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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
LGV.WS
776
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
$59K ﹤0.01%
+46,000
New +$62K
CLRMW
777
DELISTED
Clarim Acquisition Corp. Warrant
CLRMW
$59K ﹤0.01%
95,022
– –
OPA.WS
778
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
$58K ﹤0.01%
+49,999
New +$45.1K
CTAC.WS
779
DELISTED
Cerberus Telecom Acquisition Corp. Warrants included as part of the Units, each whole warrant exerci
CTAC.WS
$58K ﹤0.01%
58,332
– –
RVPHW
780
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$57K ﹤0.01%
142,700
-59,593
-29% -$25.1K
BWACW
781
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
$57K ﹤0.01%
90,000
– –
RMCOW icon
782
Royalty Management Holding Warrant
RMCOW
$1.49M
$56K ﹤0.01%
100,000
– –
GGMCW
783
DELISTED
Glenfarne Merger Corp. Warrant
GGMCW
$56K ﹤0.01%
83,332
– –
BNZIW icon
784
Banzai International Warrant
BNZIW
$131K
$55K ﹤0.01%
100,000
– –
BZFDW icon
785
BuzzFeed Inc Warrant
BZFDW
$763K
$55K ﹤0.01%
44,332
– –
TLSIW icon
786
TriSalus Life Sciences Warrant
TLSIW
$25.5M
$55K ﹤0.01%
66,665
– –
FOXO.WS
787
DELISTED
FOXO Technologies Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FOXO.WS
$55K ﹤0.01%
84,000
– –
ISLEW
788
DELISTED
Isleworth Healthcare Acquisition Corporation Warrant
ISLEW
$55K ﹤0.01%
99,999
– –
ALTIW
789
DELISTED
AlTi Global Inc Warrant
ALTIW
$54K ﹤0.01%
50,713
– –
LBPSW
790
DELISTED
4D Pharma PLC Warrant
LBPSW
$54K ﹤0.01%
77,566
-12,083
-13% -$11.4K
GFX.WS
791
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
$54K ﹤0.01%
87,500
– –
COCHW icon
792
Envoy Medical Warrant
COCHW
$540K
$53K ﹤0.01%
83,332
– –
VLATW
793
DELISTED
Valor Latitude Acquisition Corp. Warrant
VLATW
$53K ﹤0.01%
+66,666
New +$63.9K
OTRAW
794
DELISTED
OTR Acquisition Corp. Warrant
OTRAW
$53K ﹤0.01%
99,999
– –
HCCCW
795
DELISTED
Healthcare Capital Corp. Warrant
HCCCW
$53K ﹤0.01%
76,999
– –
GSAH.WS
796
DELISTED
GS Acquisition Holdings Corp II Redeemable Warrants, each whole warrant exercisable for one share of
GSAH.WS
$53K ﹤0.01%
25,000
– –
BREZW
797
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$52K ﹤0.01%
100,000
– –
ASAXW
798
DELISTED
Astrea Acquisition Corp. Warrant
ASAXW
$52K ﹤0.01%
66,499
– –
GIGGW
799
DELISTED
GigCapital4, Inc. Warrant
GIGGW
$52K ﹤0.01%
49,999
– –
OCAXW
800
DELISTED
OCA Acquisition Corp. Warrant
OCAXW
$51K ﹤0.01%
95,769
– –
30 31
32
33 34

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GA
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HCM
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HPG
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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.