Unit
LVRAU
– –
-125,000
Closed -$1.24M
VPCBU
1163
DELISTED
VPC Impact Acquisition Holdings II Unit
VPCBU
– –
-150,000
Closed -$1.51M
SMIHU
1164
DELISTED
Summit Healthcare Acquisition Corp. Units
SMIHU
– –
-200,000
Closed -$2.01M
KSICU
1165
DELISTED
Kadem Sustainable Impact Corporation Unit
KSICU
– –
-475,000
Closed -$4.72M
LEGAU
1166
DELISTED
Lead Edge Growth Opportunities, Ltd Units
LEGAU
– –
-39,000
Closed -$390K
TBSAU
1167
DELISTED
TB SA Acquisition Corp Unit
TBSAU
– –
-150,000
Closed -$1.49M
ACQR
1168
DELISTED
Independence Holdings Corp. Class A Ordinary Share
ACQR
– –
-75,000
Closed -$750K
PDOT.U
1169
DELISTED
Peridot Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
PDOT.U
– –
-100,000
Closed -$999K
MGU
1170
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
– –
-16,610
Closed -$383K
WPCB.U
1171
DELISTED
Warburg Pincus Capital Corporation I-B Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
WPCB.U
– –
-75,000
Closed -$744K
WPCA.U
1172
DELISTED
Warburg Pincus Capital Corporation I-A Units, each consisting of one Class A ordinary share, and one-fifth of one redeemable warrant
WPCA.U
– –
-38,000
Closed -$379K
FPAC
1173
DELISTED
Far Peak Acquisition Corporation
FPAC
– –
-130,267
Closed -$1.3M
LOKM.U
1174
DELISTED
Live Oak Mobility Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-fifth of one warrant
LOKM.U
– –
-128,400
Closed -$1.29M
CTAQU
1175
DELISTED
Carney Technology Acquisition Corp. II Units
CTAQU
– –
-587,143
Closed -$5.87M
45 46
47
48 49

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GA
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EMPI
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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.