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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
TSIB
351
DELISTED
Tishman Speyer Innovation Corp. II Class A common stock
TSIB
$2.71M 0.06%
274,830
+58,900
+27% +$580K
AONC
352
DELISTED
American Oncology Network, Inc. Class A Common Stock
AONC
$2.7M 0.06%
274,819
+136,339
+98% +$1.34M
GNAC
353
DELISTED
Group Nine Acquisition Corp. Class A Common stock
GNAC
$2.68M 0.06%
271,144
+188,332
+227% +$1.86M
GTPA
354
DELISTED
Gores Technology Partners, Inc. Class A Common Stock
GTPA
$2.67M 0.06%
271,800
+100,000
+58% +$982K
APCA
355
DELISTED
AP Acquisition Corp
APCA
$2.66M 0.06%
262,838
– –
PCPC
356
DELISTED
Periphas Capital Partnering Corporation
PCPC
$2.59M 0.06%
104,585
– –
ALTI icon
357
AlTi Global
ALTI
$402M
$2.57M 0.06%
259,494
– –
SKYA
358
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$2.53M 0.06%
257,555
+150,000
+139% +$1.47M
ACAQ
359
DELISTED
Athena Consumer Acquisition Corp.
ACAQ
$2.52M 0.06%
251,290
– –
KCGI
360
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
$2.51M 0.06%
251,671
+227,253
+931% +$2.26M
LCAA
361
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$2.5M 0.06%
252,294
– –
TWCB
362
DELISTED
Bilander Acquisition Corp. Class A Common Stock
TWCB
$2.5M 0.06%
258,528
+60,000
+30% +$583K
HZON
363
DELISTED
Horizon Acquisition Corporation II
HZON
$2.5M 0.06%
250,000
– –
DALS
364
DELISTED
DA32 Life Science Tech Acquisition Corp. Class A Common Stock
DALS
$2.49M 0.05%
257,328
– –
IIII
365
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
$2.49M 0.05%
250,000
– –
GRML
366
Greenland Mines Ltd
GRML
$28.5M
$2.48M 0.05%
250,000
– –
LDHA
367
DELISTED
LDH Growth Corp I Class A Ordinary Shares
LDHA
$2.46M 0.05%
248,100
+100,000
+68% +$985K
EOCW
368
DELISTED
Elliott Opportunity II Corp.
EOCW
$2.41M 0.05%
245,000
– –
ACAC
369
DELISTED
Acri Capital Acquisition Corp
ACAC
$2.4M 0.05%
+239,998
New +$2.4M
APMI
370
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.37M 0.05%
244,830
– –
HCNE
371
DELISTED
Jaws Hurricane Acquisition Corp. Class A Common Stock
HCNE
$2.36M 0.05%
242,000
+100,000
+70% +$975K
MCAA
372
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$2.34M 0.05%
228,456
-3,792
-2% -$38.6K
MTAL
373
DELISTED
Metals Acquisition
MTAL
$2.32M 0.05%
237,231
– –
ALOR
374
DELISTED
ALSP Orchid Acquisition Corp I
ALOR
$2.29M 0.05%
228,752
+14,780
+7% +$148K
PARA
375
DELISTED
Paramount Global Class B
PARA
$2.29M 0.05%
120,446
– –
13 14
15
16 17

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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.