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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
SBG.WS
1301
DELISTED
Sandbridge Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A
SBG.WS
– –
-325,000
Closed -$455K
CNST
1302
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
– –
-800,443
Closed -$27.1M
AONE.WS
1303
DELISTED
one Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of
AONE.WS
– –
-18,749
Closed -$43K
LMNX
1304
DELISTED
Luminex Corp
LMNX
– –
-746,560
Closed -$27.5M
ASPL.WS
1305
DELISTED
Aspirational Consumer Lifestyle Corp. Redeemable Warrants, each whole warrant exercisable for one Cl
ASPL.WS
– –
-66,666
Closed -$128K
SPRQ.WS
1306
DELISTED
Spartan Acquisition Corp. II Warrants, exercisable for one share of Class A Common Stock
SPRQ.WS
– –
-145,000
Closed -$261K
MSGN
1307
DELISTED
MSG Networks Inc.
MSGN
– –
-244,703
Closed -$3.57M
ALUS.WS
1308
DELISTED
Alussa Energy Acquisition Corp Warrants
ALUS.WS
– –
-102,182
Closed -$216K
WPF.WS
1309
DELISTED
Foley Trasimene Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
WPF.WS
– –
-278,261
Closed -$579K
FCACW
1310
DELISTED
Falcon Capital Acquisition Corp. Warrant
FCACW
– –
-33,332
Closed -$62K
WTRE
1311
DELISTED
Watford Holdings Ltd. Common Shares
WTRE
– –
-342,573
Closed -$12M
PRAH
1312
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-161,855
Closed -$26.7M
NAV
1313
DELISTED
Navistar International
NAV
– –
-614,797
Closed -$27.4M
BPFH
1314
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-1,060,979
Closed -$15.6M
GRUB
1315
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-663,700
Closed -$12.1M
FLY
1316
DELISTED
Fly Leasing Limited
FLY
– –
-332,968
Closed -$5.64M
KNL
1317
DELISTED
Knoll, Inc.
KNL
– –
-648,069
Closed -$16.8M
TRONU
1318
DELISTED
Corner Growth Acquisition Corp. 2 Units
TRONU
– –
-350,000
Closed -$3.52M
OSI.U
1319
DELISTED
Osiris Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
OSI.U
– –
-800,000
Closed -$7.94M
OPA.U
1320
DELISTED
Magnum Opus Acquisition Limited Units, each consisting of one Class A ordinary share and one-half redeemable warrant
OPA.U
– –
-100,000
Closed -$1M
IPVF.U
1321
DELISTED
InterPrivate III Financial Partners Inc. Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
IPVF.U
– –
-157,000
Closed -$1.57M
MBAC.U
1322
DELISTED
M3-Brigade Acquisition II Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
MBAC.U
– –
-1,500,000
Closed -$15.2M
SCAQU
1323
DELISTED
Stratim Cloud Acquisition Corp. Unit
SCAQU
– –
-600,000
Closed -$6M
PTOCU
1324
DELISTED
Pine TechnologYES Acquisition Corp. Unit
PTOCU
– –
-900,000
Closed -$8.97M
JTA
1325
DELISTED
Nuveen Tax-Advantaged Total Return Strategy Fund
JTA
– –
-16,424
Closed -$192K
50 51 52
53
54

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GA
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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.