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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
TWLVW
1226
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$3K ﹤0.01%
49,999
– –
BREZR
1227
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$3K ﹤0.01%
100,000
– –
AEON.WS
1228
DELISTED
AEON Biopharma Inc
AEON.WS
$3K ﹤0.01%
50,000
– –
ADOCW
1229
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$3K ﹤0.01%
100,000
– –
ADEX.WS
1230
DELISTED
Adit EdTech Acquisition Corp Warrants
ADEX.WS
$3K ﹤0.01%
65,999
– –
TBCPW
1231
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$3K ﹤0.01%
26,346
– –
MPRAW
1232
DELISTED
Mercato Partners Acquisition Corporation Warrant
MPRAW
$3K ﹤0.01%
220,069
– –
DOMA.WS
1233
DELISTED
Doma Holdings, Inc. Warrants, Every 25 warrants will be exercisable for one share of Common Stock at an exercise price of $287.50 per share of Common Stock
DOMA.WS
$3K ﹤0.01%
50,909
-5,199
-9% -$531
GRCYW
1234
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$3K ﹤0.01%
150,000
– –
BMAQW
1235
DELISTED
Blockchain Moon Acquisition Corp. Warrants
BMAQW
$3K ﹤0.01%
100,000
– –
IPVIW
1236
DELISTED
InterPrivate IV InfraTech Partners Inc. Warrant
IPVIW
$3K ﹤0.01%
24,800
– –
JMACW
1237
DELISTED
Maxpro Capital Acquisition Corp. Warrants
JMACW
$3K ﹤0.01%
22,000
– –
MSDAW
1238
DELISTED
MSD Acquisition Corp. Warrant
MSDAW
$3K ﹤0.01%
40,000
– –
CRZNW
1239
DELISTED
Corazon Capital V838 Monoceros Corp Warrant
CRZNW
$3K ﹤0.01%
50,000
– –
NGC.WS
1240
DELISTED
Northern Genesis Acquisition Corp. III Redeemable Warrants, each whole warrant exercisable for shares of common stock at an exercise price of $11.50 per share
NGC.WS
$3K ﹤0.01%
97,706
+5
+0% +$1
TBSAW
1241
DELISTED
TB SA Acquisition Corp Warrant
TBSAW
$3K ﹤0.01%
49,999
– –
ESM.WS
1242
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$3K ﹤0.01%
33,332
– –
IBER.WS
1243
DELISTED
Ibere Pharmaceuticals Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
IBER.WS
$3K ﹤0.01%
37,500
– –
AEACW
1244
DELISTED
Authentic Equity Acquisition Corp. Warrant
AEACW
$3K ﹤0.01%
66,500
– –
AVCTW
1245
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$3K ﹤0.01%
69,099
-63,304
-48% -$2.85K
PKBOW
1246
DELISTED
Peak Bio, Inc. Warrant
PKBOW
$3K ﹤0.01%
25,000
– –
LJAQW
1247
DELISTED
LightJump Acquisition Corporation Warrant
LJAQW
$3K ﹤0.01%
50,000
– –
ASAXW
1248
DELISTED
Astrea Acquisition Corp. Warrant
ASAXW
$3K ﹤0.01%
66,499
– –
FTEV.WS
1249
DELISTED
FinTech Evolution Acquisition Group Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share for $11.50 per share
FTEV.WS
$3K ﹤0.01%
25,581
– –
GNACW
1250
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
$3K ﹤0.01%
42,000
– –
48 49
50
51 52

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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.