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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
HCICW
851
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
$38K ﹤0.01%
30,500
– –
EDTXW
852
DELISTED
EdtechX Holdings Acquisition Corp. II Warrant
EDTXW
$38K ﹤0.01%
73,875
– –
BODY.WS
853
DELISTED
The Beachbody Company, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
BODY.WS
$37K ﹤0.01%
30,815
-19,183
-38% -$39.1K
PGRWW
854
DELISTED
Progress Acquisition Corp. Warrant
PGRWW
$37K ﹤0.01%
66,500
– –
MONCW
855
DELISTED
Monument Circle Acquisition Corp. Warrant
MONCW
$37K ﹤0.01%
+64,500
New +$45.2K
OSTRW
856
DELISTED
Oyster Enterprises Acquisition Corp. Warrant
OSTRW
$37K ﹤0.01%
69,000
– –
SHACW
857
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
$37K ﹤0.01%
63,499
– –
CLAS.WS
858
DELISTED
Class Acceleration Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CLAS.WS
$37K ﹤0.01%
63,999
– –
LVRAW
859
DELISTED
Levere Holdings Corp. Warrant
LVRAW
$36K ﹤0.01%
+41,666
New +$44K
LMACW
860
DELISTED
Liberty Media Acquisition Corporation Warrants
LMACW
$36K ﹤0.01%
23,600
– –
HTPA.WS
861
DELISTED
Highland Transcend Partners I Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HTPA.WS
$36K ﹤0.01%
24,285
– –
FVIV.WS
862
DELISTED
Fortress Value Acquisition Corp. IV Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVIV.WS
$36K ﹤0.01%
44,936
– –
PSTH.WS
863
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
$36K ﹤0.01%
27,777
– –
SVSVW
864
DELISTED
Spring Valley Acquisition Corp. Warrant
SVSVW
$36K ﹤0.01%
49,999
– –
EACPW
865
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$35K ﹤0.01%
61,000
– –
NSTB.WS
866
DELISTED
Northern Star Investment Corp. II Redeemable warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTB.WS
$35K ﹤0.01%
24,799
– –
GRCYW
867
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$35K ﹤0.01%
150,000
– –
ORIAW
868
DELISTED
Orion Biotech Opportunities Corp. Warrant
ORIAW
$35K ﹤0.01%
+40,000
New +$52K
BSGAR
869
DELISTED
Blue Safari Group Acquisition Corp. Right
BSGAR
$35K ﹤0.01%
+100,100
New +$37.9K
HIGA.WS
870
DELISTED
H.I.G. Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HIGA.WS
$35K ﹤0.01%
+51,666
New +$47.9K
AILEW
871
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$35K ﹤0.01%
61,000
– –
COEPW
872
DELISTED
Coeptis Therapeutics Warrants
COEPW
$34K ﹤0.01%
130,000
– –
NRACW
873
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$34K ﹤0.01%
50,000
– –
FZT.WS
874
DELISTED
FAST Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FZT.WS
$34K ﹤0.01%
37,500
– –
GNACW
875
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
$34K ﹤0.01%
42,000
– –
33 34
35
36 37

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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.