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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
STI icon
76
Solidion Technology
STI
$56.1M
$9.88M 0.22%
19,780
– –
DHAI
77
DELISTED
DIH Holdings US
DHAI
$9.8M 0.22%
39,104
– –
SKGR
78
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
$9.77M 0.22%
+979,998
New +$9.75M
ABP
79
DELISTED
Abpro Holdings
ABP
$9.69M 0.21%
32,225
-12,775
-28% -$3.83M
GTPB
80
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
$9.59M 0.21%
976,394
+242,672
+33% +$2.38M
HAAC
81
DELISTED
Health Assurance Acquisition Corp. Class A Common Stock
HAAC
$9.53M 0.21%
954,785
– –
LGV
82
DELISTED
Longview Acquisition Corp. II
LGV
$9.5M 0.21%
967,062
+215,000
+29% +$2.11M
KVSC
83
DELISTED
Khosla Ventures Acquisition Co. III Class A Common Stock
KVSC
$9.43M 0.21%
963,702
+88,102
+10% +$862K
MTVC
84
DELISTED
Motive Capital Corp II
MTVC
$9.17M 0.2%
918,270
– –
SHAP
85
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
$9.15M 0.2%
905,579
+197,160
+28% +$1.98M
PNST
86
DELISTED
Pinstripes Holdings, Inc.
PNST
$9.14M 0.2%
914,979
-85,014
-9% -$848K
ASBP
87
Aspire Biopharma
ASBP
$9.4M
$8.99M 0.2%
739
-378
-34% -$4.56M
FRW
88
DELISTED
PWP Forward Acquisition Corp. I Class A Common Stock
FRW
$8.98M 0.2%
914,039
+100
+0% +$982
TGAA
89
DELISTED
Target Global Acquisition I Corp. Class A Ordinary Share
TGAA
$8.78M 0.19%
875,917
– –
ACII
90
DELISTED
Atlas Crest Investment Corp. II
ACII
$8.64M 0.19%
877,008
+319,510
+57% +$3.14M
RJAC
91
DELISTED
Jackson Acquisition Company
RJAC
$8.62M 0.19%
865,723
-199,953
-19% -$1.98M
TSPQ
92
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
$8.59M 0.19%
875,731
+329,039
+60% +$3.23M
MDH
93
DELISTED
MDH Acquisition Corp.
MDH
$8.58M 0.19%
872,384
+271,104
+45% +$2.67M
RFP
94
DELISTED
Resolute Forest Products Inc.
RFP
$8.52M 0.19%
+426,072
New +$8.55M
JUN
95
DELISTED
Juniper II Corp.
JUN
$8.52M 0.19%
855,166
+72,000
+9% +$718K
WEL
96
DELISTED
Integrated Wellness Acquisition Corp
WEL
$8.47M 0.19%
837,812
+345,286
+70% +$3.47M
MEKA
97
DELISTED
MELI Kaszek Pioneer Corp Class A Ordinary Shares
MEKA
$8.39M 0.18%
850,000
+100,000
+13% +$995K
AUS
98
DELISTED
Austerlitz Acquisition Corporation I
AUS
$8.25M 0.18%
841,114
-900
-0.1% -$8.81K
TRAQ
99
DELISTED
Trine II Acquisition Corp.
TRAQ
$8.21M 0.18%
818,927
– –
FLD
100
Fold Holdings
FLD
$22.9M
$8.15M 0.18%
835,136
– –
2 3
4
5 6

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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.