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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
CAHCW
1251
DELISTED
CA Healthcare Acquisition Corp. Warrant
CAHCW
– –
-63,000
Closed -$61K
CAHC
1252
DELISTED
CA Healthcare Acquisition Corp. Class A Common Stock
CAHC
– –
-161,177
Closed -$1.59M
SOGO
1253
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
– –
-1,616,852
Closed -$13.8M
FUSE.WS
1254
DELISTED
Fusion Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common st
FUSE.WS
– –
-250,000
Closed -$350K
SNR
1255
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
– –
-292,271
Closed -$2.57M
PACE.WS
1256
DELISTED
TPG Pace Tech Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary
PACE.WS
– –
-20,000
Closed -$35K
DEH.WS
1257
DELISTED
D8 Holdings Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exer
DEH.WS
– –
-241,736
Closed -$401K
SRNGW
1258
DELISTED
Soaring Eagle Acquisition Corp. Warrant
SRNGW
– –
-20,000
Closed -$66K
ACIC.WS
1259
DELISTED
Atlas Crest Investment Corp.Redeemable warrants included as part of the units, each whole warrant ex
ACIC.WS
– –
-199,999
Closed -$308K
RICE.WS
1260
DELISTED
Rice Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise pr
RICE.WS
– –
-271,651
Closed -$1.55M
QELLW
1261
DELISTED
Qell Acquisition Corp. Warrant
QELLW
– –
-50,000
Closed -$80K
IFFT
1262
DELISTED
International Flavors & Fragrances Inc. 6.00% Tangible Equity Units
IFFT
– –
-30,950
Closed -$1.57M
SFTW.WS
1263
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
– –
-329,114
Closed -$563K
CENH
1264
DELISTED
Centricus Acquisition Corp. Class A Ordinary Share
CENH
– –
-46,627
Closed -$462K
GNPK.WS
1265
DELISTED
Genesis Park Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A o
GNPK.WS
– –
-57,714
Closed -$141K
SPNV.WS
1266
DELISTED
Supernova Partners Acquisition Company, Inc. Warrants, each whole warrant exercisable for one share
SPNV.WS
– –
-163,333
Closed -$252K
CORE
1267
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-93,551
Closed -$4.21M
PFPT
1268
DELISTED
Proofpoint, Inc.
PFPT
– –
-121,288
Closed -$21M
QTS
1269
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-63,752
Closed -$4.93M
TWCTW
1270
DELISTED
TWC Tech Holdings II Corp. Warrant
TWCTW
– –
-208,239
Closed -$361K
GDYNW
1271
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
– –
-151,404
Closed -$795K
TWCT
1272
DELISTED
TWC Tech Holdings II Corp. Class A Common Stock
TWCT
– –
-107,805
Closed -$1.07M
SYKE
1273
DELISTED
SYKES Enterprises Inc
SYKE
– –
-113,521
Closed -$6.1M
AJAX.WS
1274
DELISTED
Capri Listco Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exer
AJAX.WS
– –
-37,500
Closed -$70K
KSMTW
1275
DELISTED
Kismet Acquisition One Corp Warrant
KSMTW
– –
-300,000
Closed -$327K
49 50
51
52 53

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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.