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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
ISBC
1
DELISTED
Investors Bancorp, Inc.
ISBC
$53.5M 1.53%
+3,543,748
New +$49.4M
SAFM
2
DELISTED
Sanderson Farms Inc
SAFM
$39.5M 1.13%
+211,416
New +$39.9M
FBC
3
DELISTED
Flagstar Bancorp, Inc. New
FBC
$38.4M 1.1%
756,709
-42,422
-5% -$2M
PBCT
4
DELISTED
People's United Financial Inc
PBCT
$36.5M 1.05%
2,090,396
-138,579
-6% -$2.25M
INFO
5
DELISTED
IHS Markit Ltd. Common Shares
INFO
$34.4M 0.99%
295,398
-5,245
-2% -$619K
KDMN
6
DELISTED
Kadmon Holdings, Inc.
KDMN
$31.9M 0.92%
+3,667,074
New +$20.9M
INOV
7
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$29.3M 0.84%
+728,304
New +$27.5M
PPD
8
DELISTED
PPD, Inc. Common Stock
PPD
$29.3M 0.84%
626,382
-103,890
-14% -$4.81M
CSOD
9
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$29.1M 0.83%
+507,533
New +$27.5M
AJRD
10
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$28.8M 0.82%
660,366
– –
CVA
11
DELISTED
Covanta Holding Corporation
CVA
$28.5M 0.82%
+1,418,513
New +$28.1M
MGLN
12
DELISTED
Magellan Health Services, Inc.
MGLN
$27.2M 0.78%
287,775
+67,255
+30% +$6.36M
NUAN
13
DELISTED
Nuance Communications, Inc.
NUAN
$26.2M 0.75%
476,513
-36,972
-7% -$2.03M
UFS
14
DELISTED
DOMTAR CORPORATION (New)
UFS
$26.1M 0.75%
478,519
-51,364
-10% -$2.82M
FRTA
15
DELISTED
Forterra, Inc
FRTA
$26.1M 0.75%
1,107,166
+236,315
+27% +$5.56M
MDLA
16
DELISTED
Medallia, Inc.
MDLA
$25.6M 0.73%
+756,847
New +$25.3M
STL
17
DELISTED
Sterling Bancorp
STL
$25.6M 0.73%
+1,023,835
New +$23.2M
WBT
18
DELISTED
Welbilt, Inc.
WBT
$25.2M 0.72%
1,084,246
+73,053
+7% +$1.72M
TXNM
19
TXNM Energy Inc
TXNM
$6.47B
$25.1M 0.72%
507,896
– –
TRIL
20
DELISTED
Trillium Therapeutics Inc.
TRIL
$24.5M 0.7%
+1,393,859
New +$16.3M
HRC
21
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$24.3M 0.7%
+161,775
New +$21.8M
VER
22
DELISTED
VEREIT, Inc.
VER
$24.2M 0.69%
534,909
-57,361
-10% -$2.79M
ATH
23
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$23.2M 0.67%
337,286
-18,602
-5% -$1.24M
SPWH icon
24
Sportsman's Warehouse
SPWH
$43.7M
$23.2M 0.67%
1,319,253
-145,402
-10% -$2.58M
CXP
25
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$21.9M 0.63%
+1,150,110
New +$20M
1
2 3 4 5

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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.