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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
FINMW
1026
DELISTED
Marlin Technology Corporation Warrant
FINMW
$12K ﹤0.01%
14,405
– –
PAQCW
1027
DELISTED
Provident Acquisition Corp. Warrant
PAQCW
$12K ﹤0.01%
20,499
– –
TCACW
1028
DELISTED
Tuatara Capital Acquisition Corporation Warrant
TCACW
$12K ﹤0.01%
19,000
– –
BLUA.WS
1029
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$11K ﹤0.01%
16,666
– –
QDROW
1030
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$11K ﹤0.01%
15,000
– –
TRCA.WS
1031
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$11K ﹤0.01%
+16,666
New +$13.6K
AGGRW
1032
DELISTED
Agile Growth Corp Warrant
AGGRW
$11K ﹤0.01%
16,666
– –
SCOBW
1033
DELISTED
ScION Tech Growth II Warrants
SCOBW
$11K ﹤0.01%
16,666
– –
TZPSW
1034
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$11K ﹤0.01%
16,999
– –
AKICW
1035
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
$11K ﹤0.01%
18,320
– –
CHAA.WS
1036
DELISTED
Catcha Investment Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CHAA.WS
$11K ﹤0.01%
16,666
– –
GMBTW
1037
DELISTED
Pivotal Holdings Corp Warrant
GMBTW
$11K ﹤0.01%
13,333
– –
RGTIW icon
1038
Rigetti Computing Warrants
RGTIW
$134M
$10K ﹤0.01%
+12,500
New +$12.8K
ITQRW
1039
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
$10K ﹤0.01%
19,500
– –
POWRW
1040
DELISTED
Powered Brands Warrants
POWRW
$10K ﹤0.01%
16,666
– –
RKTA.WS
1041
DELISTED
Rocket Internet Growth Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RKTA.WS
$10K ﹤0.01%
+12,500
New +$13.9K
EBACW
1042
DELISTED
European Biotech Acquisition Corp. Warrant
EBACW
$9K ﹤0.01%
14,666
– –
FTEV.WS
1043
DELISTED
FinTech Evolution Acquisition Group Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share for $11.50 per share
FTEV.WS
$9K ﹤0.01%
13,333
– –
FCAX.WS
1044
DELISTED
Fortress Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FCAX.WS
$9K ﹤0.01%
10,599
– –
CPTK.WS
1045
DELISTED
Crown PropTech Acquisitions Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CPTK.WS
$9K ﹤0.01%
16,666
– –
HOLOW icon
1046
MicroCloud Hologram Inc Warrant
HOLOW
$8K ﹤0.01%
+35,000
New +$7.7K
CLAA.WS
1047
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
$8K ﹤0.01%
10,139
– –
LGACW
1048
DELISTED
Lazard Growth Acquisition Corp. I Warrants
LGACW
$8K ﹤0.01%
10,000
– –
LHC.WS
1049
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
$8K ﹤0.01%
12,499
– –
LIII.WS
1050
DELISTED
Leo Holdings III Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary s
LIII.WS
$8K ﹤0.01%
10,000
– –
40 41
42
43 44

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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.