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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
MUDSW
701
DELISTED
Mudrick Capital Acquisition Corporation II Warrant
MUDSW
$102K ﹤0.01%
173,507
– –
ISPOW
702
DELISTED
Inspirato Inc Warrant
ISPOW
$101K ﹤0.01%
87,499
– –
SPTKW
703
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
$101K ﹤0.01%
112,500
– –
ENPC.WS
704
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$101K ﹤0.01%
125,000
– –
XPOA.WS
705
DELISTED
DPCM Capital, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at
XPOA.WS
$101K ﹤0.01%
163,332
– –
CAS.WS
706
DELISTED
Cascade Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class
CAS.WS
$99K ﹤0.01%
159,916
– –
ARTAW
707
DELISTED
Artisan Acquisition Corp. Warrants
ARTAW
$98K ﹤0.01%
+86,269
New +$75.4K
HPX.WS
708
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$97K ﹤0.01%
150,000
– –
AFAQW
709
DELISTED
AF Acquisition Corp Warrants
AFAQW
$97K ﹤0.01%
183,331
– –
CTOS.WS
710
DELISTED
Custom Truck One Source, Inc. Warrants, exerciseable for Common Stock
CTOS.WS
$95K ﹤0.01%
43,652
-4,100
-9% -$7.98K
GGGVR
711
DELISTED
G3 VRM Acquisition Corp. Rights
GGGVR
$95K ﹤0.01%
+300,000
New +$105K
OWLT.WS
712
DELISTED
Owlet, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
OWLT.WS
$94K ﹤0.01%
+100,523
New +$103K
SKYAW
713
DELISTED
Skydeck Acquisition Corp. Warrants
SKYAW
$94K ﹤0.01%
+124,999
New +$120K
PIAI.WS
714
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$93K ﹤0.01%
133,333
– –
KWAC.WS
715
DELISTED
Kingswood Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
KWAC.WS
$93K ﹤0.01%
193,622
– –
PSQH.WS icon
716
PSQ Holdings, Inc. Warrants, Each whole warrant exercisable for 1/15th of a share of Class A common stock at an exercise price of $172.50 per share
PSQH.WS
$1.08M
$92K ﹤0.01%
+164,603
New +$119K
DSACW
717
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
$92K ﹤0.01%
137,500
– –
THCAW
718
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$91K ﹤0.01%
135,456
– –
ATHN.WS
719
DELISTED
Athena Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one shar
ATHN.WS
$91K ﹤0.01%
66,666
– –
NGC.WS
720
DELISTED
Northern Genesis Acquisition Corp. III Redeemable Warrants, each whole warrant exercisable for shares of common stock at an exercise price of $11.50 per share
NGC.WS
$90K ﹤0.01%
+97,701
New +$109K
CRHC.WS
721
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
$90K ﹤0.01%
99,999
– –
PSPC.WS
722
DELISTED
Post Holdings Partnering Corporation Redeemable Warrants, each whole warrant exercisable for one share of Series A common stock at an exercise price of $11.50
PSPC.WS
$90K ﹤0.01%
+100,000
New +$131K
ALTUW
723
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$86K ﹤0.01%
135,000
– –
CFIVW
724
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$86K ﹤0.01%
99,998
– –
ARBGW
725
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$86K ﹤0.01%
143,333
– –
27 28
29
30 31

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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.