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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
NFNT.WS
951
DELISTED
Infinite Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFNT.WS
$17K ﹤0.01%
98,901
– –
APMIW
952
DELISTED
AxonPrime Infrastructure Acquisition Corporation Warrants
APMIW
$17K ﹤0.01%
167,165
– –
AXAC.WS
953
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AXAC.WS
$17K ﹤0.01%
300,000
– –
VLATW
954
DELISTED
Valor Latitude Acquisition Corp. Warrant
VLATW
$17K ﹤0.01%
163,332
– –
MLAIW
955
DELISTED
McLaren Technology Acquisition Corp. Warrant
MLAIW
$17K ﹤0.01%
248,473
– –
OPALW
956
DELISTED
OPAL Fuels Inc. Warrant
OPALW
$17K ﹤0.01%
11,905
-8,095
-40% -$11K
ZVSAW
957
DELISTED
ZyVersa Therapeutics, Inc. Warrants
ZVSAW
$17K ﹤0.01%
138,981
– –
INTEW
958
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$17K ﹤0.01%
172,002
– –
SNAXW
959
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$16K ﹤0.01%
237,578
-5,600
-2% -$477
PHYT.WS
960
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$16K ﹤0.01%
98,756
– –
GTACW
961
DELISTED
Global Technology Acquisition Corp. I Warrant
GTACW
$16K ﹤0.01%
98,747
– –
XFINW
962
DELISTED
ExcelFin Acquisition Corp Warrant
XFINW
$16K ﹤0.01%
148,965
– –
AOGOW
963
DELISTED
Arogo Capital Acquisition Corp. Warrant
AOGOW
$16K ﹤0.01%
309,459
– –
SOAR.WS
964
DELISTED
Volato Group, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SOAR.WS
$16K ﹤0.01%
219,985
– –
SAGAR
965
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
$16K ﹤0.01%
200,000
– –
SHUAW
966
DELISTED
SHUAA Partners Acquisition Corp I Warrant
SHUAW
$16K ﹤0.01%
199,997
– –
SCAQW
967
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
$16K ﹤0.01%
200,000
– –
EOCW.WS
968
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
$16K ﹤0.01%
100,000
– –
IQMDW
969
DELISTED
Intelligent Medicine Acquisition Corp. Warrant
IQMDW
$16K ﹤0.01%
173,954
+24
+0% +$3
KSICW
970
DELISTED
Kadem Sustainable Impact Corporation Warrant
KSICW
$16K ﹤0.01%
237,499
– –
SHCAW
971
DELISTED
Spindletop Health Acquisition Corp. Warrant
SHCAW
$16K ﹤0.01%
195,434
– –
ASAQ.WS
972
DELISTED
Atlantic Avenue Acquisition Corp Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
ASAQ.WS
$16K ﹤0.01%
203,431
– –
ALVOW icon
973
Alvotech Warrant
ALVOW
$45.3M
$15K ﹤0.01%
21,998
-9,515
-30% -$6.9K
CDTTW
974
CDT Equity Inc Warrant
CDTTW
$15K ﹤0.01%
300,000
– –
MSAIW icon
975
MultiSensor AI Holdings Warrant
MSAIW
$656K
$15K ﹤0.01%
149,999
– –
37 38
39
40 41

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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.