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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
GGAAW
726
DELISTED
Genesis Growth Tech Acquisition Corp. Warrant
GGAAW
$99K ﹤0.01%
494,961
– –
BSKY
727
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
$98K ﹤0.01%
+10,000
New +$97.8K
NOTE.WS
728
DELISTED
FiscalNote Holdings Warrants
NOTE.WS
$97K ﹤0.01%
+113,140
New +$107K
GCTS.WS
729
GCT Semiconductor Holding Warrants
GCTS.WS
$16.3M
$95K ﹤0.01%
596,337
– –
HYT icon
730
BlackRock Corporate High Yield Fund
HYT
$1.36B
$87K ﹤0.01%
+10,191
New +$97.6K
SLND.WS icon
731
Southland Holdings Warrants
SLND.WS
$1.41M
$86K ﹤0.01%
232,282
– –
HCVIW
732
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$85K ﹤0.01%
566,664
– –
ZTAQW
733
DELISTED
Zimmer Energy Transition Acquisition Corp. Warrants
ZTAQW
$83K ﹤0.01%
296,998
– –
TPBAW
734
DELISTED
TPB Acquisition Corporation I Warrant
TPBAW
$83K ﹤0.01%
133,832
– –
DCRDW
735
DELISTED
Decarbonization Plus Acquisition Corporation IV Warrant
DCRDW
$83K ﹤0.01%
150,749
– –
CSLMR
736
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$82K ﹤0.01%
754,837
– –
TGR.WS
737
DELISTED
Kimbell Tiger Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TGR.WS
$80K ﹤0.01%
569,997
– –
HMA.WS
738
DELISTED
Heartland Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
HMA.WS
$79K ﹤0.01%
699,998
– –
CXAC.WS
739
DELISTED
C5 Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
CXAC.WS
$76K ﹤0.01%
690,886
+50
+0% +$8
BRMK.WS
740
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$76K ﹤0.01%
1,333,174
-16,100
-1% -$1.16K
LUNRW
741
DELISTED
Intuitive Machines, Inc. Warrants
LUNRW
$75K ﹤0.01%
374,998
– –
CPAAW
742
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
$75K ﹤0.01%
375,497
– –
ASBPW
743
Aspire Biopharma Warrant
ASBPW
$579K
$74K ﹤0.01%
669,998
– –
ESSCR
744
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$74K ﹤0.01%
275,000
– –
SKGRW
745
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$73K ﹤0.01%
+489,999
New +$94.9K
GFGDR
746
DELISTED
The Growth for Good Acquisition Corporation Right
GFGDR
$72K ﹤0.01%
724,136
– –
EOSEW
747
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$70K ﹤0.01%
167,855
-28,796
-15% -$13.3K
EVF
748
Eaton Vance Senior Income Trust
EVF
$89.9M
$70K ﹤0.01%
13,202
+2,681
+25% +$14.9K
RCACW
749
DELISTED
Revelstone Capital Acquisition Corp. Warrant
RCACW
$68K ﹤0.01%
674,997
– –
SCUA.WS
750
DELISTED
Sculptor Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SCUA.WS
$68K ﹤0.01%
485,033
– –
28 29
30
31 32

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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.