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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
VGII.U
1226
DELISTED
Virgin Group Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fifth
VGII.U
– –
-100,000
Closed -$1M
OACB.U
1227
DELISTED
Oaktree Acquisition Corp. II Units, each consisting of one Class A ordinary share, and one-fourth of
OACB.U
– –
-134,452
Closed -$1.37M
TACA.U
1228
DELISTED
Trepont Acquisition Corp I Units, each consisting of one Class A ordinary share and one-half of one
TACA.U
– –
-80,000
Closed -$803K
ARTAU
1229
DELISTED
Artisan Acquisition Corp. Units
ARTAU
– –
-249,383
Closed -$2.48M
PPGHU
1230
DELISTED
Poema Global Holdings Corp. Unit
PPGHU
– –
-50,000
Closed -$505K
HCCCU
1231
DELISTED
Healthcare Capital Corp. Unit
HCCCU
– –
-34,972
Closed -$348K
SNII.U
1232
DELISTED
Supernova Partners Acquisition Company II, Ltd. Units, each consisting of one Class A ordinary share
SNII.U
– –
-50,000
Closed -$499K
RKLBW
1233
DELISTED
Rocket Lab USA, Inc. Warrant
RKLBW
– –
-80,735
Closed -$226K
NGCAU
1234
DELISTED
NextGen Acquisition Corp. II Units
NGCAU
– –
-300,000
Closed -$3.25M
ASTRW
1235
DELISTED
Astra Space, Inc. Warrant
ASTRW
– –
-180,666
Closed -$668K
ISOS.U
1236
DELISTED
Isos Acquisition Corporation Units, each consisting of one Class A ordinary share, and one-third of
ISOS.U
– –
-50,000
Closed -$510K
DCRC
1237
DELISTED
Decarbonization Plus Acquisition Corporation III Class A Common Stock
DCRC
– –
-50,000
Closed -$519K
TPGS
1238
DELISTED
TPG Pace Solutions Corp.
TPGS
– –
-38,500
Closed -$383K
ADF.U
1239
DELISTED
Aldel Financial Inc Units
ADF.U
– –
-120,000
Closed -$1.22M
JTD
1240
DELISTED
NUVEEN TAX-ADVANTAGE DIVIDEND GROWTH FUND
JTD
– –
-23,181
Closed -$373K
JBI.WS
1241
DELISTED
Janus International Group, Inc. Warrants, each exercisable for one share of Common Stock at an exerc
JBI.WS
– –
-201,502
Closed -$840K
RTPYU
1242
DELISTED
Reinvent Technology Partners Y Unit
RTPYU
– –
-50,000
Closed -$505K
SKINW
1243
DELISTED
The Beauty Health Company Warrant expiring 5/4/2026
SKINW
– –
-33,333
Closed -$213K
SWBK
1244
DELISTED
Switchback II Corporation
SWBK
– –
-41,653
Closed -$412K
TMTS
1245
DELISTED
Spartacus Acquisition Corporation Class A Common Stock
TMTS
– –
-282,200
Closed -$2.84M
SPFR.WS
1246
DELISTED
Jaws Spitfire Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Cl
SPFR.WS
– –
-20,000
Closed -$38K
GLEO.WS
1247
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
– –
-325,000
Closed -$380K
LATNW
1248
DELISTED
Union Acquisition Corp. II Warrant
LATNW
– –
-73,086
Closed -$67K
LATN
1249
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
– –
-42,705
Closed -$431K
STPC.WS
1250
DELISTED
Star Peak Corp II Warrants, each whole warrant exercisable for one share of Class A common stock at
STPC.WS
– –
-29,679
Closed -$53K
48 49
50
51 52

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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
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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.