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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
JAQCW
876
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
$25K ﹤0.01%
225,750
– –
ARTEW
877
DELISTED
Artemis Strategic Investment Corporation Warrant
ARTEW
$25K ﹤0.01%
249,999
– –
BIOSW
878
DELISTED
BioPlus Acquisition Corp. Warrants
BIOSW
$25K ﹤0.01%
311,977
– –
BRACR
879
DELISTED
Broad Capital Acquisition Corp Rights
BRACR
$24K ﹤0.01%
235,055
– –
AEAEW
880
DELISTED
AltEnergy Acquisition Corp Warrant
AEAEW
$24K ﹤0.01%
148,946
– –
RWODR
881
DELISTED
Redwoods Acquisition Corp. Rights
RWODR
$24K ﹤0.01%
250,000
– –
USCTW
882
DELISTED
Roth CH Acquisition Co. Warrant
USCTW
$24K ﹤0.01%
345,633
– –
PEPLW
883
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$24K ﹤0.01%
299,999
– –
FRBNW
884
DELISTED
Forbion European Acquisition Corp. Warrants
FRBNW
$24K ﹤0.01%
161,675
– –
SVNAW
885
DELISTED
7 Acquisition Corp Warrant
SVNAW
$24K ﹤0.01%
173,330
– –
BRIVW
886
DELISTED
B. Riley Principal 250 Merger Corp. Warrant
BRIVW
$24K ﹤0.01%
214,059
– –
EDNCW
887
DELISTED
Endurance Acquisition Corp. Warrant
EDNCW
$24K ﹤0.01%
100,000
– –
SEDA.WS
888
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$24K ﹤0.01%
271,724
– –
GAQ.WS
889
DELISTED
Generation Asia I Acquisition Limited Redeemable Warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GAQ.WS
$23K ﹤0.01%
229,698
– –
LBBBR
890
DELISTED
Lakeshore Acquisition II Corp. Rights
LBBBR
$23K ﹤0.01%
124,996
– –
OTECW
891
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$23K ﹤0.01%
257,010
– –
GEEXW
892
DELISTED
Games & Esports Experience Acquisition Corp. Warrants
GEEXW
$23K ﹤0.01%
259,827
– –
AERTW
893
Aeries Technology Warrant
AERTW
$22K ﹤0.01%
246,865
– –
RDZNW icon
894
Roadzen Inc Warrants
RDZNW
$8.63M
$22K ﹤0.01%
197,831
– –
ZEOWW
895
Zeo Energy Corp Warrants
ZEOWW
$160K
$22K ﹤0.01%
271,664
– –
CYCUW
896
Cycurion Inc Warrant
CYCUW
$198K
$22K ﹤0.01%
430,000
– –
YOTAW
897
DELISTED
Yotta Acquisition Corporation Warrant
YOTAW
$22K ﹤0.01%
+550,000
New +$27.5K
IGTAR
898
DELISTED
Inception Growth Acquisition Limited Rights
IGTAR
$22K ﹤0.01%
299,994
– –
PEGRW
899
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$22K ﹤0.01%
222,320
– –
FLFVR
900
DELISTED
Feutune Light Acquisition Corporation Right
FLFVR
$22K ﹤0.01%
+370,000
New +$27.3K
34 35
36
37 38

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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.