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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
FICVW
1026
DELISTED
Frontier Investment Corp Warrants
FICVW
$12K ﹤0.01%
149,111
– –
KALWW
1027
DELISTED
Kalera Public Limited Company Warrant
KALWW
$12K ﹤0.01%
101,855
-12,143
-11% -$1.88K
AFAQW
1028
DELISTED
AF Acquisition Corp Warrants
AFAQW
$12K ﹤0.01%
283,330
– –
PIPP.WS
1029
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$12K ﹤0.01%
233,427
– –
MNTN.WS
1030
DELISTED
Everest Consolidator Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A Common Stock, at an exercise price of $11.50
MNTN.WS
$12K ﹤0.01%
195,444
– –
DUETW
1031
DELISTED
DUET Acquisition Corp. Warrant
DUETW
$12K ﹤0.01%
255,460
– –
CLRCW
1032
DELISTED
ClimateRock Warrant
CLRCW
$11K ﹤0.01%
+199,999
New +$14.9K
IVCPW
1033
DELISTED
Swiftmerge Acquisition Corp. Warrants
IVCPW
$11K ﹤0.01%
216,166
– –
THCPW
1034
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$11K ﹤0.01%
141,360
– –
NBSTW
1035
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$11K ﹤0.01%
150,000
– –
AIBBR
1036
DELISTED
AIB Acquisition Corp Right
AIBBR
$11K ﹤0.01%
150,000
– –
OHAAW
1037
DELISTED
OPY Acquisition Corp. I Warrant
OHAAW
$11K ﹤0.01%
99,288
– –
ENERW
1038
DELISTED
Accretion Acquisition Corp Warrant
ENERW
$11K ﹤0.01%
224,999
– –
GOGN.WS
1039
DELISTED
GoGreen Investments Corporation Redeemable Warrants
GOGN.WS
$11K ﹤0.01%
98,745
– –
JUGGW
1040
DELISTED
Jaws Juggernaut Acquisition Corporation Warrant
JUGGW
$11K ﹤0.01%
50,000
– –
HCNEW
1041
DELISTED
Jaws Hurricane Acquisition Corp. Warrant
HCNEW
$11K ﹤0.01%
62,499
– –
APN.WS
1042
DELISTED
Apeiron Capital Investment Corp. Redeemable Warrants
APN.WS
$11K ﹤0.01%
164,129
– –
ARGUW
1043
DELISTED
Argus Capital Corp. Warrant
ARGUW
$11K ﹤0.01%
74,999
– –
OSTRW
1044
DELISTED
Oyster Enterprises Acquisition Corp. Warrant
OSTRW
$11K ﹤0.01%
69,000
– –
BSKYW
1045
DELISTED
Big Sky Growth Partners, Inc. Warrant
BSKYW
$11K ﹤0.01%
132,189
– –
PMVC.WS
1046
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$11K ﹤0.01%
250,000
– –
FIACW
1047
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$11K ﹤0.01%
124,124
– –
NOVVR
1048
DELISTED
Nova Vision Acquisition Corp. Rights
NOVVR
$11K ﹤0.01%
76,500
– –
GRRRW
1049
Gorilla Technology Group Warrant
GRRRW
$2.2M
$10K ﹤0.01%
+26,949
New +$9.42K
GRMLW
1050
Greenland Mines Ltd Warrant
GRMLW
$10K ﹤0.01%
250,000
– –
40 41
42
43 44

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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.