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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
CPARW
801
DELISTED
Catalyst Partners Acquisition Corp. Warrant
CPARW
$51K ﹤0.01%
+60,000
New +$71.8K
RICOW
802
DELISTED
Agrico Acquisition Corp Warrant
RICOW
$51K ﹤0.01%
+114,198
New +$51.8K
BTWNW
803
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$50K ﹤0.01%
40,000
– –
RAMMW
804
DELISTED
Aries I Acquisition Corporation
RAMMW
$50K ﹤0.01%
+90,505
New +$63.6K
HCARW
805
DELISTED
Healthcare Services Acquisition Corporation Warrant
HCARW
$50K ﹤0.01%
75,000
– –
BLTSW
806
DELISTED
Bright Lights Acquisition Corp. Warrant
BLTSW
$50K ﹤0.01%
52,499
– –
DCRNW
807
DELISTED
Decarbonization Plus Acquisition Corporation II Warrant
DCRNW
$50K ﹤0.01%
40,665
– –
RONI.WS
808
DELISTED
Rice Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
RONI.WS
$48K ﹤0.01%
+30,248
New +$45.5K
EPWR.WS
809
DELISTED
Empowerment & Inclusion Capital I Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
EPWR.WS
$48K ﹤0.01%
63,499
– –
MIT.WS
810
DELISTED
Mason Industrial Technology, Inc. Redeemable warrants, exercisable for one share of Class A common stock for $11.50 per share
MIT.WS
$48K ﹤0.01%
66,665
– –
TREB.WS
811
DELISTED
Trebia Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
TREB.WS
$48K ﹤0.01%
33,333
– –
ABVEW
812
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$47K ﹤0.01%
81,833
+13,333
+19% +$8.73K
SWETW
813
DELISTED
Athlon Acquisition Corp. Warrant
SWETW
$47K ﹤0.01%
66,499
– –
PHICW
814
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
$47K ﹤0.01%
62,444
– –
MSDAW
815
DELISTED
MSD Acquisition Corp. Warrant
MSDAW
$46K ﹤0.01%
+40,000
New +$53.1K
TMAC.WS
816
DELISTED
The Music Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TMAC.WS
$46K ﹤0.01%
62,000
– –
AISPW
817
Airship AI Holdings Warrants
AISPW
$15.6M
$45K ﹤0.01%
75,000
– –
SABSW icon
818
SAB Biotherapeutics Warrant
SABSW
$79K
$45K ﹤0.01%
50,000
– –
HZON.WS
819
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$45K ﹤0.01%
49,999
– –
VPCBW
820
DELISTED
VPC Impact Acquisition Holdings II Warrant
VPCBW
$45K ﹤0.01%
+37,499
New +$43.9K
AEACW
821
DELISTED
Authentic Equity Acquisition Corp. Warrant
AEACW
$45K ﹤0.01%
66,500
– –
DMYQ.WS
822
DELISTED
dMY Technology Group, Inc. IV Redeemable warrants, each whole warrant exercisable for one share of C
DMYQ.WS
$45K ﹤0.01%
23,800
– –
SHFSW icon
823
SHF Holdings Warrants
SHFSW
$44K ﹤0.01%
+99,998
New +$45.2K
ROSS.WS
824
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$44K ﹤0.01%
+49,999
New +$45.7K
WARR.WS
825
DELISTED
Warrior Technologies Acquisition Company Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
WARR.WS
$44K ﹤0.01%
80,894
+17,395
+27% +$11.7K
31 32
33
34 35

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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.