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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
AIMBU
201
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$4.84M 0.11%
+493,000
New +$4.86M
REVH
202
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Class A Common Stock
REVH
$4.77M 0.11%
485,603
– –
JAQC
203
DELISTED
Jupiter Acquisition Corporation Common stock
JAQC
$4.73M 0.1%
488,538
+49,038
+11% +$476K
ARGU
204
DELISTED
Argus Capital Corp. Class A Common Stock
ARGU
$4.7M 0.1%
467,831
+350,000
+297% +$3.51M
OHAA
205
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
$4.7M 0.1%
473,576
– –
CCV
206
DELISTED
Churchill Capital Corp V
CCV
$4.68M 0.1%
472,557
+95,521
+25% +$943K
SCOB
207
DELISTED
ScION Tech Growth II Class A Ordinary Shares
SCOB
$4.66M 0.1%
468,500
– –
SLND icon
208
Southland Holdings
SLND
$33.6M
$4.61M 0.1%
464,564
– –
CNGL
209
DELISTED
Canna-Global Acquisition Corp. Class A Common Stock
CNGL
$4.61M 0.1%
454,587
– –
BNZI icon
210
Banzai International
BNZI
$7.29M
$4.59M 0.1%
46
+42
+1,050% +$4.16M
HLAH
211
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Class A Common Stock
HLAH
$4.58M 0.1%
463,647
+104,898
+29% +$1.03M
CPAQ
212
DELISTED
Counter Press Acquisition Corporation Class A Ordinary Share
CPAQ
$4.58M 0.1%
454,732
– –
HCII
213
DELISTED
Hudson Executive Investment Corp. II Class A Common Stock
HCII
$4.57M 0.1%
463,823
– –
RFAC
214
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$4.54M 0.1%
459,555
+81,000
+21% +$802K
EVGR
215
DELISTED
Evergreen Corporation Class A Ordinary Share
EVGR
$4.54M 0.1%
450,000
– –
CHEA
216
DELISTED
Chenghe Acquisition Co. Class A Ordinary Share
CHEA
$4.54M 0.1%
+450,397
New +$4.52M
FMIV
217
DELISTED
Forum Merger IV Corporation Class A Common stock
FMIV
$4.53M 0.1%
461,224
+196,333
+74% +$1.93M
SLAC
218
DELISTED
Social Leverage Acquisition Corp I Class A Common Stock
SLAC
$4.5M 0.1%
457,714
+100
+0% +$984
USCT
219
DELISTED
Roth CH Acquisition Co. Class A Ordinary Shares
USCT
$4.49M 0.1%
443,480
– –
BITE
220
DELISTED
Bite Acquisition Corp.
BITE
$4.49M 0.1%
455,875
+372,675
+448% +$3.66M
RDZN icon
221
Roadzen
RDZN
$101M
$4.48M 0.1%
446,213
– –
NETC
222
DELISTED
Nabors Energy Transition Corp.
NETC
$4.44M 0.1%
441,702
– –
ICNC
223
DELISTED
Iconic Sports Acquisition Corp.
ICNC
$4.44M 0.1%
437,662
+45,000
+11% +$453K
TRIS
224
DELISTED
Tristar Acquisition I Corp.
TRIS
$4.44M 0.1%
447,605
– –
VPCB
225
DELISTED
VPC Impact Acquisition Holdings II Class A ordinary shre
VPCB
$4.43M 0.1%
446,813
+200,000
+81% +$1.97M
7 8
9
10 11

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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.