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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
GACQW
851
DELISTED
Global Consumer Acquisition Corp. Warrant
GACQW
$29K ﹤0.01%
222,695
– –
DAOOW
852
DELISTED
Crypto 1 Acquisition Corp Warrants
DAOOW
$29K ﹤0.01%
296,946
– –
TLGYW
853
DELISTED
TLGY Acquisition Corporation Warrant
TLGYW
$29K ﹤0.01%
288,202
– –
RACYW
854
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$29K ﹤0.01%
475,100
– –
PRENW
855
Prenetics Global Ltd Warrant
PRENW
$136K
$28K ﹤0.01%
63,076
-14,998
-19% -$4.75K
GBBKW
856
DELISTED
Global Blockchain Acquisition Corp. Warrant
GBBKW
$28K ﹤0.01%
675,000
– –
LFLYW
857
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$28K ﹤0.01%
166,086
-25,526
-13% -$9.63K
ALSAR
858
DELISTED
Alpha Star Acquisition Corp Rights
ALSAR
$28K ﹤0.01%
200,000
– –
ROCAR
859
DELISTED
ROC Energy Acquisition Corp. Rights
ROCAR
$28K ﹤0.01%
473,477
– –
BPACW
860
DELISTED
Bullpen Parlay Acquisition Company Warrant
BPACW
$28K ﹤0.01%
346,951
– –
TINV.WS
861
DELISTED
Tiga Acquisition Corp. Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TINV.WS
$28K ﹤0.01%
40,000
– –
MAAQR
862
DELISTED
Mana Capital Acquisition Corp. Rights
MAAQR
$28K ﹤0.01%
99,992
– –
AFARW
863
DELISTED
Aura FAT Projects Acquisition Corp Warrant
AFARW
$28K ﹤0.01%
+690,000
New +$52.9K
ACRO.WS
864
DELISTED
Acropolis Infrastructure Acquisition Corp Warrants
ACRO.WS
$28K ﹤0.01%
282,327
– –
RENEW
865
DELISTED
Cartesian Growth Corporation II Warrant
RENEW
$27K ﹤0.01%
+266,664
New +$44.8K
KYCHW
866
DELISTED
Keyarch Acquisition Corporation Warrant
KYCHW
$27K ﹤0.01%
357,498
– –
TWCBW
867
DELISTED
Bilander Acquisition Corp. Warrant
TWCBW
$27K ﹤0.01%
136,817
– –
PTOCW
868
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
$27K ﹤0.01%
299,999
– –
ETHZW
869
DELISTED
ETHZilla Corp Warrant
ETHZW
$26K ﹤0.01%
495,988
-6,264
-1% -$796
TRIS.WS
870
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$26K ﹤0.01%
331,979
– –
BWAQR
871
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$26K ﹤0.01%
324,999
– –
GFGDW
872
DELISTED
The Growth for Good Acquisition Corporation Warrant
GFGDW
$26K ﹤0.01%
362,068
– –
HORIW
873
DELISTED
Emerging Markets Horizon Corp. Warrants
HORIW
$26K ﹤0.01%
262,860
– –
DPCSW
874
DELISTED
DP Cap Acquisition Corp I Warrants
DPCSW
$25K ﹤0.01%
148,563
– –
SHAP.WS
875
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
$25K ﹤0.01%
327,419
– –
33 34
35
36 37

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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.