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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
KURIW
751
DELISTED
Alkuri Global Acquisition Corp Warrant
KURIW
$73K ﹤0.01%
51,449
– –
MAPSW
752
DELISTED
WM TECHNOLOGY INC WTS
MAPSW
$72K ﹤0.01%
16,746
– –
HCNEW
753
DELISTED
Jaws Hurricane Acquisition Corp. Warrant
HCNEW
$72K ﹤0.01%
+62,499
New +$69.8K
MOBXW icon
754
Mobix Labs Warrants
MOBXW
$766K
$71K ﹤0.01%
+147,846
New +$67K
SNRHW
755
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$71K ﹤0.01%
99,999
– –
GLHAW
756
DELISTED
Glass Houses Acquisition Corp. Warrant
GLHAW
$70K ﹤0.01%
99,999
– –
IPOF.WS
757
DELISTED
Social Capital Hedosophia Holdings Corp. VI Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOF.WS
$70K ﹤0.01%
37,500
– –
POND.WS
758
DELISTED
Angel Pond Holdings Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
POND.WS
$69K ﹤0.01%
+86,952
New +$69.2K
MDH.WS
759
DELISTED
MDH Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MDH.WS
$69K ﹤0.01%
125,000
– –
BGRYW
760
DELISTED
Berkshire Grey, Inc. Warrant
BGRYW
$67K ﹤0.01%
55,628
-7,705
-12% -$10.8K
DRAYW
761
DELISTED
Macondray Capital Acquisition Corp. I Warrant
DRAYW
$67K ﹤0.01%
+128,192
New +$75.4K
TEKKW
762
DELISTED
Tekkorp Digital Acquisition Corp. Warrant
TEKKW
$67K ﹤0.01%
75,000
– –
ESSCW
763
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$66K ﹤0.01%
275,000
– –
BOAC.WS
764
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$66K ﹤0.01%
65,000
– –
CXAIW icon
765
CXApp Inc Warrant
CXAIW
$65K ﹤0.01%
99,999
– –
GRNAW
766
DELISTED
GreenLight Biosciences Holdings, PBC Warrant
GRNAW
$65K ﹤0.01%
64,500
– –
AVAN.WS
767
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
$65K ﹤0.01%
100,000
– –
DAVEW icon
768
Dave Inc Warrants
DAVEW
$34.3M
$64K ﹤0.01%
37,499
– –
FPAC.WS
769
DELISTED
Far Peak Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
FPAC.WS
$61K ﹤0.01%
35,000
– –
SOC.WS
770
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$60K ﹤0.01%
99,999
– –
JUGGW
771
DELISTED
Jaws Juggernaut Acquisition Corporation Warrant
JUGGW
$60K ﹤0.01%
+50,000
New +$58.7K
FTPAW
772
DELISTED
FTAC Parnassus Acquisition Corp. Warrant
FTPAW
$60K ﹤0.01%
62,499
– –
PIIIW icon
773
P3 Health Partners Inc Warrant
PIIIW
$137K
$59K ﹤0.01%
66,665
– –
MITAW
774
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$59K ﹤0.01%
+86,289
New +$56.3K
TMPOW
775
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$59K ﹤0.01%
100,000
– –
29 30
31
32 33

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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.