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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
HLAHW
876
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Warrant
HLAHW
$34K ﹤0.01%
42,999
– –
HUGS.WS
877
DELISTED
USHG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
HUGS.WS
$34K ﹤0.01%
39,332
– –
SPAQ.WS
878
DELISTED
Spartan Acquisition Corp. III Warrants, exercisable for one share of Class A Common Stock
SPAQ.WS
$34K ﹤0.01%
30,498
– –
TWLVW
879
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$33K ﹤0.01%
49,999
– –
ADEX.WS
880
DELISTED
Adit EdTech Acquisition Corp Warrants
ADEX.WS
$33K ﹤0.01%
65,999
– –
CPUH.WS
881
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$33K ﹤0.01%
33,674
– –
EVOJW
882
DELISTED
Evo Acquisition Corp. Warrant
EVOJW
$33K ﹤0.01%
61,500
– –
EUCRW
883
DELISTED
Eucrates Biomedical Acquisition Corp. Warrant
EUCRW
$33K ﹤0.01%
+45,832
New +$39.3K
IIIIW
884
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
$33K ﹤0.01%
+33,332
New +$32.4K
BENEW
885
DELISTED
Benessere Capital Acquisition Corp. Warrant
BENEW
$33K ﹤0.01%
75,000
– –
SBII.WS
886
DELISTED
Sandbridge X2 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
SBII.WS
$33K ﹤0.01%
+40,666
New +$38.9K
SBEAW
887
DELISTED
SilverBox Engaged Merger Corp I Warrant
SBEAW
$33K ﹤0.01%
45,666
– –
KCAC.WS
888
DELISTED
Kensington Capital Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one
KCAC.WS
$33K ﹤0.01%
29,249
– –
FAZEW
889
DELISTED
FaZe Holdings Inc. Warrant
FAZEW
$32K ﹤0.01%
40,332
– –
NIRWW
890
DELISTED
Near Intelligence, Inc. Warrant
NIRWW
$32K ﹤0.01%
49,999
– –
GSQB.WS
891
DELISTED
G Squared Ascend II Inc. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GSQB.WS
$32K ﹤0.01%
+48,918
New +$33.6K
BENER
892
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
$32K ﹤0.01%
100,000
– –
STRDW
893
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$32K ﹤0.01%
222,879
– –
VLD.WS
894
DELISTED
Velo3D, Inc. Redeemable warrants, each Warrant exercisable for 1/35th of a share of Common Stock at an exercise price of $402.50
VLD.WS
$31K ﹤0.01%
+20,000
New +$30.8K
AEON.WS
895
DELISTED
AEON Biopharma Inc
AEON.WS
$31K ﹤0.01%
50,000
– –
GETR.WS
896
DELISTED
Getaround, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50 per share
GETR.WS
$31K ﹤0.01%
+31,428
New +$33.2K
VTIQW
897
DELISTED
VectoIQ Acquisition Corp. II Warrant
VTIQW
$31K ﹤0.01%
39,999
– –
SRSAW
898
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
$31K ﹤0.01%
33,333
– –
IIAC.WS
899
DELISTED
Investindustrial Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class
IIAC.WS
$31K ﹤0.01%
24,285
– –
RUMBW
900
RUM Group Inc Warrant
RUMBW
$13M
$30K ﹤0.01%
38,000
– –
34 35
36
37 38

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HCM
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HPG
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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.