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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
TSIBW
976
DELISTED
Tishman Speyer Innovation Corp. II Warrant
TSIBW
$20K ﹤0.01%
23,799
– –
NSTC.WS
977
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
$20K ﹤0.01%
+19,998
New +$23.5K
SCVX.WS
978
DELISTED
SCVX Corp.
SCVX.WS
$20K ﹤0.01%
25,000
– –
STRE.WS
979
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$19K ﹤0.01%
+20,000
New +$20.4K
UHGWW
980
DELISTED
United Homes Group Warrant
UHGWW
$18K ﹤0.01%
30,749
– –
NSTD.WS
981
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
$18K ﹤0.01%
+19,998
New +$22.6K
PACXW
982
DELISTED
Pioneer Merger Corp. Warrant
PACXW
$18K ﹤0.01%
16,666
– –
KAIRW
983
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$18K ﹤0.01%
31,346
– –
GSEVW
984
DELISTED
Gores Holdings VII, Inc. Warrant
GSEVW
$18K ﹤0.01%
14,874
– –
AMPI.WS
985
DELISTED
Advanced Merger Partners Inc Warrants
AMPI.WS
$18K ﹤0.01%
19,833
– –
ASZ.WS
986
DELISTED
Austerlitz Acquisition Corporation II Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
ASZ.WS
$18K ﹤0.01%
17,500
– –
FRONW
987
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
$17K ﹤0.01%
18,750
– –
BIOTW
988
DELISTED
Biotech Acquisition Company Warrant
BIOTW
$17K ﹤0.01%
26,499
– –
GIIXW
989
DELISTED
Gores Holdings VIII, Inc. Warrant
GIIXW
$17K ﹤0.01%
14,874
– –
PV.WS
990
DELISTED
Primavera Capital Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PV.WS
$17K ﹤0.01%
20,500
– –
ENJYW
991
DELISTED
Enjoy Technology, Inc. Warrant
ENJYW
$17K ﹤0.01%
12,499
– –
VGII.WS
992
DELISTED
Virgin Group Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one Class
VGII.WS
$17K ﹤0.01%
+19,999
New +$21.5K
MOTV.WS
993
DELISTED
Motive Capital Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an ex
MOTV.WS
$17K ﹤0.01%
13,333
– –
IVAN.WS
994
DELISTED
Ivanhoe Capital Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
IVAN.WS
$17K ﹤0.01%
11,666
– –
CCV.WS
995
DELISTED
Churchill Capital Corp V Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCV.WS
$16K ﹤0.01%
12,499
– –
IPVIW
996
DELISTED
InterPrivate IV InfraTech Partners Inc. Warrant
IPVIW
$16K ﹤0.01%
+24,800
New +$22.4K
ACQRW
997
DELISTED
Independence Holdings Corp. Warrant
ACQRW
$16K ﹤0.01%
15,000
– –
PDOT.WS
998
DELISTED
Peridot Acquisition Corp. II Redeemable warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PDOT.WS
$16K ﹤0.01%
+19,999
New +$21K
FTAAW
999
DELISTED
FTAC Athena Acquisition Corp. Warrant
FTAAW
$16K ﹤0.01%
12,500
– –
DLCAW
1000
DELISTED
Deep Lake Capital Acquisition Corp. Warrant
DLCAW
$16K ﹤0.01%
20,500
– –
38 39
40
41 42

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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.