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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
CMRAW
1426
DELISTED
Comera Life Sciences Holdings, Inc. Warrant expiring 5/19/2027
CMRAW
– –
-52,222
Closed -$7K
SBIGW
1427
DELISTED
SpringBig Holdings, Inc. Warrant
SBIGW
– –
-13,800
Closed -$1K
PNACU
1428
DELISTED
Prime Number Acquisition I Corp. Unit
PNACU
– –
-150,000
Closed -$1.5M
AJRD
1429
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-53,805
Closed -$2.18M
BTMDW
1430
DELISTED
Biote Corp. Warrant
BTMDW
– –
-12,607
Closed -$5K
GROV.WS
1431
DELISTED
Grove Collaborative Holdings, Inc. Each whole warrant is exercisable for one-fifth of a share of Class A Common Stock at an exercise price of $57.50
GROV.WS
– –
-17,779
Closed -$7K
RAM
1432
DELISTED
Aries I Acquisition Corporation Class A Ordinary Share
RAM
– –
-56,010
Closed -$565K
NOGN
1433
DELISTED
Nogin, Inc. Common Stock
NOGN
– –
-9,650
Closed -$1.93M
DEX
1434
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-11,533
Closed -$88K
LGACW
1435
DELISTED
Lazard Growth Acquisition Corp. I Warrants
LGACW
$0 ﹤0.01%
10,000
– –
ITQRW
1436
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
$0 ﹤0.01%
19,500
– –
HMCOU
1437
DELISTED
HumanCo Acquisition Corp. Unit
HMCOU
– –
-107,000
Closed -$1.06M
LMACW
1438
DELISTED
Liberty Media Acquisition Corporation Warrants
LMACW
$0 ﹤0.01%
94,199
+70,599
+299% +$22.2K
CPTK.WS
1439
DELISTED
Crown PropTech Acquisitions Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CPTK.WS
$0 ﹤0.01%
16,666
– –
KIIIW
1440
DELISTED
Kismet Acquisition Three Corp. Warrant
KIIIW
$0 ﹤0.01%
13,332
– –
LHC.WS
1441
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
$0 ﹤0.01%
12,499
– –
BENE
1442
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
– –
-46,760
Closed -$483K
MONDW
1443
DELISTED
Mondee Holdings, Inc. Warrant
MONDW
– –
-25,000
Closed -$7K
REEAW
1444
DELISTED
REE Automotive Ltd. Warrant
REEAW
– –
-82,016
Closed -$15K
RCHGW
1445
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
$0 ﹤0.01%
246,100
-3,900
-2% -$117
NMMCW
1446
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$0 ﹤0.01%
145,000
-5,000
-3% -$472
AVGOP
1447
DELISTED
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
– –
-177
Closed -$269K
SLCR
1448
DELISTED
Silver Crest Acquisition Corporation Class A Ordinary Share
SLCR
– –
-101,378
Closed -$1M
SLCRW
1449
DELISTED
Silver Crest Acquisition Corporation Warrant
SLCRW
– –
-21,499
Closed -$5K
VYGG.WS
1450
DELISTED
Vy Global Growth Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
VYGG.WS
– –
-20,000
Closed -$5K
56 57
58
59 60

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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.