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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
AVCTW
1051
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$7K ﹤0.01%
35,034
-17,481
-33% -$5.46K
KIIIW
1052
DELISTED
Kismet Acquisition Three Corp. Warrant
KIIIW
$7K ﹤0.01%
13,332
– –
PHUNW
1053
DELISTED
Phunware, Inc. Warrants
PHUNW
$4K ﹤0.01%
21,724
-5,900
-21% -$1.4K
ADX icon
1054
Adams Diversified Equity Fund
ADX
$3.11B
– –
-24,322
Closed -$481K
AGL icon
1055
Agilon Health
AGL
$1.64B
– –
-256
Closed -$260K
AOMR
1056
Angel Oak Mortgage REIT
AOMR
$222M
– –
-30,000
Closed -$536K
APP icon
1057
Applovin
APP
$139B
– –
-7,012
Closed -$527K
ATLC icon
1058
Atlanticus Holdings
ATLC
$1.58B
– –
-270,000
Closed -$10.7M
AVAH icon
1059
Aveanna Healthcare
AVAH
$2.11B
– –
-16,000
Closed -$198K
AVPTW
1060
DELISTED
AvePoint Inc Warrant
AVPTW
– –
-127,527
Closed -$430K
CIFRW
1061
DELISTED
Cipher Mining Warrant
CIFRW
– –
-174,999
Closed -$294K
CTRA
1062
DELISTED
Coterra Energy
CTRA
– –
-1,871,202
Closed -$31.6M
CURIW
1063
DELISTED
CuriosityStream Warrant
CURIW
– –
-33,139
Closed -$150K
DIAX
1064
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
– –
-13,128
Closed -$223K
DOYU
1065
DouYu International Holdings
DOYU
$135M
– –
-89,767
Closed -$6.14M
DV icon
1066
DoubleVerify
DV
$1.68B
– –
-4,800
Closed -$203K
EVGOW
1067
DELISTED
EVgo Inc Warrants
EVGOW
– –
-100,000
Closed -$408K
HUMAW icon
1068
Humacyte Inc Warrant
HUMAW
$1.55M
– –
-150,000
Closed -$420K
JSPR icon
1069
Jasper Therapeutics
JSPR
$23.1M
– –
-9,852
Closed -$980K
JSPRW icon
1070
Japer Therapeutics Warrants
JSPRW
$183K
– –
-187,500
Closed -$218K
NXDR
1071
Nextdoor Holdings
NXDR
$870M
– –
-173,500
Closed -$1.72M
LZ icon
1072
LegalZoom.com
LZ
$1.3B
– –
-6,667
Closed -$252K
MFM
1073
Aberdeen Municipal Income Fund
MFM
$222M
– –
-11,671
Closed -$83K
MKTW icon
1074
MarketWise
MKTW
$54.4M
– –
-9,447
Closed -$1.88M
MNTSW icon
1075
Momentus Inc Warrant
MNTSW
$111
– –
-124,357
Closed -$522K
41 42
43
44 45

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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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.