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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
DFNS.WS
1276
DELISTED
LGL Systems Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of Clas
DFNS.WS
– –
-57,500
Closed -$105K
SNPR.WS
1277
DELISTED
Tortoise Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary shar
SNPR.WS
– –
-37,499
Closed -$81K
MXIM
1278
DELISTED
Maxim Integrated Products
MXIM
– –
-353,781
Closed -$37.3M
USCR
1279
DELISTED
U S Concrete, Inc.
USCR
– –
-89,682
Closed -$6.62M
LIVKW
1280
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
– –
-160,000
Closed -$152K
RMGBW
1281
DELISTED
RMG Acquisition Corp. II Warrant
RMGBW
– –
-30,512
Closed -$51K
LIVK
1282
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
– –
-75,167
Closed -$751K
NSH.WS
1283
DELISTED
NavSight Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Sto
NSH.WS
– –
-412,300
Closed -$701K
NBA.WS
1284
DELISTED
New Beginnings Acquisition Corp. Redeemable Warrants, each warrant exercisable for one share of Comm
NBA.WS
– –
-100,000
Closed -$116K
SAIIW
1285
DELISTED
Software Acquisition Group Inc. II Warrant
SAIIW
– –
-500,000
Closed -$815K
GRNVR
1286
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
– –
-170,000
Closed -$94K
SCPE.WS
1287
DELISTED
SC Health Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an
SCPE.WS
– –
-235,428
Closed -$497K
PDAC.WS
1288
DELISTED
Peridot Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordina
PDAC.WS
– –
-83,403
Closed -$226K
HIMS.WS
1289
DELISTED
Hims & Hers Health, Inc. Warrants, each whole warrant exercisable for one Class A Common Stock at an
HIMS.WS
– –
-66,666
Closed -$223K
GRSVW
1290
DELISTED
Gores Holdings V, Inc. Warrant
GRSVW
– –
-100,000
Closed -$203K
WRI
1291
DELISTED
Weingarten Realty Investors
WRI
– –
-852,342
Closed -$27.3M
CAP.WS
1292
DELISTED
Capitol Investment Corp. V Warrants, each whole warrant exercisable for one share of Class A common
CAP.WS
– –
-148,888
Closed -$197K
HOME
1293
DELISTED
At Home Group Inc.
HOME
– –
-554,216
Closed -$20.4M
VCVCW
1294
DELISTED
10X Capital Venture Acquisition Corp Warrant
VCVCW
– –
-132,857
Closed -$229K
ALXN
1295
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-122,883
Closed -$22.6M
WORK
1296
DELISTED
Slack Technologies, Inc.
WORK
– –
-428,656
Closed -$19M
FGNA.WS
1297
DELISTED
FG New America Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A c
FGNA.WS
– –
-87,500
Closed -$193K
ANDAR
1298
DELISTED
Andina Acquisition Corp. III Right
ANDAR
– –
-1,200,000
Closed -$984K
EMPW.WS
1299
DELISTED
Empower Ltd. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at a
EMPW.WS
– –
-166,666
Closed -$313K
NHICW
1300
DELISTED
NewHold Investment Corp. Warrant
NHICW
– –
-300,000
Closed -$516K
50 51
52
53 54

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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.