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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
+7.3%
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
$4.54B
AUM Growth
+$105M
Cap. Flow
-$621M
Cap. Flow %
-13.68%
Top 10 Hldgs %
13.15%
Holding
1,604
New
106
Increased
281
Reduced
97
Closed
125

Top Buys

Rank Stock Value
1
CHNG
Change Healthcare Inc. Common Stock
CHNG
+$78.7M
2
SGFY
Signify Health, Inc.
SGFY
+$35M
3
ONEM
1Life Healthcare
ONEM
+$33.5M
4
GBT
Global Blood Therapeutics, Inc.
GBT
+$33.4M
5
IRBT
iRobot
IRBT
+$32.4M

Top Sells

Rank Stock Value
1
MNDT
Mandiant, Inc. Common Stock
MNDT
+$48M
2
CCMP
CMC Materials, Inc. Common Stock
CCMP
+$44M
3
VG
Vonage Holdings Corporation
VG
+$41.6M
4
WBT
Welbilt, Inc.
WBT
+$39.1M
5
COHR
Coherent Inc
COHR
+$34.6M

Sector Composition

Rank Sector Weight
1 Financials 40.53%
2 Technology 13.76%
3 Healthcare 7.38%
4 Industrials 5.15%
5 Communication Services 2.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FBC
26
DELISTED
Flagstar Bancorp, Inc. New
FBC
$28.6M 0.63%
857,457
+31,779
+4% +$1.21M
TSEM icon
27
Tower Semiconductor
TSEM
$26.4B
$28.3M 0.62%
643,389
+31,186
+5% +$1.44M
SJI
28
DELISTED
South Jersey Industries, Inc.
SJI
$27.3M 0.6%
815,981
+62,778
+8% +$2.14M
ASZ
29
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$27.1M 0.6%
2,765,000
– –
AAWW
30
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$26.9M 0.59%
+281,704
New +$24.8M
NLSN
31
DELISTED
Nielsen Holdings plc
NLSN
$26.8M 0.59%
967,830
+52,289
+6% +$1.36M
TGNA
32
DELISTED
TEGNA Inc
TGNA
$26.7M 0.59%
1,290,441
+34,524
+3% +$731K
ZEN
33
DELISTED
ZENDESK INC
ZEN
$26.4M 0.58%
347,279
+70,021
+25% +$5.31M
BHVN
34
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$26.1M 0.57%
172,620
+9,738
+6% +$1.44M
PING
35
DELISTED
Ping Identity Holding Corp.
PING
$24.7M 0.54%
+880,574
New +$21.9M
MGI
36
DELISTED
MoneyGram International, Inc. New
MGI
$21.6M 0.48%
2,077,260
+90,908
+5% +$937K
TWTR
37
DELISTED
Twitter, Inc.
TWTR
$21.6M 0.48%
497,887
+20,319
+4% +$827K
SAVE
38
DELISTED
Spirit Airlines, Inc.
SAVE
$19.4M 0.43%
1,033,305
+610,575
+144% +$14.3M
VIVO
39
DELISTED
Meridian Bioscience Inc
VIVO
$19.4M 0.43%
+614,120
New +$19.9M
COWN
40
DELISTED
Cowen Inc. Class A Common Stock
COWN
$18.5M 0.41%
+479,802
New +$17.4M
TEN
41
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$17.8M 0.39%
1,026,288
+43,249
+4% +$813K
IS
42
DELISTED
ironSource Ltd.
IS
$16.6M 0.37%
+4,833,856
New +$18.4M
UMPQ
43
DELISTED
Umpqua Holdings Corp
UMPQ
$16.6M 0.37%
972,511
+105,562
+12% +$1.88M
AERI
44
DELISTED
Aerie Pharmaceuticals
AERI
$16.3M 0.36%
+1,078,446
New +$12.5M
VCXB
45
DELISTED
10X Capital Venture Acquisition Corp III
VCXB
$16.1M 0.35%
1,592,262
-32,736
-2% -$329K
SWIR
46
DELISTED
Sierra Wireless
SWIR
$15.6M 0.34%
+512,028
New +$14.7M
JGGC
47
DELISTED
Jaguar Global Growth Corporation I Class A Ordinary Shares
JGGC
$15.2M 0.33%
1,523,520
-51,476
-3% -$512K
ZING
48
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
$14.9M 0.33%
1,480,034
– –
DGNU
49
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
$14.8M 0.33%
1,509,478
+426,926
+39% +$4.17M
ELIQ
50
DELISTED
Electriq Power Holdings, Inc.
ELIQ
$14.2M 0.31%
1,437,051
+554,464
+63% +$5.46M
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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AQR Arbitrage's Q3 2022 Portfolio in Review

As of Q3 2022, AQR Arbitrage held 1,604 positions worth $4.54B, up 2.4% from $4.44B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Arbitrage withdrew a net $621M in Q3 2022, closing 125 positions and reducing 97 holdings. Its most notable exit was Mandiant, Inc. Common Stock, an estimated $48M position sold in full.

By sector, the portfolio is most concentrated in Financials at 41% of assets, up from 37% a quarter earlier, followed by Technology and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Signify Health, Inc. worth $44.3M.

  • AQR Arbitrage's largest Q3 2022 buy was Signify Health, Inc.: 1,518,457 shares worth $44.3M.
  • AQR Arbitrage added most to Change Healthcare Inc. Common Stock in Q3 2022, an estimated $78.7M increase.
  • AQR Arbitrage's biggest Q3 2022 reduction was Gores Holdings IX, Inc. Class A Common Stock, cutting an estimated $16M.
  • AQR Arbitrage fully exited Mandiant, Inc. Common Stock in Q3 2022, selling an estimated $48M.
  • AQR Arbitrage's ten largest holdings make up 13% of its $4.54B portfolio in Q3 2022.
  • AQR Arbitrage opened 106 new positions and closed 125 in Q3 2022.
  • AQR Arbitrage's portfolio value rose 2.4% quarter-over-quarter to $4.54B.

Based on AQR Arbitrage's 13F filing for Q3 2022, filed 14 Nov 2022.