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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
AXAC.RT
826
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Rights to receive one-tenth (1/10) of one Class A ordinary share
AXAC.RT
$34K ﹤0.01%
300,000
– –
YOTAR
827
DELISTED
Yotta Acquisition Corporation Right
YOTAR
$33K ﹤0.01%
+550,000
New +$43.1K
ACAXR
828
DELISTED
Alset Capital Acquisition Corp Right
ACAXR
$33K ﹤0.01%
369,992
– –
VSEEW
829
VSee Health Warrant
VSEEW
$248K
$32K ﹤0.01%
200,000
– –
XAGEW
830
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$32K ﹤0.01%
112,500
– –
BOCNW
831
DELISTED
Blue Ocean Acquisition Corp Warrants
BOCNW
$32K ﹤0.01%
268,786
– –
ZPTAW
832
DELISTED
Zapata Computing Holdings Inc. Warrant
ZPTAW
$32K ﹤0.01%
267,473
– –
ASCBR
833
DELISTED
A SPAC II Acquisition Corp. Right
ASCBR
$32K ﹤0.01%
+424,997
New +$35.7K
SGHLW
834
DELISTED
Signal Hill Acquisition Corp. Warrant
SGHLW
$32K ﹤0.01%
287,498
– –
MBAC.WS
835
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$32K ﹤0.01%
499,999
– –
RFACR
836
DELISTED
RF Acquisition Corp. Rights
RFACR
$31K ﹤0.01%
385,000
– –
ADERW
837
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$31K ﹤0.01%
100,000
– –
UTAAW
838
DELISTED
UTA Acquisition Corporation Warrants
UTAAW
$31K ﹤0.01%
140,507
– –
AHRNW
839
DELISTED
Ahren Acquisition Corp Warrants
AHRNW
$31K ﹤0.01%
261,634
+11,635
+5% +$1.7K
MTVC.WS
840
DELISTED
Motive Capital Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
MTVC.WS
$31K ﹤0.01%
305,990
– –
IVCAW
841
DELISTED
Investcorp AI Acquisition Corp. Warrant
IVCAW
$30K ﹤0.01%
+299,998
New +$51.1K
TVGNW icon
842
Tevogen Bio Warrant
TVGNW
$9.64M
$30K ﹤0.01%
247,615
– –
GATEW
843
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$30K ﹤0.01%
1,399,998
– –
STET.WS
844
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
$30K ﹤0.01%
371,187
– –
RNERW
845
DELISTED
Mount Rainier Acquisition Corp. Warrant
RNERW
$30K ﹤0.01%
198,614
– –
DTRTW
846
DELISTED
DTRT Health Acquisition Corp. Warrant
DTRTW
$30K ﹤0.01%
148,984
– –
EONR.WS
847
EON Resources Warrants
EONR.WS
$1.49M
$29K ﹤0.01%
150,000
– –
MSSAR
848
DELISTED
Metal Sky Star Acquisition Corporation Right
MSSAR
$29K ﹤0.01%
445,000
– –
VCXB.WS
849
DELISTED
10X Capital Venture Acquisition Corp III Warrants
VCXB.WS
$29K ﹤0.01%
812,499
– –
ICNC.WS
850
DELISTED
Iconic Sports Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ICNC.WS
$29K ﹤0.01%
246,868
– –
32 33
34
35 36

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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.