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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
CSLMW
926
DELISTED
CSLM Acquisition Corp. Warrant
CSLMW
$19K ﹤0.01%
377,418
– –
AWINW
927
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$19K ﹤0.01%
214,872
– –
LCAHW
928
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$19K ﹤0.01%
125,000
– –
FZT.WS
929
DELISTED
FAST Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FZT.WS
$19K ﹤0.01%
37,525
+25
+0.1% +$10
OTMOW
930
DELISTED
Otonomo Technologies Ltd. Warrant
OTMOW
$19K ﹤0.01%
471,069
-5,001
-1% -$327
CIIGW
931
DELISTED
CIIG Capital Partners II, Inc. Warrant
CIIGW
$19K ﹤0.01%
174,998
– –
SHQAW
932
DELISTED
Shelter Acquisition Corporation I Warrants
SHQAW
$19K ﹤0.01%
226,993
– –
PSQH.WS icon
933
PSQ Holdings, Inc. Warrants, Each whole warrant exercisable for 1/15th of a share of Class A common stock at an exercise price of $172.50 per share
PSQH.WS
$1.08M
$18K ﹤0.01%
164,603
– –
WALDW icon
934
Waldencast PLC Warrant
WALDW
$4.53M
$18K ﹤0.01%
24,111
-889
-4% -$718
ML.WS
935
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
$18K ﹤0.01%
148,655
-12,780
-8% -$2.65K
MSSAW
936
DELISTED
Metal Sky Star Acquisition Corporation Warrant
MSSAW
$18K ﹤0.01%
445,000
– –
TCOA.WS
937
DELISTED
Zalatoris Acquisition Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
TCOA.WS
$18K ﹤0.01%
177,248
– –
ASCAR
938
DELISTED
A SPAC I Acquisition Corp. Right
ASCAR
$18K ﹤0.01%
149,994
– –
NOGNW
939
DELISTED
Nogin, Inc. Warrant
NOGNW
$18K ﹤0.01%
198,120
-1,880
-0.9% -$393
ITAQW
940
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
$18K ﹤0.01%
182,498
– –
SLVRW
941
DELISTED
SilverSPAC Inc. Warrant
SLVRW
$18K ﹤0.01%
98,777
– –
CHEAW
942
DELISTED
Chenghe Acquisition Co. Warrant
CHEAW
$18K ﹤0.01%
+225,199
New +$28K
FXCOR
943
DELISTED
Financial Strategies Acquisition Corp. Rights
FXCOR
$18K ﹤0.01%
352,400
– –
FXCOW
944
DELISTED
Financial Strategies Acquisition Corp. Warrants
FXCOW
$18K ﹤0.01%
352,400
– –
AVACW
945
DELISTED
Avalon Acquisition Inc. Warrant
AVACW
$18K ﹤0.01%
187,493
– –
BYNOW
946
DELISTED
byNordic Acquisition Corporation Warrant
BYNOW
$17K ﹤0.01%
212,497
– –
CDAQW
947
DELISTED
Compass Digital Acquisition Corp. Warrant
CDAQW
$17K ﹤0.01%
186,678
– –
TRTL.WS
948
DELISTED
TortoiseEcofin Acquisition Corp. III Warrant, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TRTL.WS
$17K ﹤0.01%
86,819
– –
MCACW
949
DELISTED
Monterey Capital Acquisition Corporation Warrants
MCACW
$17K ﹤0.01%
+300,000
New +$21.1K
CMCAW
950
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$17K ﹤0.01%
185,574
– –
36 37
38
39 40

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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.