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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
GOAC.WS
626
DELISTED
GO Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock
GOAC.WS
$208K 0.01%
283,332
– –
IMTXW
627
DELISTED
Immatics N.V. Warrants
IMTXW
$203K 0.01%
48,210
-1,690
-3% -$6.48K
DGNS
628
DELISTED
Dragoneer Growth Opportunities Corp. II Class A Ordinary Shares
DGNS
$199K 0.01%
20,000
– –
ABLLW
629
DELISTED
Abacus Life Warrant
ABLLW
$192K 0.01%
300,000
– –
UPH.WS
630
DELISTED
UpHealth, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $115.00 per share
UPH.WS
$190K 0.01%
412,607
-352,393
-46% -$224K
PIPP.WS
631
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$190K 0.01%
226,666
– –
HOFVW
632
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$188K 0.01%
277,713
-32,470
-10% -$25.9K
AAQC.WS
633
DELISTED
Accelerate Acquisition Corp Warrants
AAQC.WS
$188K 0.01%
199,999
– –
LICY.WS
634
DELISTED
Li-Cycle Holdings Corp. Redeemable Warrants, each whole warrant exercisable for one Common Share at
LICY.WS
$187K 0.01%
+78,103
New +$143K
GWIIW
635
DELISTED
Good Works II Acquisition Corp. Warrant
GWIIW
$184K 0.01%
+287,818
New +$190K
LFTRW
636
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
$183K 0.01%
226,666
– –
KPLTW
637
DELISTED
Katapult Holdings Warrant
KPLTW
$178K 0.01%
116,948
– –
GLSPT
638
DELISTED
Global SPAC Partners Co. Subunit
GLSPT
$175K 0.01%
+17,500
New +$174K
CPSR.WS
639
DELISTED
Capstar Special Purpose Acquisition Corp. Warrants, each whole warrant exercisable for one share of
CPSR.WS
$174K 0.01%
200,000
– –
DMYI.WS
640
DELISTED
dMY Technology Group, Inc. III Redeemable warrants, each whole warrant exercisable for one share of
DMYI.WS
$171K ﹤0.01%
49,500
– –
PMVC.WS
641
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$169K ﹤0.01%
250,000
– –
PRPB.WS
642
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
$169K ﹤0.01%
167,800
– –
NVTSW
643
DELISTED
Navitas Semiconductor Corporation Warrants
NVTSW
$169K ﹤0.01%
88,750
– –
VMACW
644
DELISTED
Vistas Media Acquisition Company Inc. Warrant
VMACW
$167K ﹤0.01%
238,545
– –
FMIVW
645
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
$164K ﹤0.01%
150,000
– –
ACAHW
646
DELISTED
Atlantic Coastal Acquisition Corp. Warrant
ACAHW
$163K ﹤0.01%
296,331
– –
RCHGW
647
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
$160K ﹤0.01%
250,000
– –
FMAC.WS
648
DELISTED
FirstMark Horizon Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one shar
FMAC.WS
$158K ﹤0.01%
125,000
– –
CCAC.WS
649
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
$158K ﹤0.01%
200,000
– –
AENT icon
650
Alliance Entertainment
AENT
$305M
$157K ﹤0.01%
+16,038
New +$156K
24 25
26
27 28

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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.