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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
MYPSW
1076
DELISTED
PLAYSTUDIOS Inc Warrant
MYPSW
– –
-49,999
Closed -$92K
NIE
1077
Virtus Equity & Convertible Income Fund
NIE
$722M
– –
-9,304
Closed -$281K
OWLT icon
1078
Owlet
OWLT
$154M
– –
-2,732
Closed -$382K
PATH icon
1079
UiPath
PATH
$5.85B
– –
-5,185
Closed -$352K
RDW icon
1080
Redwire
RDW
$2.08B
– –
-42,408
Closed -$437K
RMT
1081
Royce Micro-Cap Trust
RMT
$735M
– –
-19,736
Closed -$245K
RSVR icon
1082
Reservoir Media
RSVR
$698M
– –
-25,951
Closed -$258K
RSVRW icon
1083
Reservoir Media Inc Warrant
RSVRW
– –
-50,000
Closed -$80K
S icon
1084
SentinelOne
S
$6.19B
– –
-11,667
Closed -$496K
SCD
1085
LMP Capital and Income Fund
SCD
$354M
– –
-23,261
Closed -$335K
SES icon
1086
SES AI
SES
$196M
– –
-34,998
Closed -$356K
SRZN icon
1087
Surrozen
SRZN
$231M
– –
-7,029
Closed -$1.05M
SRZNW icon
1088
Surrozen Inc Warrant
SRZNW
$41.9K
– –
-23,166
Closed -$36K
STEW
1089
SRH Total Return Fund
STEW
$1.76B
– –
-19,880
Closed -$269K
SWIM icon
1090
Latham Group
SWIM
$659M
– –
-6,400
Closed -$205K
TMCWW
1091
TMC The Metals Company Warrants
TMCWW
$600K
– –
-46,278
Closed -$67K
ULCC icon
1092
Frontier Group Holdings
ULCC
$1.36B
– –
-102,000
Closed -$1.74M
WBS icon
1093
Webster Financial
WBS
$12.5B
– –
-37,051
Closed -$1.98M
WGSWW
1094
DELISTED
GeneDx Holdings Warrant
WGSWW
– –
-50,629
Closed -$233K
WTW icon
1095
Willis Towers Watson
WTW
$28.5B
– –
-130,878
Closed -$30.1M
PDYN icon
1096
Palladyne AI
PDYN
$235M
– –
-29,594
Closed -$1.77M
PDYNW icon
1097
Palladyne AI Corp Warrants
PDYNW
$253K
– –
-62,499
Closed -$77K
MSPR
1098
DELISTED
MSP Recovery Inc
MSPR
– –
-16
Closed -$707K
AMPS
1099
DELISTED
Altus Power
AMPS
– –
-38,457
Closed -$373K
HYZNW
1100
DELISTED
Hyzon Motors Inc. Warrants
HYZNW
– –
-302,500
Closed -$693K
42 43
44
45 46

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
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.