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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
TRTL
301
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
$3.34M 0.07%
340,500
– –
TCOA
302
DELISTED
Zalatoris Acquisition Corp.
TCOA
$3.33M 0.07%
336,416
– –
HCIC
303
DELISTED
Hennessy Capital Investment Corp. V Class A Common Stock
HCIC
$3.28M 0.07%
332,049
– –
RRAC
304
DELISTED
Rigel Resource Acquisition Corp.
RRAC
$3.25M 0.07%
321,582
– –
FSNB
305
DELISTED
Fusion Acquisition Corp. II
FSNB
$3.21M 0.07%
326,141
+226,145
+226% +$2.22M
BWAQ
306
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$3.2M 0.07%
319,899
– –
PUCK
307
DELISTED
Goal Acquisitions Corp. Common Stock
PUCK
$3.2M 0.07%
325,359
+195,100
+150% +$1.92M
HWKZ
308
DELISTED
Hawks Acquisition Corp
HWKZ
$3.2M 0.07%
325,025
+52,138
+19% +$511K
SWET
309
DELISTED
Athlon Acquisition Corp. Class A Common stock
SWET
$3.2M 0.07%
323,669
+25,000
+8% +$247K
KSI
310
DELISTED
Kadem Sustainable Impact Corporation Class A common stock
KSI
$3.19M 0.07%
324,878
+102,600
+46% +$1.01M
AERT
311
Aeries Technology
AERT
$37.7M
$3.17M 0.07%
39,627
– –
DPCS
312
DELISTED
DP Cap Acquisition Corp I Class A Ordinary Shares
DPCS
$3.17M 0.07%
314,108
– –
PCX
313
DELISTED
Parsec Capital Acquisitions Corp Class A Common Stock
PCX
$3.15M 0.07%
311,792
+50,000
+19% +$505K
BLEU
314
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$3.15M 0.07%
319,112
– –
AEON icon
315
AEON Biopharma
AEON
$11.1M
$3.13M 0.07%
4,412
+701
+19% +$496K
FACA
316
DELISTED
Figure Acquisition Corp. I
FACA
$3.11M 0.07%
315,423
+172,100
+120% +$1.69M
BACA
317
DELISTED
Berenson Acquisition Corp. I
BACA
$3.08M 0.07%
313,242
+112
+0% +$1.1K
PICC
318
DELISTED
Pivotal Investment Corporation III
PICC
$3.06M 0.07%
309,994
+237,764
+329% +$2.34M
NSTD
319
DELISTED
Northern Star Investment Corp. IV
NSTD
$3.03M 0.07%
309,012
+124,820
+68% +$1.23M
SZZL
320
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
$3.02M 0.07%
299,994
+100,000
+50% +$1.01M
APXI
321
DELISTED
APx Acquisition Corp. I Class A Ordinary Share
APXI
$3.01M 0.07%
296,976
– –
SVFA
322
DELISTED
SVF Investment Corp. Class A Ordinary Shares
SVFA
$3.01M 0.07%
302,332
+177,332
+142% +$1.76M
ONYX
323
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$3.01M 0.07%
297,136
– –
FGMC
324
DELISTED
FG Merger Corp. Common Stock
FGMC
$3.01M 0.07%
299,988
– –
SCOA
325
DELISTED
ScION Tech Growth I Class A Ordinary Shares
SCOA
$3M 0.07%
300,910
– –
11 12
13
14 15

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HCM
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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.