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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
HIIIW
826
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
$43K ﹤0.01%
50,498
– –
DHBCW
827
DELISTED
DHB Capital Corp. Warrant
DHBCW
$43K ﹤0.01%
66,666
– –
EQHA.WS
828
DELISTED
EQ Health Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
EQHA.WS
$43K ﹤0.01%
75,000
– –
BHIL.WS
829
DELISTED
Benson Hill, Inc. Warrants, each whole warrant exercisable for one share of common stock at an exercise price of $11.50
BHIL.WS
$42K ﹤0.01%
+29,679
New +$41.8K
EMBKW
830
DELISTED
Embark Technology, Inc. Warrants
EMBKW
$42K ﹤0.01%
38,999
– –
FACA.WS
831
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
$42K ﹤0.01%
39,600
– –
FSSIW
832
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
$42K ﹤0.01%
60,999
– –
FRWAW
833
DELISTED
PWP Forward Acquisition Corp. I Warrant
FRWAW
$41K ﹤0.01%
+49,999
New +$48.7K
SONDW
834
DELISTED
Sonder Holdings Inc Warrants
SONDW
$40K ﹤0.01%
23,799
– –
XOSWW
835
Xos Inc Warrants
XOSWW
$15.4K
$40K ﹤0.01%
37,296
-4,370
-10% -$5.92K
ADOCR
836
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$40K ﹤0.01%
100,000
– –
IPVF.WS
837
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$40K ﹤0.01%
+31,400
New +$34.6K
TPGY.WS
838
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
$40K ﹤0.01%
20,000
– –
ZGYHR
839
DELISTED
Yunhong International Right
ZGYHR
$40K ﹤0.01%
200,000
– –
ONMDW icon
840
OneMedNet Corp Warrant
ONMDW
$787K
$39K ﹤0.01%
+100,000
New +$49.5K
ZFOXW
841
DELISTED
ZeroFox Holdings, Inc. Warrants
ZFOXW
$39K ﹤0.01%
65,000
– –
SDACW
842
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
$39K ﹤0.01%
60,349
– –
KAHC.WS
843
DELISTED
KKR Acquisition Holdings I 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
KAHC.WS
$39K ﹤0.01%
+40,750
New +$45.8K
CRU.WS
844
DELISTED
Crucible Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CRU.WS
$39K ﹤0.01%
46,965
– –
IPOD.WS
845
DELISTED
Social Capital Hedosophia Holdings Corp. IV Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOD.WS
$39K ﹤0.01%
+22,500
New +$42.4K
CFFVW
846
DELISTED
CF Acquisition Corp. V Warrant
CFFVW
$39K ﹤0.01%
40,666
– –
GLTA.WS
847
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
$38K ﹤0.01%
+86,939
New +$40.1K
QTEKW
848
DELISTED
QualTek Services Inc. Warrant
QTEKW
$38K ﹤0.01%
29,498
– –
PEARW
849
DELISTED
Pear Therapeutics, Inc. Warrant
PEARW
$38K ﹤0.01%
40,333
– –
CRZNW
850
DELISTED
Corazon Capital V838 Monoceros Corp Warrant
CRZNW
$38K ﹤0.01%
50,000
– –
32 33
34
35 36

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.