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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
BZAIW
751
Blaize Holdings Warrants
BZAIW
$6.89M
$66K ﹤0.01%
1,217,571
– –
AIRJW
752
AirJoule Technologies Warrant
AIRJW
$63.7M
$65K ﹤0.01%
435,239
– –
LIVBW
753
DELISTED
LIV Capital Acquisition Corp. II Warrants
LIVBW
$65K ﹤0.01%
539,991
– –
RJAC.WS
754
DELISTED
Jackson Acquisition Company Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
RJAC.WS
$64K ﹤0.01%
532,838
– –
WEL.WS
755
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$63K ﹤0.01%
248,748
– –
GWIIW
756
DELISTED
Good Works II Acquisition Corp. Warrant
GWIIW
$63K ﹤0.01%
287,818
– –
BFAC.WS
757
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$62K ﹤0.01%
565,829
– –
GMFIW
758
DELISTED
Aetherium Acquisition Corp Warrant
GMFIW
$61K ﹤0.01%
532,467
– –
EVEX.WS icon
759
Eve Holding Inc Warrants
EVEX.WS
$45.1M
$59K ﹤0.01%
119,592
-21,779
-15% -$13.2K
ATAKR
760
DELISTED
Aurora Technology Acquisition Corp. Rights
ATAKR
$59K ﹤0.01%
977,600
– –
SPCMW
761
DELISTED
Sound Point Acquisition Corp I, Ltd Warrant
SPCMW
$59K ﹤0.01%
489,999
– –
KNSW.WS
762
DELISTED
KnightSwan 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
KNSW.WS
$58K ﹤0.01%
580,728
– –
LVWR.WS icon
763
LiveWire Group Warrants
LVWR.WS
$10.2M
$56K ﹤0.01%
+158,770
New +$59.1K
ABPWW
764
DELISTED
Abpro Holdings Warrant
ABPWW
$56K ﹤0.01%
674,999
– –
OSI.WS
765
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$56K ﹤0.01%
427,320
– –
GSRMR
766
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
$56K ﹤0.01%
46,869
– –
FLDDW
767
Fold Holdings Warrant
FLDDW
$1.3M
$55K ﹤0.01%
341,217
– –
PPYAW
768
DELISTED
Papaya Growth Opportunity Corp. I Warrant
PPYAW
$55K ﹤0.01%
612,496
– –
CLINW
769
DELISTED
Clean Earth Acquisitions Corp. Warrant
CLINW
$55K ﹤0.01%
320,595
+20,600
+7% +$2.22K
STRDW
770
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$55K ﹤0.01%
325,846
-8,774
-3% -$1.48K
NFYS.WS
771
DELISTED
Enphys Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFYS.WS
$54K ﹤0.01%
549,999
– –
PRLHW
772
DELISTED
Pearl Holdings Acquisition Corp Warrant
PRLHW
$53K ﹤0.01%
375,104
– –
CLRCR
773
DELISTED
ClimateRock Right
CLRCR
$52K ﹤0.01%
+399,998
New +$41.2K
RRAC.WS
774
DELISTED
Rigel Resource Acquisition Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RRAC.WS
$52K ﹤0.01%
222,854
– –
CNDA.WS
775
DELISTED
Concord Acquisition Corp II Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CNDA.WS
$52K ﹤0.01%
247,354
– –
29 30
31
32 33

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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.