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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
FIVN icon
26
FIVE9
FIVN
$1.77B
$21.8M 0.63%
+136,709
New +$24.9M
COHR
27
DELISTED
Coherent Inc
COHR
$21M 0.6%
83,857
-12,986
-13% -$3.26M
FMBI
28
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$20.6M 0.59%
1,083,183
+578,245
+115% +$10.6M
XLNX
29
DELISTED
Xilinx Inc
XLNX
$20.2M 0.58%
133,911
-20,746
-13% -$3.04M
MGP
30
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$19.9M 0.57%
+518,592
New +$20.3M
STMP
31
DELISTED
Stamps.com, Inc.
STMP
$19.2M 0.55%
+58,174
New +$18.5M
ATC
32
DELISTED
Atotech Limited
ATC
$18.3M 0.52%
+755,748
New +$18.2M
KSU
33
DELISTED
Kansas City Southern
KSU
$18.2M 0.52%
67,151
– –
BKNG icon
34
Booking.com
BKNG
$138B
$17.1M 0.49%
179,950
+7,275
+4% +$653K
HCVIU
35
DELISTED
Hennessy Capital Investment Corp. VI Unit
HCVIU
$16.9M 0.48%
+1,697,970
New +$16.9M
CADE
36
DELISTED
Cadence Bancorporation
CADE
$16.7M 0.48%
761,882
– –
CHNG
37
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$16.7M 0.48%
797,684
– –
SC
38
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$16.6M 0.48%
+398,418
New +$16.4M
CIT
39
DELISTED
CIT Group Inc.
CIT
$16.5M 0.47%
317,596
– –
GSKY
40
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
$14M 0.4%
+1,256,337
New +$9.87M
CAI
41
DELISTED
CAI International, Inc.
CAI
$13.1M 0.37%
233,411
+101,372
+77% +$5.66M
LDL
42
DELISTED
Lydall, Inc.
LDL
$13M 0.37%
209,488
– –
FOE
43
DELISTED
Ferro Corporation
FOE
$13M 0.37%
636,818
+385,634
+154% +$8M
SCR
44
DELISTED
Score Media and Gaming Inc. Class A Subordinate Voting Shares
SCR
$12.2M 0.35%
+357,764
New +$9.89M
JOBS
45
DELISTED
51job Inc
JOBS
$11.4M 0.33%
164,569
+48,706
+42% +$3.58M
CLDR
46
DELISTED
Cloudera, Inc.
CLDR
$11.4M 0.33%
714,054
– –
CPAAU
47
DELISTED
Conyers Park III Acquisition Corp. Unit
CPAAU
$11.3M 0.32%
+1,125,000
New +$11.3M
ECHO
48
DELISTED
Echo Global Logistics, Inc.
ECHO
$11.2M 0.32%
+234,592
New +$8.11M
KRA
49
DELISTED
Kraton Corporation
KRA
$10.8M 0.31%
+237,300
New +$9.42M
LYV icon
50
Live Nation Entertainment
LYV
$41.2B
$9.88M 0.28%
109,245
+52,688
+93% +$4.44M
1
2
3 4 5

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HCM
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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.