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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
GHACW
1301
DELISTED
Gaming & Hospitality Acquisition Corp. Warrants
GHACW
$2K ﹤0.01%
62,331
– –
BLTSW
1302
DELISTED
Bright Lights Acquisition Corp. Warrant
BLTSW
$2K ﹤0.01%
52,499
– –
SSAAW
1303
DELISTED
Science Strategic Acquisition Corp. Alpha Warrant
SSAAW
$2K ﹤0.01%
40,333
– –
SCLEW
1304
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
$2K ﹤0.01%
29,249
– –
FTCVW
1305
DELISTED
FinTech Acquisition Corp. V Warrant
FTCVW
$2K ﹤0.01%
49,999
– –
OEPWW
1306
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
$2K ﹤0.01%
39,999
– –
PHICW
1307
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
$2K ﹤0.01%
62,444
– –
CRHC.WS
1308
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
$2K ﹤0.01%
73,348
-26,651
-27% -$12.9K
SPGS.WS
1309
DELISTED
Simon Property Group Acquisition Holdings, Inc. Warrants, each exercisable for one Class A common stock at an exercise price of $11.50 per share
SPGS.WS
$2K ﹤0.01%
31,747
– –
MIT.WS
1310
DELISTED
Mason Industrial Technology, Inc. Redeemable warrants, exercisable for one share of Class A common stock for $11.50 per share
MIT.WS
$2K ﹤0.01%
66,698
+33
+0% +$3
PRBM.WS
1311
DELISTED
Parabellum Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
PRBM.WS
$2K ﹤0.01%
59,999
– –
CLIM.WS
1312
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
CLIM.WS
$2K ﹤0.01%
24,399
– –
TEKKW
1313
DELISTED
Tekkorp Digital Acquisition Corp. Warrant
TEKKW
$2K ﹤0.01%
75,000
– –
MACC.WS
1314
DELISTED
Mission Advancement Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
MACC.WS
$2K ﹤0.01%
50,706
+6
+0% –
TMAC.WS
1315
DELISTED
The Music Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TMAC.WS
$2K ﹤0.01%
62,000
– –
SBII.WS
1316
DELISTED
Sandbridge X2 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
SBII.WS
$2K ﹤0.01%
40,666
– –
AVAN.WS
1317
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
$2K ﹤0.01%
100,000
– –
AUS.WS
1318
DELISTED
Austerlitz Acquisition Corporation I Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
AUS.WS
$2K ﹤0.01%
17,500
– –
AILEW
1319
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$2K ﹤0.01%
61,000
– –
HHGCR
1320
DELISTED
HHG Capital Corporation Rights
HHGCR
$2K ﹤0.01%
25,000
– –
STRE.WS
1321
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$2K ﹤0.01%
20,000
– –
BETRW icon
1322
Better Home & Finance Warrant
BETRW
$1K ﹤0.01%
12,500
– –
LDTCW
1323
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$1K ﹤0.01%
16,666
– –
HHGCW
1324
DELISTED
HHG Capital Corporation Warrant
HHGCW
$1K ﹤0.01%
25,000
– –
FEXDW
1325
DELISTED
Fintech Ecosystem Development Corp. Warrant
FEXDW
$1K ﹤0.01%
12,498
– –
51 52
53
54 55

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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.