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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
SCOBW
1351
DELISTED
ScION Tech Growth II Warrants
SCOBW
$1K ﹤0.01%
16,666
– –
DNZ.WS
1352
DELISTED
D and Z Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
DNZ.WS
$1K ﹤0.01%
41,365
+33
+0.1% +$2
NAACW
1353
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$1K ﹤0.01%
17,666
– –
DLCAW
1354
DELISTED
Deep Lake Capital Acquisition Corp. Warrant
DLCAW
$1K ﹤0.01%
20,500
– –
FINMW
1355
DELISTED
Marlin Technology Corporation Warrant
FINMW
$1K ﹤0.01%
14,405
– –
POWRW
1356
DELISTED
Powered Brands Warrants
POWRW
$1K ﹤0.01%
16,666
– –
PACXW
1357
DELISTED
Pioneer Merger Corp. Warrant
PACXW
$1K ﹤0.01%
16,666
– –
KAIRW
1358
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$1K ﹤0.01%
31,346
– –
AKICW
1359
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
$1K ﹤0.01%
18,320
– –
AGAC.WS
1360
DELISTED
African Gold Acquisition Corp Warrants
AGAC.WS
$1K ﹤0.01%
29,997
– –
RKTA.WS
1361
DELISTED
Rocket Internet Growth Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RKTA.WS
$1K ﹤0.01%
12,500
– –
SCOAW
1362
DELISTED
ScION Tech Growth I Warrant
SCOAW
$1K ﹤0.01%
33,333
– –
IIIIW
1363
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
$1K ﹤0.01%
33,332
– –
COLIW
1364
DELISTED
Colicity Inc. Warrant
COLIW
$1K ﹤0.01%
30,999
– –
COVAW
1365
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
$1K ﹤0.01%
26,549
– –
RXRAW
1366
DELISTED
RXR Acquisition Corp. Warrants to purchase Class A common stock
RXRAW
$1K ﹤0.01%
26,400
– –
ATA.WS
1367
DELISTED
Americas Technology Acquisition Corp.Redeemable Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50
ATA.WS
$1K ﹤0.01%
30,000
– –
PCXCW
1368
DELISTED
Parsec Capital Acquisitions Corp Warrant
PCXCW
$1K ﹤0.01%
30,000
– –
JOFFW
1369
DELISTED
JOFF Fintech Acquisition Corp. Warrant
JOFFW
$1K ﹤0.01%
38,999
– –
FCAX.WS
1370
DELISTED
Fortress Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FCAX.WS
$1K ﹤0.01%
10,599
– –
ZWRKW
1371
DELISTED
Z-Work Acquisition Corp. Warrant
ZWRKW
$1K ﹤0.01%
41,665
– –
REVHW
1372
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Warrant.
REVHW
$1K ﹤0.01%
23,399
– –
WPCB.WS
1373
DELISTED
Warburg Pincus Capital Corporation I-B Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WPCB.WS
$1K ﹤0.01%
15,000
– –
TWNI.WS
1374
DELISTED
Tailwind International Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TWNI.WS
$1K ﹤0.01%
25,000
– –
ATAQ.WS
1375
DELISTED
Altimar Acquisition Corp III Warrants
ATAQ.WS
$1K ﹤0.01%
12,500
– –
53 54
55
56 57

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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.