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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
FVT.WS
951
DELISTED
Fortress Value Acquisition Corp. III Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVT.WS
$23K ﹤0.01%
28,179
– –
ISOS.WS
952
DELISTED
Isos Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share
ISOS.WS
$23K ﹤0.01%
+16,666
New +$22.2K
ICUCW
953
SeaStar Medical Holding Corp Warrant
ICUCW
$413K
$22K ﹤0.01%
50,000
– –
CVIIW
954
DELISTED
Churchill Capital Corp VII Warrants
CVIIW
$22K ﹤0.01%
+23,400
New +$26.1K
KRNLW
955
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$22K ﹤0.01%
37,499
– –
DISAW
956
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$22K ﹤0.01%
33,333
– –
ESM.WS
957
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$22K ﹤0.01%
33,332
– –
IBER.WS
958
DELISTED
Ibere Pharmaceuticals Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
IBER.WS
$22K ﹤0.01%
37,500
– –
SCLEW
959
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
$22K ﹤0.01%
29,249
– –
REVHW
960
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Warrant.
REVHW
$22K ﹤0.01%
+23,399
New +$26.7K
PPGHW
961
DELISTED
Poema Global Holdings Corp. Warrant
PPGHW
$22K ﹤0.01%
+24,999
New +$19.5K
AGCWW
962
DELISTED
Altimeter Growth Corp Warrant
AGCWW
$22K ﹤0.01%
10,000
– –
AONCW
963
DELISTED
American Oncology Network, Inc. Warrant
AONCW
$21K ﹤0.01%
29,999
– –
BREZR
964
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$21K ﹤0.01%
100,000
– –
FRXB.WS
965
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
$21K ﹤0.01%
24,399
– –
OPALW
966
DELISTED
OPAL Fuels Inc. Warrant
OPALW
$21K ﹤0.01%
20,000
– –
NDACW
967
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
$21K ﹤0.01%
+24,199
New +$28.1K
PICC.WS
968
DELISTED
Pivotal Investment Corporation III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
PICC.WS
$21K ﹤0.01%
24,199
– –
EJFAW
969
DELISTED
EJF Acquisition Corp. Warrant
EJFAW
$21K ﹤0.01%
12,999
– –
BETRW icon
970
Better Home & Finance Warrant
BETRW
$2.51M
$20K ﹤0.01%
12,500
– –
SCLXW icon
971
Scilex Holding Co Warrant
SCLXW
$2.37M
$20K ﹤0.01%
39,615
– –
WALDW icon
972
Waldencast PLC Warrant
WALDW
$4.53M
$20K ﹤0.01%
+25,000
New +$23.8K
JWSM.WS
973
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$20K ﹤0.01%
17,500
– –
TBCPW
974
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$20K ﹤0.01%
26,346
+2,229
+9% +$2.07K
RXRAW
975
DELISTED
RXR Acquisition Corp. Warrants to purchase Class A common stock
RXRAW
$20K ﹤0.01%
+26,400
New +$24.4K
37 38
39
40 41

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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.