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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
IPVF.WS
1276
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$2K ﹤0.01%
31,400
– –
GETR.WS
1277
DELISTED
Getaround, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50 per share
GETR.WS
$2K ﹤0.01%
31,428
– –
AAC.WS
1278
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
$2K ﹤0.01%
14,999
– –
HPLTW
1279
DELISTED
Home Plate Acquisition Corporation Warrant
HPLTW
$2K ﹤0.01%
49,998
– –
CPUH.WS
1280
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$2K ﹤0.01%
33,724
+50
+0.1% +$10
SDACW
1281
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
$2K ﹤0.01%
60,349
– –
BNNRW
1282
DELISTED
Banner Acquisition Corp. Warrants
BNNRW
$2K ﹤0.01%
49,635
– –
EVOJW
1283
DELISTED
Evo Acquisition Corp. Warrant
EVOJW
$2K ﹤0.01%
61,500
– –
EUCRW
1284
DELISTED
Eucrates Biomedical Acquisition Corp. Warrant
EUCRW
$2K ﹤0.01%
45,832
– –
TIOAW
1285
DELISTED
Tio Tech A Warrants
TIOAW
$2K ﹤0.01%
33,332
– –
LVRAW
1286
DELISTED
Levere Holdings Corp. Warrant
LVRAW
$2K ﹤0.01%
41,666
– –
FRONW
1287
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
$2K ﹤0.01%
27,943
– –
ACQRW
1288
DELISTED
Independence Holdings Corp. Warrant
ACQRW
$2K ﹤0.01%
15,000
– –
PDOT.WS
1289
DELISTED
Peridot Acquisition Corp. II Redeemable warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PDOT.WS
$2K ﹤0.01%
19,999
– –
HERAW
1290
DELISTED
FTAC Hera Acquisition Corp. Warrant
HERAW
$2K ﹤0.01%
24,999
– –
FRSGW
1291
DELISTED
First Reserve Sustainable Growth Corp. Warrant
FRSGW
$2K ﹤0.01%
29,249
– –
BACA.WS
1292
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
$2K ﹤0.01%
37,499
– –
BIOTW
1293
DELISTED
Biotech Acquisition Company Warrant
BIOTW
$2K ﹤0.01%
26,499
– –
TZPSW
1294
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$2K ﹤0.01%
16,999
– –
FTVIW
1295
DELISTED
FinTech Acquisition Corp. VI Warrants
FTVIW
$2K ﹤0.01%
74,998
– –
HCARW
1296
DELISTED
Healthcare Services Acquisition Corporation Warrant
HCARW
$2K ﹤0.01%
75,000
– –
HCIIW
1297
DELISTED
Hudson Executive Investment Corp. II Warrant
HCIIW
$2K ﹤0.01%
30,500
– –
VELOW
1298
DELISTED
Velocity Acquisition Corp. Warrant
VELOW
$2K ﹤0.01%
39,332
– –
FACA.WS
1299
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
$2K ﹤0.01%
39,625
+25
+0.1% +$3
KLAQW
1300
DELISTED
KL Acquisition Corp Warrant
KLAQW
$2K ﹤0.01%
38,665
– –
50 51
52
53 54

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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.