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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
GIAC
501
DELISTED
Gesher I Acquisition Corp. Class A Ordinary Shares
GIAC
$1.12M 0.02%
111,846
– –
HIGA
502
DELISTED
H.I.G. Acquisition Corp.
HIGA
$1.12M 0.02%
111,684
– –
CRZN
503
DELISTED
Corazon Capital V838 Monoceros Corp Class A Ordinary Shares
CRZN
$1.12M 0.02%
112,848
– –
JQC icon
504
Nuveen Credit Strategies Income Fund
JQC
$702M
$1.1M 0.02%
216,338
+53,027
+32% +$284K
NIE
505
Virtus Equity & Convertible Income Fund
NIE
$715M
$1.09M 0.02%
53,461
+13,541
+34% +$301K
RXRA
506
DELISTED
RXR Acquisition Corp. Class A Common Stock
RXRA
$1.08M 0.02%
+110,100
New +$1.08M
RKTA
507
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$1.07M 0.02%
108,450
– –
FCAX
508
DELISTED
Fortress Capital Acquisition Corp.
FCAX
$1.04M 0.02%
104,125
– –
AGGR
509
DELISTED
Agile Growth Corp
AGGR
$1.03M 0.02%
103,849
– –
BSGA
510
DELISTED
Blue Safari Group Acquisition Corp. Class A Ordinary Share
BSGA
$1.03M 0.02%
100,100
– –
SEPA
511
DELISTED
SEP Acquisition Corp Class A Common Stock
SEPA
$1.02M 0.02%
102,449
– –
ROSE
512
DELISTED
Rose Hill Acquisition Corporation Class A Ordinary Shares
ROSE
$1.02M 0.02%
100,000
– –
VSAC
513
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$1.01M 0.02%
99,736
– –
ENTF
514
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$1.01M 0.02%
100,000
– –
AVHI
515
DELISTED
Achari Ventures Holdings Corp I
AVHI
$1M 0.02%
100,000
– –
STRE
516
DELISTED
Supernova Partners Acquisition Company III, Ltd.
STRE
$1M 0.02%
101,500
– –
VMO icon
517
Invesco Municipal Opportunity Trust
VMO
$653M
$1M 0.02%
110,217
+21,648
+24% +$222K
WINV
518
DELISTED
WinVest Acquisition Corp. Common Stock
WINV
$1M 0.02%
+100,000
New +$1,000K
QOMOU
519
DELISTED
Qomolangma Acquisition Corp. Unit
QOMOU
$1M 0.02%
+100,000
New +$999K
BGSX
520
DELISTED
Build Acquisition Corp.
BGSX
$999K 0.02%
101,777
+900
+0.9% +$8.83K
CDIO icon
521
Cardio Diagnostics
CDIO
$4.79M
$996K 0.02%
3,311
– –
KLAQ
522
DELISTED
KL Acquisition Corp Class A Common Stock
KLAQ
$995K 0.02%
100,517
+700
+0.7% +$6.91K
HCAR
523
DELISTED
Healthcare Services Acquisition Corporation Class A Common Stock
HCAR
$994K 0.02%
+100,000
New +$989K
COVA
524
DELISTED
COVA Acquisition Corp. Class A Ordinary Share
COVA
$994K 0.02%
+100,000
New +$988K
SPKB
525
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$992K 0.02%
100,000
– –
19 20
21
22 23

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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.