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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
ITAQ
251
DELISTED
Industrial Tech Acquisitions II, Inc. Class A Common Stock
ITAQ
$4M 0.09%
399,996
+35,000
+10% +$350K
ZT
252
DELISTED
Zimmer Energy Transition Acquisition Corp. Class A Common Stock
ZT
$4M 0.09%
408,998
-481,998
-54% -$4.7M
CLRC
253
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$3.99M 0.09%
+399,798
New +$3.98M
TLSI icon
254
TriSalus Life Sciences
TLSI
$259M
$3.98M 0.09%
400,717
+265,000
+195% +$2.62M
AEAE
255
DELISTED
AltEnergy Acquisition Corp
AEAE
$3.97M 0.09%
397,892
– –
AAC
256
DELISTED
Ares Acquisition Corporation
AAC
$3.96M 0.09%
398,334
– –
NOAC
257
DELISTED
Natural Order Acquisition Corp. Common Stock
NOAC
$3.95M 0.09%
395,790
– –
SLVR
258
DELISTED
SilverSPAC Inc. Class A Ordinary Share
SLVR
$3.93M 0.09%
401,582
+105,250
+36% +$1.02M
TWOA
259
DELISTED
two
TWOA
$3.93M 0.09%
397,300
– –
IVCP
260
DELISTED
Swiftmerge Acquisition Corp. Class A Ordinary Share
IVCP
$3.93M 0.09%
395,960
-36,374
-8% -$360K
MNTN
261
DELISTED
Everest Consolidator Acquisition Corporation
MNTN
$3.93M 0.09%
390,888
– –
PEPL
262
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
$3.88M 0.09%
388,080
– –
LOCC
263
DELISTED
Live Oak Crestview Climate Acquisition Corp.
LOCC
$3.82M 0.08%
394,205
+99
+0% +$959
BOAS
264
DELISTED
BOA Acquisition Corp.
BOAS
$3.82M 0.08%
384,158
+199,687
+108% +$1.96M
PTWOU
265
DELISTED
Pono Capital Two, Inc. Unit
PTWOU
$3.8M 0.08%
+375,000
New +$3.76M
CPUH
266
DELISTED
Compute Health Acquisition Corp.
CPUH
$3.78M 0.08%
383,173
+130,400
+52% +$1.28M
XAGE
267
DELISTED
Longevity Health Holdings, Inc. Common Stock
XAGE
$3.76M 0.08%
12,925
-11,942
-48% -$3.48M
SOAR icon
268
Volato Group
SOAR
$6.97M
$3.73M 0.08%
14,979
– –
TWLV
269
DELISTED
Twelve Seas Investment Company II Class A Common Stock
TWLV
$3.72M 0.08%
378,294
+279,495
+283% +$2.75M
TYGO icon
270
Tigo Energy
TYGO
$128M
$3.72M 0.08%
371,166
– –
MPRA
271
DELISTED
Mercato Partners Acquisition Corporation Class A Common Stock
MPRA
$3.69M 0.08%
369,544
– –
AIEV
272
DELISTED
Thunder Power Holdings, Inc. Common Stock
AIEV
$3.68M 0.08%
+370,000
New +$3.69M
CERO
273
DELISTED
CERo Therapeutics
CERO
$3.67M 0.08%
181
– –
BRD
274
DELISTED
Beard Energy Transition Acquisition Corp.
BRD
$3.66M 0.08%
364,835
+55
+0% +$548
THCP
275
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$3.64M 0.08%
374,217
– –
9 10
11
12 13

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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.