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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
LITTW
651
DELISTED
Logistics Innovation Technologies Corp. Warrant
LITTW
$155K ﹤0.01%
+169,078
New +$175K
FLYX.WS icon
652
flyExclusive Inc Warrants
FLYX.WS
$154K ﹤0.01%
+261,608
New +$204K
OMEG
653
DELISTED
Omega Alpha SPAC Class A Ordinary Shares
OMEG
$154K ﹤0.01%
+15,793
New +$154K
RDBXW
654
DELISTED
Redbox Entertainment Inc. Warrant
RDBXW
$153K ﹤0.01%
162,498
– –
BSN.WS
655
DELISTED
Broadstone Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
BSN.WS
$152K ﹤0.01%
140,625
– –
NKGNW
656
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$151K ﹤0.01%
+130,528
New +$163K
BRIVW
657
DELISTED
B. Riley Principal 250 Merger Corp. Warrant
BRIVW
$150K ﹤0.01%
+214,059
New +$200K
CYXTW
658
DELISTED
Cyxtera Technologies, Inc. Warrant
CYXTW
$150K ﹤0.01%
72,900
-2,100
-3% -$4.09K
ZNTEW
659
DELISTED
Zanite Acquisition Corp. Warrant
ZNTEW
$147K ﹤0.01%
175,000
– –
CONXW
660
DELISTED
CONX Corp. Warrant
CONXW
$144K ﹤0.01%
124,999
– –
BRMK.WS
661
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$143K ﹤0.01%
1,189,227
-134,300
-10% -$19.8K
HZAC.WS
662
DELISTED
Horizon Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary sh
HZAC.WS
$142K ﹤0.01%
83,332
– –
VIHAW
663
DELISTED
VPC Impact Acquisition Holdings Warrant
VIHAW
$139K ﹤0.01%
84,863
– –
ETHZW
664
DELISTED
ETHZilla Corp Warrant
ETHZW
$136K ﹤0.01%
147,473
-148,780
-50% -$201K
CELUW
665
DELISTED
Celularity Inc
CELUW
$136K ﹤0.01%
117,969
-420,867
-78% -$563K
LCAHW
666
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$136K ﹤0.01%
+125,000
New +$141K
ASAQ.WS
667
DELISTED
Atlantic Avenue Acquisition Corp Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
ASAQ.WS
$136K ﹤0.01%
+203,431
New +$158K
GAPA.WS
668
DELISTED
G&P Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
GAPA.WS
$135K ﹤0.01%
249,999
– –
EQD.WS
669
DELISTED
Equity Distribution Acquisition Corp. Warrants, each whole warrant exercisable for one share of Clas
EQD.WS
$135K ﹤0.01%
149,999
– –
NMMCW
670
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$134K ﹤0.01%
150,000
– –
LIDRW icon
671
AEye Inc Warrant
LIDRW
$282K
$133K ﹤0.01%
114,228
-2,438
-2% -$3.32K
BGSX.WS
672
DELISTED
Build Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
BGSX.WS
$131K ﹤0.01%
200,000
– –
CTAQW
673
DELISTED
Carney Technology Acquisition Corp. II Warrant
CTAQW
$129K ﹤0.01%
+195,714
New +$154K
SCAQW
674
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
$126K ﹤0.01%
+200,000
New +$150K
LUXA
675
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
$125K ﹤0.01%
12,708
-53,290
-81% -$525K
25 26
27
28 29

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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.