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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
LDTC
426
DELISTED
LeddarTech
LDTC
$1.87M 0.04%
375,576
– –
RCFA
427
DELISTED
Perception Capital Corp. IV
RCFA
$1.85M 0.04%
183,872
– –
AFAC
428
DELISTED
Arena Fortify Acquisition Corp. Class A Common Stock
AFAC
$1.84M 0.04%
183,702
– –
ROCL
429
DELISTED
Roth CH Acquisition V Co. Common Stock
ROCL
$1.84M 0.04%
184,158
+62,078
+51% +$615K
AFTR
430
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$1.83M 0.04%
187,498
– –
ZVSA
431
DELISTED
ZyVersa Therapeutics
ZVSA
$1.83M 0.04%
523
– –
BMAQ
432
DELISTED
Blockchain Moon Acquisition Corp. Common Stock
BMAQ
$1.81M 0.04%
181,095
– –
ZWRK
433
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
$1.8M 0.04%
182,665
+100,000
+121% +$985K
GETR
434
DELISTED
Getaround, Inc.
GETR
$1.8M 0.04%
182,500
– –
LBAI
435
DELISTED
Lakeland Bancorp Inc
LBAI
$1.78M 0.04%
+111,429
New +$1.78M
CURR
436
Currenc Group
CURR
$366M
$1.76M 0.04%
173,298
– –
SGII
437
DELISTED
Seaport Global Acquisition II Corp. Class A Common Stock
SGII
$1.75M 0.04%
175,290
– –
DSAQ
438
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$1.73M 0.04%
170,550
– –
CCAI
439
DELISTED
Cascadia Acquisition Corp. Class A Common Stock
CCAI
$1.72M 0.04%
175,338
+100
+0.1% +$983
FLAC
440
DELISTED
Frazier Lifesciences Acquisition Corporation Class A Ordinary Shares
FLAC
$1.72M 0.04%
172,892
– –
ACAH
441
DELISTED
Atlantic Coastal Acquisition Corp. Class A Common Stock
ACAH
$1.72M 0.04%
175,312
+104,935
+149% +$1.03M
POND
442
DELISTED
Angel Pond Holdings Corporation
POND
$1.72M 0.04%
175,000
– –
PANA
443
DELISTED
Panacea Acquisition Corp. II Class A Ordinary Shares
PANA
$1.7M 0.04%
173,400
– –
JPS
444
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.7M 0.04%
258,313
+30,705
+13% +$226K
DECA
445
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.7M 0.04%
+168,412
New +$1.69M
OCAX
446
DELISTED
OCA Acquisition Corp. Class A Common Stock
OCAX
$1.68M 0.04%
166,759
+40,038
+32% +$402K
IPVF
447
DELISTED
InterPrivate III Financial Partners Inc.
IPVF
$1.67M 0.04%
170,500
– –
MON
448
DELISTED
Monument Circle Acquisition Corp. Class A Common Stock
MON
$1.67M 0.04%
168,495
+85,745
+104% +$846K
TCVA
449
DELISTED
TCV Acquisition Corp. Class A Ordinary Shares
TCVA
$1.66M 0.04%
169,135
+25,000
+17% +$245K
SDAC
450
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$1.63M 0.04%
165,425
+111,495
+207% +$1.1M
16 17
18
19 20

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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.