We are live on ! Find out more
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
BTAQW
676
DELISTED
Burgundy Technology Acquisition Corporation Warrant
BTAQW
$121K ﹤0.01%
177,227
– –
ADF.WS
677
DELISTED
Aldel Financial Inc Warrants
ADF.WS
$121K ﹤0.01%
+60,000
New +$76.1K
TRONW
678
DELISTED
Corner Growth Acquisition Corp. 2 Warrants
TRONW
$120K ﹤0.01%
+116,665
New +$116K
PGEN icon
679
Precigen
PGEN
$1.93B
$119K ﹤0.01%
23,855
– –
KSICW
680
DELISTED
Kadem Sustainable Impact Corporation Warrant
KSICW
$119K ﹤0.01%
+237,499
New +$157K
HAACW
681
DELISTED
Health Assurance Acquisition Corp. Warrants
HAACW
$119K ﹤0.01%
115,832
– –
ESSCR
682
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$116K ﹤0.01%
275,000
– –
ETACW
683
DELISTED
E.Merge Technology Acquisition Corp. Warrant
ETACW
$116K ﹤0.01%
166,666
– –
REEAW
684
DELISTED
REE Automotive Ltd. Warrant
REEAW
$115K ﹤0.01%
+132,457
New +$167K
IMPX.WS
685
DELISTED
AEA-Bridges Impact Corp Warrants
IMPX.WS
$114K ﹤0.01%
175,000
– –
LILMW
686
DELISTED
Lilium N.V. Warrants
LILMW
$113K ﹤0.01%
+50,000
New +$99.7K
COOLW
687
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$113K ﹤0.01%
133,333
– –
OTECW
688
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$113K ﹤0.01%
+257,010
New +$129K
SHQAW
689
DELISTED
Shelter Acquisition Corporation I Warrants
SHQAW
$113K ﹤0.01%
+226,993
New +$117K
MAQCW
690
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$110K ﹤0.01%
+200,155
New +$110K
EOCW.WS
691
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
$110K ﹤0.01%
+100,000
New +$107K
BSLKW
692
DELISTED
Bolt Projects Holdings Warrant
BSLKW
$108K ﹤0.01%
211,702
– –
TETCW
693
DELISTED
Tech and Energy Transition Corporation Warrant
TETCW
$108K ﹤0.01%
+166,666
New +$131K
NVTS icon
694
Navitas Semiconductor
NVTS
$2.78B
$105K ﹤0.01%
10,527
-69,250
-87% -$689K
GACQW
695
DELISTED
Global Consumer Acquisition Corp. Warrant
GACQW
$105K ﹤0.01%
+222,695
New +$112K
HCIC
696
DELISTED
Hennessy Capital Investment Corp. V Class A Common Stock
HCIC
$104K ﹤0.01%
10,495
– –
FTCVW
697
DELISTED
FinTech Acquisition Corp. V Warrant
FTCVW
$104K ﹤0.01%
49,999
– –
GXIIW
698
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
$103K ﹤0.01%
199,998
– –
STWOW
699
DELISTED
ACON S2 Acquisition Corp Warrant
STWOW
$103K ﹤0.01%
83,332
– –
SCLE
700
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
$102K ﹤0.01%
10,492
-106,504
-91% -$1.03M
26 27
28
29 30

Similar funds

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.