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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
CIIG
401
DELISTED
CIIG Capital Partners II, Inc. Class A Common Stock
CIIG
$2.03M 0.04%
204,414
+57,332
+39% +$571K
ENER
402
DELISTED
Accretion Acquisition Corp
ENER
$2.03M 0.04%
204,062
+200
+0.1% +$1.98K
VSEE
403
VSee Health
VSEE
$4.17M
$2.03M 0.04%
200,000
– –
GENQ
404
DELISTED
Genesis Unicorn Capital Corp. Class A Common Stock
GENQ
$2.02M 0.04%
202,980
– –
EMCGU
405
DELISTED
Embrace Change Acquisition Corp Unit
EMCGU
$2.02M 0.04%
+200,000
New +$2.01M
HMACU
406
DELISTED
Hainan Manaslu Acquisition Corp. Unit
HMACU
$2.01M 0.04%
+200,000
New +$2.01M
AAQC
407
DELISTED
Accelerate Acquisition Corp
AAQC
$2.01M 0.04%
204,501
+173,500
+560% +$1.7M
RNER
408
DELISTED
Mount Rainier Acquisition Corp. Common Stock
RNER
$2.01M 0.04%
198,614
– –
PHYT
409
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2M 0.04%
197,512
– –
ADRT
410
DELISTED
Ault Disruptive Technologies Corporation
ADRT
$2M 0.04%
198,780
-35,928
-15% -$361K
PNBK icon
411
Patriot National Bancorp
PNBK
$127M
$1.99M 0.04%
189,455
– –
GTAC
412
DELISTED
Global Technology Acquisition Corp. I Class A Ordinary Shares
GTAC
$1.99M 0.04%
197,494
– –
BRAC
413
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$1.99M 0.04%
198,898
-36,157
-15% -$360K
SAGA
414
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
$1.99M 0.04%
198,877
– –
CREC
415
DELISTED
Crescera Capital Acquisition Corp Class A Ordinary Shares
CREC
$1.99M 0.04%
198,056
– –
CCTS
416
DELISTED
Cactus Acquisition Corp. 1 Limited Class A Ordinary Share
CCTS
$1.99M 0.04%
197,618
– –
EBAC
417
DELISTED
European Biotech Acquisition Corp. Class A Ordinary Shares
EBAC
$1.99M 0.04%
200,208
– –
DEVS
418
DELISTED
DevvStream Corp
DEVS
$1.98M 0.04%
19,786
– –
NFNT
419
DELISTED
Infinite Acquisition Corp.
NFNT
$1.97M 0.04%
197,802
– –
BHAC
420
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.97M 0.04%
198,609
– –
ORIA
421
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$1.97M 0.04%
200,000
– –
KNBE
422
DELISTED
KnowBe4, Inc. Class A Common Stock
KNBE
$1.95M 0.04%
+93,750
New +$1.73M
CDAQ
423
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.93M 0.04%
197,592
– –
DNAB
424
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.91M 0.04%
195,200
– –
FSSI
425
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
$1.9M 0.04%
192,272
+90,740
+89% +$894K
15 16
17
18 19

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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.