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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
DKDCU
1126
DELISTED
Data Knights Acquisition Corp. Unit
DKDCU
– –
-100,000
Closed -$1.03M
TRCA.U
1127
DELISTED
Twin Ridge Capital Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
TRCA.U
– –
-50,000
Closed -$500K
SKIL.WS
1128
DELISTED
Skillsoft Corp. Warrants, each whole warrant is exercisable for 1/20th of a share of Class A Common Stock at an exercise price of $230.00
SKIL.WS
– –
-116,666
Closed -$244K
KLR.WS
1129
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
– –
-1,106,970
Closed -$3.54M
GFOR.U
1130
DELISTED
Graf Acquisition Corp. IV Units, each consisting of one share of common stock, and one-fifth of one redeemable warrant
GFOR.U
– –
-600,100
Closed -$5.97M
FATH
1131
DELISTED
Fathom Digital Manufacturing Corporation
FATH
– –
-2,610
Closed -$507K
ZEV.WS
1132
DELISTED
Lightning eMotors, Inc. Redeemable Warrants, each whole warrant exercisable 1/20th of a share of common stock at an exercise price of $230.00 per whole share
ZEV.WS
– –
-361,743
Closed -$595K
NSTD.U
1133
DELISTED
Northern Star Investment Corp. IV Units, each consisting of one share of Class A common stock and one-sixth of one redeemable warrant
NSTD.U
– –
-120,000
Closed -$1.2M
NSTC.U
1134
DELISTED
Northern Star Investment Corp. III Units, each consisting of one share of Class A common stock and one-sixth of one redeemable warrant
NSTC.U
– –
-120,000
Closed -$1.2M
TLGA.U
1135
DELISTED
TLG Acquisition One Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TLGA.U
– –
-35,113
Closed -$348K
CLBR.U
1136
DELISTED
Colombier Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-third of one redeemable warrant
CLBR.U
– –
-435,000
Closed -$4.32M
EOCW.U
1137
DELISTED
Elliott Opportunity II Corp. Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
EOCW.U
– –
-400,000
Closed -$4M
JUGGU
1138
DELISTED
Jaws Juggernaut Acquisition Corporation Unit
JUGGU
– –
-200,000
Closed -$2.01M
HCNEU
1139
DELISTED
Jaws Hurricane Acquisition Corp. Unit
HCNEU
– –
-250,000
Closed -$2.52M
LITTU
1140
DELISTED
Logistics Innovation Technologies Corp. Units
LITTU
– –
-450,000
Closed -$4.48M
GSQB.U
1141
DELISTED
G Squared Ascend II Inc. Units, each consisting of one Class A ordinary share and one-third of a redeemable Warrant to acquire one Class A ordinary shares
GSQB.U
– –
-100,000
Closed -$1M
ATIP.WS
1142
DELISTED
ATI Physical Therapy, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
ATIP.WS
– –
-22,100
Closed -$50K
RONI.U
1143
DELISTED
Rice Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
RONI.U
– –
-150,000
Closed -$1.53M
QTEK
1144
DELISTED
QualTek Services Inc. Class A Common Stock
QTEK
– –
-117,992
Closed -$1.17M
PSPC.U
1145
DELISTED
Post Holdings Partnering Corporation Units, each consisting of one share of Series A common stock, and one-third of one redeemable warrant
PSPC.U
– –
-300,000
Closed -$3.12M
BRIVU
1146
DELISTED
B. Riley Principal 250 Merger Corp. Units
BRIVU
– –
-620,070
Closed -$6.18M
VLATU
1147
DELISTED
Valor Latitude Acquisition Corp. Unit
VLATU
– –
-200,000
Closed -$1.99M
SKYAU
1148
DELISTED
Skydeck Acquisition Corp. Units
SKYAU
– –
-375,000
Closed -$3.75M
ORIAU
1149
DELISTED
Orion Biotech Opportunities Corp. Units
ORIAU
– –
-200,000
Closed -$2.02M
IPVIU
1150
DELISTED
InterPrivate IV InfraTech Partners Inc. Units
IPVIU
– –
-124,000
Closed -$1.23M
44 45
46
47 48

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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.