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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
BWC
276
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
$3.64M 0.08%
375,595
– –
NBST
277
DELISTED
Newbury Street Acquisition Corporation Common Stock
NBST
$3.63M 0.08%
369,780
+102,130
+38% +$1M
FRXB
278
DELISTED
Forest Road Acquisition Corp. II
FRXB
$3.61M 0.08%
367,246
+66,300
+22% +$651K
GHAC
279
DELISTED
Gaming & Hospitality Acquisition Corp. Class A Common Stock
GHAC
$3.6M 0.08%
365,584
+50,000
+16% +$492K
FWAC
280
DELISTED
Fifth Wall Acquisition Corp. III Class A Ordinary Shares
FWAC
$3.58M 0.08%
363,290
– –
TETC
281
DELISTED
Tech and Energy Transition Corporation Class A Common Stock
TETC
$3.56M 0.08%
360,728
– –
WPCA
282
DELISTED
Warburg Pincus Capital Corporation I-A
WPCA
$3.55M 0.08%
358,180
– –
DRAY
283
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
$3.54M 0.08%
353,156
– –
EPWR
284
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
$3.54M 0.08%
358,162
+258,168
+258% +$2.55M
ACRO
285
DELISTED
Acropolis Infrastructure Acquisition Corp
ACRO
$3.54M 0.08%
364,238
+57,145
+19% +$555K
SPTK
286
DELISTED
SportsTek Acquisition Corp. Class A Common Stock
SPTK
$3.53M 0.08%
358,333
+258,333
+258% +$2.54M
MBSC
287
DELISTED
M3-Brigade Acquisition III Corp.
MBSC
$3.52M 0.08%
349,776
– –
AIB
288
DELISTED
AIB Acquisition Corp
AIB
$3.5M 0.08%
348,730
– –
SVNA
289
DELISTED
7 Acquisition Corp
SVNA
$3.5M 0.08%
346,660
– –
DHBC
290
DELISTED
DHB Capital Corp. Class A common stock
DHBC
$3.5M 0.08%
355,528
+147,090
+71% +$1.44M
BIOT
291
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
$3.48M 0.08%
351,148
– –
IGTA
292
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$3.46M 0.08%
349,994
– –
TGVC
293
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$3.46M 0.08%
347,753
+100,000
+40% +$996K
FXCO
294
DELISTED
Financial Strategies Acquisition Corp. Class A Common Stock
FXCO
$3.45M 0.08%
344,018
– –
IRRX
295
DELISTED
Integrated Rail and Resources Acquisition Corp.
IRRX
$3.44M 0.08%
342,164
– –
SNRH
296
DELISTED
Senior Connect Acquisition Corp. I Class A Common Stock
SNRH
$3.42M 0.08%
343,326
+66,666
+24% +$660K
INTE
297
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
$3.41M 0.08%
344,004
– –
SANB
298
DELISTED
Sanaby Health Acquisition Corp. I Class A Common Stock
SANB
$3.38M 0.07%
333,962
– –
IACC
299
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
$3.35M 0.07%
339,609
– –
CORS
300
DELISTED
Corsair Partnering Corporation
CORS
$3.35M 0.07%
341,994
– –
10 11
12
13 14

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EMPI
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HCM
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HPG
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DTC
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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.