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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
SWSSW
1176
DELISTED
Clean Energy Special Situations Corp. Warrant
SWSSW
$5K ﹤0.01%
49,998
– –
BREZW
1177
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$5K ﹤0.01%
100,000
– –
PUCKW
1178
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$5K ﹤0.01%
128,000
– –
AVHIW
1179
DELISTED
Achari Ventures Holdings Corp I Warrant
AVHIW
$5K ﹤0.01%
100,000
– –
LBBBW
1180
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
$5K ﹤0.01%
62,498
– –
BTWNW
1181
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$5K ﹤0.01%
40,000
– –
GSQB.WS
1182
DELISTED
G Squared Ascend II Inc. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GSQB.WS
$5K ﹤0.01%
48,918
– –
GBRGR
1183
DELISTED
Goldenbridge Acquisition Limited Right
GBRGR
$5K ﹤0.01%
34,000
– –
ORIAW
1184
DELISTED
Orion Biotech Opportunities Corp. Warrant
ORIAW
$5K ﹤0.01%
40,000
– –
VPCBW
1185
DELISTED
VPC Impact Acquisition Holdings II Warrant
VPCBW
$5K ﹤0.01%
88,623
– –
SCMAW
1186
DELISTED
Seaport Calibre Materials Acquisition Corp. Warrant
SCMAW
$5K ﹤0.01%
50,152
– –
FOXWW
1187
DELISTED
FoxWayne Enterprises Acquisition Corp. Warrant
FOXWW
$5K ﹤0.01%
50,000
– –
VTIQW
1188
DELISTED
VectoIQ Acquisition Corp. II Warrant
VTIQW
$5K ﹤0.01%
39,999
– –
KAHC.WS
1189
DELISTED
KKR Acquisition Holdings I Corp. Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
KAHC.WS
$5K ﹤0.01%
40,825
+75
+0.2% +$16
MDH.WS
1190
DELISTED
MDH Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MDH.WS
$5K ﹤0.01%
125,000
– –
GFX.WS
1191
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
$5K ﹤0.01%
87,500
– –
COEPW
1192
DELISTED
Coeptis Therapeutics Warrants
COEPW
$4K ﹤0.01%
130,000
– –
ICUCW
1193
SeaStar Medical Holding Corp Warrant
ICUCW
$413K
$4K ﹤0.01%
50,000
– –
TLSIW icon
1194
TriSalus Life Sciences Warrant
TLSIW
$25.5M
$4K ﹤0.01%
66,665
– –
AAGRW
1195
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$4K ﹤0.01%
117,164
– –
IRAAW
1196
DELISTED
Iris Acquisition Corp Warrant
IRAAW
$4K ﹤0.01%
81,273
+25
+0% +$3
ASCAW
1197
DELISTED
A SPAC I Acquisition Corp. Warrant
ASCAW
$4K ﹤0.01%
112,496
– –
ROSS.WS
1198
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$4K ﹤0.01%
49,999
– –
CFIVW
1199
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$4K ﹤0.01%
99,998
– –
CCVI.WS
1200
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$4K ﹤0.01%
28,937
– –
46 47
48
49 50

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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.