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
GTPAW
926
DELISTED
Gores Technology Partners, Inc. Warrant
GTPAW
$26K ﹤0.01%
23,600
– –
OEPWW
927
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
$26K ﹤0.01%
39,999
– –
HMCOW
928
DELISTED
HumanCo Acquisition Corp. Warrant
HMCOW
$26K ﹤0.01%
24,999
– –
CLIM.WS
929
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
CLIM.WS
$26K ﹤0.01%
24,399
– –
TACA.WS
930
DELISTED
Trepont Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordin
TACA.WS
$26K ﹤0.01%
+40,000
New +$31.3K
APSG.WS
931
DELISTED
Apollo Strategic Growth Capital Warrants, each exercisable for one Class A Ordinary Share at an exer
APSG.WS
$26K ﹤0.01%
32,223
– –
SLACW
932
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$25K ﹤0.01%
29,999
– –
TIOAW
933
DELISTED
Tio Tech A Warrants
TIOAW
$25K ﹤0.01%
+33,332
New +$29.6K
HERAW
934
DELISTED
FTAC Hera Acquisition Corp. Warrant
HERAW
$25K ﹤0.01%
24,999
– –
LOKM.WS
935
DELISTED
Live Oak Mobility Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOKM.WS
$25K ﹤0.01%
+25,680
New +$28.7K
MPACR
936
DELISTED
Model Performance Acquisition Corp. Right
MPACR
$25K ﹤0.01%
+60,000
New +$24.8K
OHPAW
937
DELISTED
Orion Acquisition Corp. Warrant
OHPAW
$25K ﹤0.01%
+38,999
New +$29.4K
FSRDW
938
DELISTED
Fast Radius, Inc. Warrants
FSRDW
$25K ﹤0.01%
29,999
– –
ACII.WS
939
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
$25K ﹤0.01%
29,999
– –
BOAS.WS
940
DELISTED
BOA Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at a price of $11.50 per share
BOAS.WS
$25K ﹤0.01%
42,497
– –
VEEAW
941
Veea Inc Warrant
VEEAW
$756K
$24K ﹤0.01%
+30,000
New +$29.3K
ADOCW
942
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$24K ﹤0.01%
100,000
– –
BTMDW
943
DELISTED
Biote Corp. Warrant
BTMDW
$24K ﹤0.01%
29,499
– –
FRSGW
944
DELISTED
First Reserve Sustainable Growth Corp. Warrant
FRSGW
$24K ﹤0.01%
29,249
– –
FOXWW
945
DELISTED
FoxWayne Enterprises Acquisition Corp. Warrant
FOXWW
$24K ﹤0.01%
+50,000
New +$27.7K
SPGS.WS
946
DELISTED
Simon Property Group Acquisition Holdings, Inc. Warrants, each exercisable for one Class A common stock at an exercise price of $11.50 per share
SPGS.WS
$24K ﹤0.01%
24,400
– –
MDAIW icon
947
Spectral AI Warrants
MDAIW
$5.9M
$23K ﹤0.01%
41,665
– –
BNAIW
948
Brand Engagement Network Warrant
BNAIW
$2.45M
$23K ﹤0.01%
33,865
– –
LCAAW
949
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$23K ﹤0.01%
+33,332
New +$27.8K
TMPMW
950
DELISTED
Turmeric Acquisition Corp. Warrant
TMPMW
$23K ﹤0.01%
33,333
– –
36 37
38
39 40

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.