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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
CHNG
1
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$132M 2.92%
4,818,165
+3,177,012
+194% +$78.7M
SWCH
2
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$59.2M 1.3%
1,756,064
+288,349
+20% +$9.77M
SCRM
3
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$56.9M 1.25%
5,874,198
-100,000
-2% -$966K
Y
4
DELISTED
Alleghany Corp
Y
$56.8M 1.25%
67,684
+6,134
+10% +$5.15M
LHCG
5
DELISTED
LHC Group LLC
LHCG
$54.6M 1.2%
333,836
+18,889
+6% +$3.06M
ATVI
6
DELISTED
Activision Blizzard
ATVI
$51.3M 1.13%
690,166
+139,324
+25% +$10.9M
VMW
7
DELISTED
VMware, Inc
VMW
$49.7M 1.09%
466,480
+52,488
+13% +$6.04M
FHN icon
8
First Horizon
FHN
$12.1B
$48.5M 1.07%
2,118,174
-11,515
-0.5% -$262K
SGFY
9
DELISTED
Signify Health, Inc.
SGFY
$44.3M 0.97%
+1,518,457
New +$35M
DRE
10
DELISTED
Duke Realty Corp.
DRE
$43.4M 0.96%
900,994
+50,838
+6% +$2.98M
GBT
11
DELISTED
Global Blood Therapeutics, Inc.
GBT
$41.3M 0.91%
+605,777
New +$33.4M
CVII
12
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$38.7M 0.85%
3,932,370
+1,464,430
+59% +$14.4M
ONEM
13
DELISTED
1Life Healthcare
ONEM
$36.6M 0.81%
+2,133,692
New +$33.5M
BKI
14
DELISTED
Black Knight, Inc. Common Stock
BKI
$35.8M 0.79%
552,560
+16,733
+3% +$1.1M
TXNM
15
TXNM Energy Inc
TXNM
$6.47B
$35.3M 0.78%
771,400
-4,907
-0.6% -$233K
IRBT
16
DELISTED
iRobot
IRBT
$34.8M 0.77%
+617,265
New +$32.4M
STOR
17
DELISTED
STORE Capital Corporation
STOR
$33.7M 0.74%
+1,075,016
New +$30.5M
AVLR
18
DELISTED
Avalara, Inc.
AVLR
$33.1M 0.73%
+360,375
New +$32.3M
AUY
19
DELISTED
Yamana Gold, Inc.
AUY
$31.7M 0.7%
7,008,620
+456,208
+7% +$2.11M
CVET
20
DELISTED
Covetrus, Inc. Common Stock
CVET
$31.3M 0.69%
1,501,228
+333,651
+29% +$6.95M
CCXI
21
DELISTED
ChemoCentryx, Inc.
CCXI
$31.3M 0.69%
+605,045
New +$25M
GHIX
22
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$29.7M 0.65%
3,067,821
-1,656,294
-35% -$16M
CTXS
23
DELISTED
Citrix Systems Inc
CTXS
$29.1M 0.64%
280,103
-26,660
-9% -$2.73M
ROG icon
24
Rogers Corp
ROG
$2.33B
$28.8M 0.63%
119,093
+8,417
+8% +$2.18M
SIMO icon
25
Silicon Motion
SIMO
$9.19B
$28.7M 0.63%
440,041
+9,823
+2% +$770K
1
2 3 4 5

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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.