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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
TWNI.WS
1001
DELISTED
Tailwind International Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TWNI.WS
$16K ﹤0.01%
25,000
– –
MONDW
1002
DELISTED
Mondee Holdings, Inc. Warrant
MONDW
$16K ﹤0.01%
25,000
– –
ZGYHW
1003
DELISTED
Yunhong International Warrant
ZGYHW
$16K ﹤0.01%
100,000
– –
HHLA.WS
1004
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$15K ﹤0.01%
32,149
– –
COVAW
1005
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
$15K ﹤0.01%
26,549
– –
ATA.WS
1006
DELISTED
Americas Technology Acquisition Corp.Redeemable Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50
ATA.WS
$15K ﹤0.01%
30,000
– –
LAAAW
1007
DELISTED
Lakeshore Acquisition I Corp. Warrant
LAAAW
$15K ﹤0.01%
+28,125
New +$15.7K
MMVWW
1008
DELISTED
MultiMetaVerse Holdings Limited Warrant
MMVWW
$14K ﹤0.01%
+30,000
New +$15.8K
RMGCW
1009
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$14K ﹤0.01%
15,660
– –
ANAC.WS
1010
DELISTED
Arctos NorthStar Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ANAC.WS
$14K ﹤0.01%
18,749
– –
JCICW
1011
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$14K ﹤0.01%
23,190
+1,591
+7% +$1.19K
AGAC.WS
1012
DELISTED
African Gold Acquisition Corp Warrants
AGAC.WS
$14K ﹤0.01%
29,997
– –
WPCB.WS
1013
DELISTED
Warburg Pincus Capital Corporation I-B Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WPCB.WS
$14K ﹤0.01%
+15,000
New +$17.6K
SLCRW
1014
DELISTED
Silver Crest Acquisition Corporation Warrant
SLCRW
$14K ﹤0.01%
21,499
– –
ASPCW
1015
DELISTED
Alpha Capital Acquisition Co Warrant
ASPCW
$14K ﹤0.01%
25,000
– –
GSAQW
1016
DELISTED
Global Synergy Acquisition Corp. Warrant
GSAQW
$14K ﹤0.01%
24,999
– –
ATMR.WS
1017
DELISTED
Altimar Acquisition Corp II Warrants
ATMR.WS
$14K ﹤0.01%
13,050
– –
CSTA.WS
1018
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$13K ﹤0.01%
19,332
– –
AAC.WS
1019
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
$13K ﹤0.01%
14,999
– –
PNTM.WS
1020
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$13K ﹤0.01%
17,666
– –
NAACW
1021
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$13K ﹤0.01%
17,666
– –
ATAQ.WS
1022
DELISTED
Altimar Acquisition Corp III Warrants
ATAQ.WS
$13K ﹤0.01%
12,500
– –
GPCOR
1023
DELISTED
Golden Path Acquisition Corporation Rights
GPCOR
$13K ﹤0.01%
+35,000
New +$12.8K
LDTCW
1024
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$12K ﹤0.01%
16,666
– –
MACAW
1025
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$12K ﹤0.01%
20,000
– –
39 40
41
42 43

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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.