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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
MACAW
1326
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$1K ﹤0.01%
20,000
– –
KRNLW
1327
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$1K ﹤0.01%
37,499
– –
BLUA.WS
1328
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$1K ﹤0.01%
16,666
– –
COOLW
1329
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$1K ﹤0.01%
133,333
– –
QDROW
1330
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$1K ﹤0.01%
15,000
– –
PPHPW
1331
DELISTED
PHP Ventures Acquisition Corp. Warrants
PPHPW
$1K ﹤0.01%
35,750
– –
LCAAW
1332
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$1K ﹤0.01%
33,332
– –
HHLA.WS
1333
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$1K ﹤0.01%
32,149
– –
CSTA.WS
1334
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$1K ﹤0.01%
19,332
– –
NSTB.WS
1335
DELISTED
Northern Star Investment Corp. II Redeemable warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTB.WS
$1K ﹤0.01%
24,799
– –
FSRXW
1336
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$1K ﹤0.01%
29,748
– –
MTRYW
1337
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$1K ﹤0.01%
21,228
– –
TRCA.WS
1338
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$1K ﹤0.01%
20,702
– –
CCV.WS
1339
DELISTED
Churchill Capital Corp V Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCV.WS
$1K ﹤0.01%
12,499
– –
NSTD.WS
1340
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
$1K ﹤0.01%
20,014
+16
+0.1% +$2
SNRHW
1341
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$1K ﹤0.01%
99,999
– –
PNTM.WS
1342
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$1K ﹤0.01%
17,666
– –
SPKBW
1343
DELISTED
Silver Spike Acquisition Corp II Warrant
SPKBW
$1K ﹤0.01%
25,000
– –
LDHAW
1344
DELISTED
LDH Growth Corp I Warrant
LDHAW
$1K ﹤0.01%
27,399
– –
AGGRW
1345
DELISTED
Agile Growth Corp Warrant
AGGRW
$1K ﹤0.01%
16,666
– –
CLAA.WS
1346
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
$1K ﹤0.01%
10,139
– –
EBACW
1347
DELISTED
European Biotech Acquisition Corp. Warrant
EBACW
$1K ﹤0.01%
14,666
– –
ANAC.WS
1348
DELISTED
Arctos NorthStar Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ANAC.WS
$1K ﹤0.01%
18,749
– –
FTAAW
1349
DELISTED
FTAC Athena Acquisition Corp. Warrant
FTAAW
$1K ﹤0.01%
12,500
– –
NVSAW
1350
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
$1K ﹤0.01%
12,666
– –
52 53
54
55 56

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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.