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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
LGV.WS
1251
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
$3K ﹤0.01%
46,000
– –
PV.WS
1252
DELISTED
Primavera Capital Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PV.WS
$3K ﹤0.01%
20,500
– –
SHACW
1253
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
$3K ﹤0.01%
63,499
– –
CLRMW
1254
DELISTED
Clarim Acquisition Corp. Warrant
CLRMW
$3K ﹤0.01%
95,022
– –
OHPAW
1255
DELISTED
Orion Acquisition Corp. Warrant
OHPAW
$3K ﹤0.01%
47,247
– –
SWETW
1256
DELISTED
Athlon Acquisition Corp. Warrant
SWETW
$3K ﹤0.01%
66,499
– –
HUGS.WS
1257
DELISTED
USHG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
HUGS.WS
$3K ﹤0.01%
65,998
+26,666
+68% +$3.78K
TLGA.WS
1258
DELISTED
TLG Acquisition One Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TLGA.WS
$3K ﹤0.01%
50,702
– –
HAACW
1259
DELISTED
Health Assurance Acquisition Corp. Warrants
HAACW
$3K ﹤0.01%
115,832
– –
FVT.WS
1260
DELISTED
Fortress Value Acquisition Corp. III Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVT.WS
$3K ﹤0.01%
28,179
– –
WTMAR
1261
DELISTED
Welsbach Technology Metals Acquisition Corp. one right to receive 1/10th of a share of common stock
WTMAR
$3K ﹤0.01%
26,469
– –
PPHPR
1262
DELISTED
PHP Ventures Acquisition Corp. Rights
PPHPR
$3K ﹤0.01%
71,500
– –
BNZIW icon
1263
Banzai International Warrant
BNZIW
$131K
$2K ﹤0.01%
100,000
– –
HOLOW icon
1264
MicroCloud Hologram Inc Warrant
HOLOW
$2K ﹤0.01%
24,000
-11,000
-31% -$916
MDAIW icon
1265
Spectral AI Warrants
MDAIW
$5.9M
$2K ﹤0.01%
41,698
+33
+0.1% +$3
SDAWW
1266
SunCar Technology Group Warrant
SDAWW
$12.3M
$2K ﹤0.01%
34,000
– –
GDSTW
1267
DELISTED
Goldenstone Acquisition Limited Warrants
GDSTW
$2K ﹤0.01%
110,000
– –
MMVWW
1268
DELISTED
MultiMetaVerse Holdings Limited Warrant
MMVWW
$2K ﹤0.01%
30,000
– –
JWSM.WS
1269
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$2K ﹤0.01%
17,500
– –
HGASW
1270
DELISTED
Global Gas Corporation Warrant
HGASW
$2K ﹤0.01%
42,499
– –
AONCW
1271
DELISTED
American Oncology Network, Inc. Warrant
AONCW
$2K ﹤0.01%
29,999
– –
RMGCW
1272
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$2K ﹤0.01%
15,660
– –
NRACW
1273
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$2K ﹤0.01%
50,000
– –
DISAW
1274
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$2K ﹤0.01%
49,533
– –
FRXB.WS
1275
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
$2K ﹤0.01%
24,399
– –
49 50
51
52 53

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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.