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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
AFAR
126
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$6.95M 0.15%
+690,000
New +$6.88M
VAQC
127
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$6.94M 0.15%
700,000
– –
YOTA
128
DELISTED
Yotta Acquisition Corporation Common Stock
YOTA
$6.92M 0.15%
+700,000
New +$6.9M
MSAI icon
129
MultiSensor AI
MSAI
$9.77M
$6.86M 0.15%
17,151
– –
NVAC
130
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$6.84M 0.15%
688,489
– –
ECOM
131
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$6.79M 0.15%
+299,557
New +$5.19M
LUXA
132
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
$6.77M 0.15%
676,137
– –
APGB
133
DELISTED
Apollo Strategic Growth Capital II
APGB
$6.74M 0.15%
682,409
– –
GBBK
134
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$6.73M 0.15%
675,000
– –
FMTX
135
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$6.57M 0.14%
+329,444
New +$4.34M
LOKM
136
DELISTED
Live Oak Mobility Acquisition Corp.
LOKM
$6.56M 0.14%
668,169
+441,589
+195% +$4.34M
SCUA
137
DELISTED
Sculptor Acquisition Corp I
SCUA
$6.54M 0.14%
648,432
-27,620
-4% -$276K
BCSA
138
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
$6.53M 0.14%
647,106
+100,000
+18% +$1M
DISA
139
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$6.45M 0.14%
648,599
– –
FLYX icon
140
flyExclusive
FLYX
$60.1M
$6.36M 0.14%
650,009
+13
+0% +$127
CFFS
141
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$6.33M 0.14%
633,432
+99
+0% +$986
GAQ
142
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$6.3M 0.14%
632,246
– –
PTOC
143
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
$6.29M 0.14%
639,774
+236,763
+59% +$2.32M
WAVC
144
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
$6.28M 0.14%
642,932
– –
MBAC
145
DELISTED
M3-Brigade Acquisition II Corp.
MBAC
$6.28M 0.14%
639,749
+304,622
+91% +$2.99M
BIOS
146
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
$6.25M 0.14%
623,954
– –
AILE
147
DELISTED
iLearningEngines, Inc. Common Stock
AILE
$6.18M 0.14%
629,210
+79,000
+14% +$776K
RACY
148
DELISTED
Relativity Acquisition Corp. Class A Common Stock
RACY
$6.16M 0.14%
613,984
+65,884
+12% +$661K
LGAC
149
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
$6.15M 0.14%
619,577
+230,127
+59% +$2.27M
CITE
150
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$6.13M 0.14%
607,851
– –
4 5
6
7 8

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.