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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
GSQD
1176
DELISTED
G Squared Ascend I Inc.
GSQD
– –
-35,995
Closed -$355K
MIT
1177
DELISTED
Mason Industrial Technology, Inc.
MIT
– –
-149,308
Closed -$1.44M
CPARU
1178
DELISTED
Catalyst Partners Acquisition Corp. Unit
CPARU
– –
-300,000
Closed -$3.01M
FOXWU
1179
DELISTED
FoxWayne Enterprises Acquisition Corp. Unit
FOXWU
– –
-50,000
Closed -$523K
SVFA
1180
DELISTED
SVF Investment Corp. Class A Ordinary Shares
SVFA
– –
-39,995
Closed -$395K
PACX
1181
DELISTED
Pioneer Merger Corp. Class A Ordinary Share
PACX
– –
-52,877
Closed -$524K
MPACU
1182
DELISTED
Model Performance Acquisition Corp. Units
MPACU
– –
-60,000
Closed -$627K
CORZ
1183
DELISTED
Core Scientific, Inc. Common Stock
CORZ
– –
-118,996
Closed -$1.17M
FACA
1184
DELISTED
Figure Acquisition Corp. I
FACA
– –
-158,400
Closed -$1.58M
FTVIU
1185
DELISTED
FinTech Acquisition Corp. VI Units
FTVIU
– –
-300,000
Closed -$3.03M
GACQU
1186
DELISTED
Global Consumer Acquisition Corp. Unit
GACQU
– –
-400,000
Closed -$4M
MONCU
1187
DELISTED
Monument Circle Acquisition Corp. Unit
MONCU
– –
-129,000
Closed -$1.29M
GIWWU
1188
DELISTED
GigInternational1, Inc. Units
GIWWU
– –
-522,555
Closed -$5.25M
IIIIU
1189
DELISTED
INSU Acquisition Corp. III Unit
IIIIU
– –
-100,000
Closed -$1M
SHQAU
1190
DELISTED
Shelter Acquisition Corporation I Units
SHQAU
– –
-400,000
Closed -$4M
COLI
1191
DELISTED
Colicity Inc. Class A Common Stock
COLI
– –
-154,995
Closed -$1.51M
RXRAU
1192
DELISTED
RXR Acquisition Corp. Units
RXRAU
– –
-132,000
Closed -$1.31M
POND.U
1193
DELISTED
Angel Pond Holdings Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
POND.U
– –
-260,860
Closed -$2.61M
GTPA
1194
DELISTED
Gores Technology Partners, Inc. Class A Common Stock
GTPA
– –
-118,000
Closed -$1.19M
GTPB
1195
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
– –
-117,995
Closed -$1.17M
AMPI
1196
DELISTED
Advanced Merger Partners Inc
AMPI
– –
-118,998
Closed -$1.16M
KAHC.U
1197
DELISTED
KKR Acquisition Holdings I Corp. Units, each consisting of one share of Class A Common Stock and one-fourth of one redeemable warrant
KAHC.U
– –
-163,000
Closed -$1.64M
LGV.U
1198
DELISTED
Longview Acquisition Corp. II Units, each consisting of one share of Class A Common Stock and one-fifth of one redeemable Warrant
LGV.U
– –
-230,000
Closed -$2.32M
CND
1199
DELISTED
Concord Acquisition Corp.
CND
– –
-435,259
Closed -$4.29M
IPVA.U
1200
DELISTED
InterPrivate II Acquisition Corp. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
IPVA.U
– –
-157,140
Closed -$1.57M
46 47
48
49 50

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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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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.