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
SMIHW
726
DELISTED
Summit Healthcare Acquisition Corp. Warrant
SMIHW
$86K ﹤0.01%
+100,000
New +$97.2K
VOSOW
727
DELISTED
Virtuoso Acquisition Corp. Warrant
VOSOW
$86K ﹤0.01%
74,999
– –
YAC.WS
728
DELISTED
Yucaipa Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A
YAC.WS
$84K ﹤0.01%
79,166
– –
ADERW
729
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$83K ﹤0.01%
100,000
– –
GCACW
730
DELISTED
Growth Capital Acquisition Corp. Warrant
GCACW
$82K ﹤0.01%
87,500
– –
NGCAW
731
DELISTED
NextGen Acquisition Corp. II Warrant
NGCAW
$82K ﹤0.01%
+48,688
New +$92.8K
CBAH.WS
732
DELISTED
CBRE Acquisition Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A co
CBAH.WS
$82K ﹤0.01%
49,998
– –
DDMXW
733
DELISTED
DD3 Acquisition Corp. II Warrant
DDMXW
$81K ﹤0.01%
67,499
– –
MLACW
734
DELISTED
Malacca Straits Acquisition Company Limited Warrants
MLACW
$80K ﹤0.01%
200,000
– –
FTVIW
735
DELISTED
FinTech Acquisition Corp. VI Warrants
FTVIW
$80K ﹤0.01%
+74,998
New +$76.1K
PROCW
736
DELISTED
Procaps Group, S.A. Warrants
PROCW
$79K ﹤0.01%
+73,086
New +$78.9K
LMDXW
737
DELISTED
LumiraDx Limited Warrant
LMDXW
$79K ﹤0.01%
+63,000
New +$73.1K
SVOKW
738
DELISTED
Seven Oaks Acquisition Corp. Warrant
SVOKW
$79K ﹤0.01%
100,000
– –
PMGMW
739
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$78K ﹤0.01%
120,504
+1,338
+1% +$953
MCAFR
740
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$78K ﹤0.01%
+200,290
New +$79.4K
XBPEW
741
XBP Europe Holdings Warrant
XBPEW
$77K ﹤0.01%
75,000
– –
PSAGW
742
DELISTED
Property Solutions Acquisition Corporation II Warrant
PSAGW
$77K ﹤0.01%
112,500
– –
PUCKW
743
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$75K ﹤0.01%
128,000
– –
NBSTW
744
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$74K ﹤0.01%
150,000
– –
IRAAW
745
DELISTED
Iris Acquisition Corp Warrant
IRAAW
$74K ﹤0.01%
81,248
– –
CORZW
746
DELISTED
Core Scientific, Inc. Warrant
CORZW
$74K ﹤0.01%
29,749
– –
SFRWW
747
DELISTED
Appreciate Holdings, Inc. Warrant
SFRWW
$73K ﹤0.01%
85,596
– –
EPHYW
748
DELISTED
Epiphany Technology Acquisition Corp. Warrant
EPHYW
$73K ﹤0.01%
83,332
– –
NXU.WS
749
DELISTED
Novus Capital Corporation II Redeemable warrants, each whole warrant exercisable for shares of Class
NXU.WS
$73K ﹤0.01%
66,666
– –
MACQW
750
DELISTED
MCAP Acquisition Corporation Warrants
MACQW
$73K ﹤0.01%
66,666
– –
28 29
30
31 32

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.