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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
PPYA
101
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$8.14M 0.18%
811,706
-413,288
-34% -$4.13M
VMGA
102
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
$8.08M 0.18%
805,433
– –
RENE
103
DELISTED
Cartesian Growth Corp II
RENE
$8M 0.18%
+799,993
New +$8.02M
ATEK
104
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$7.89M 0.17%
801,028
-638,232
-44% -$6.29M
KNSW
105
DELISTED
KnightSwan Acquisition Corporation
KNSW
$7.89M 0.17%
791,140
-370,318
-32% -$3.7M
CSLM
106
DELISTED
CSLM Acquisition Corp. Class A Ordinary Share
CSLM
$7.84M 0.17%
790,837
+40,000
+5% +$395K
ALCE
107
DELISTED
Alternus Clean Energy Inc
ALCE
$7.81M 0.17%
31,648
+1,648
+5% +$407K
TGR
108
DELISTED
Kimbell Tiger Acquisition Corporation
TGR
$7.66M 0.17%
756,080
-369,344
-33% -$3.72M
LITT
109
DELISTED
Logistics Innovation Technologies Corp. Class A Common Stock
LITT
$7.55M 0.17%
772,798
+291,277
+60% +$2.84M
EVE
110
DELISTED
EVe Mobility Acquisition Corp
EVE
$7.49M 0.16%
742,398
– –
PRLH
111
DELISTED
Pearl Holdings Acquisition Corp Class A Ordinary Shares
PRLH
$7.48M 0.16%
750,208
– –
STET
112
DELISTED
ST Energy Transition I Ltd.
STET
$7.45M 0.16%
742,375
– –
BTM
113
DELISTED
Bitcoin Depot
BTM
$7.43M 0.16%
107,143
– –
LUNR icon
114
Intuitive Machines
LUNR
$2.07B
$7.37M 0.16%
749,999
– –
BZAI
115
Blaize Holdings
BZAI
$129M
$7.35M 0.16%
735,343
-514,132
-41% -$5.12M
SPEC
116
DELISTED
Spectaire Holdings, Inc. Common Stock
SPEC
$7.33M 0.16%
721,976
+541,482
+300% +$14.6M
JOFF
117
DELISTED
JOFF Fintech Acquisition Corp. Class A Common Stock
JOFF
$7.33M 0.16%
743,874
+31,089
+4% +$306K
LIVB
118
DELISTED
LIV Capital Acquisition Corp. II Class A Ordinary Shares
LIVB
$7.24M 0.16%
719,888
– –
NDAC
119
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
$7.2M 0.16%
733,247
+50,500
+7% +$495K
SHCA
120
DELISTED
Spindletop Health Acquisition Corp. Class A Common Stock
SHCA
$7.15M 0.16%
710,368
+19,500
+3% +$196K
KYCH
121
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
$7.1M 0.16%
711,971
– –
SBII
122
DELISTED
Sandbridge X2 Corp.
SBII
$7.07M 0.16%
719,437
+206,955
+40% +$2.03M
CNDA
123
DELISTED
Concord Acquisition Corp II
CNDA
$7.03M 0.15%
725,369
– –
RACB
124
DELISTED
Research Alliance Corp. II Class A Common Stock
RACB
$7.03M 0.15%
715,634
+274,634
+62% +$2.69M
NFYS
125
DELISTED
Enphys Acquisition Corp.
NFYS
$6.97M 0.15%
714,286
-50,000
-7% -$486K
3 4
5
6 7

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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.