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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
LSEAW
601
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$260K 0.01%
1,041,928
-1,308
-0.1% -$349
RKLY.WS
602
DELISTED
Rockley Photonics Holdings Limited Warrants, each warrant exercisable for one ordinary share at an exercise price of $11.50
RKLY.WS
$260K 0.01%
+108,942
New +$244K
IGACW
603
DELISTED
IG Acquisition Corp. Warrant
IGACW
$256K 0.01%
312,500
– –
NRXPW
604
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$255K 0.01%
54,256
-45,744
-46% -$282K
HHGCU
605
DELISTED
HHG Capital Corporation Units
HHGCU
$255K 0.01%
+24,949
New +$255K
SRAD icon
606
Sportradar
SRAD
$4.34B
$252K 0.01%
+11,126
New +$284K
MVSTW
607
DELISTED
Microvast Holdings Warrants
MVSTW
$250K 0.01%
120,297
-47,926
-28% -$138K
CTV
608
DELISTED
Innovid Corp.
CTV
$248K 0.01%
24,992
-10,000
-29% -$98.8K
GOL
609
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$246K 0.01%
32,232
– –
DCGOW
610
DELISTED
DocGo Inc. Warrants
DCGOW
$244K 0.01%
185,896
– –
ML.WS
611
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
$243K 0.01%
+250,000
New +$279K
CWAN
612
DELISTED
Clearwater Analytics
CWAN
$237K 0.01%
+9,272
New +$238K
FFAIW
613
DELISTED
Faraday Future Intelligent Electric Warrant
FFAIW
$237K 0.01%
140,033
-91,626
-40% -$224K
OWL.WS
614
DELISTED
Blue Owl Capital Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A C
OWL.WS
$235K 0.01%
49,999
– –
GIWWW
615
DELISTED
GigInternational1, Inc. Warrant
GIWWW
$233K 0.01%
+277,250
New +$235K
YSAC.WS
616
DELISTED
Yellowstone Acquisition Company Warrants, each whole warrant exercisable for one share of Class A co
YSAC.WS
$233K 0.01%
250,000
– –
OPA
617
DELISTED
Magnum Opus Acquisition Limited
OPA
$232K 0.01%
+23,414
New +$228K
GDEVW icon
618
GDEV Inc Warrant
GDEVW
$60.8K
$231K 0.01%
+275,000
New +$231K
SNAX
619
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$224K 0.01%
+2,785
New +$318K
FLAC
620
DELISTED
Frazier Lifesciences Acquisition Corporation Class A Ordinary Shares
FLAC
$223K 0.01%
22,892
-2,108
-8% -$20.6K
LUXAW
621
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
$218K 0.01%
189,998
– –
BROGW
622
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$213K 0.01%
426,566
-4,420
-1% -$2.13K
OSI.WS
623
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$210K 0.01%
+427,320
New +$278K
DOMA.WS
624
DELISTED
Doma Holdings, Inc. Warrants, Every 25 warrants will be exercisable for one share of Common Stock at an exercise price of $287.50 per share of Common Stock
DOMA.WS
$210K 0.01%
+148,888
New +$185K
PTOCW
625
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
$210K 0.01%
+299,999
New +$227K
23 24
25
26 27

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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
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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.