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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
RMCOW icon
976
Royalty Management Holding Warrant
RMCOW
$1.49M
$15K ﹤0.01%
100,000
– –
RFACW
977
DELISTED
RF Acquisition Corp. Warrants
RFACW
$15K ﹤0.01%
385,000
– –
BHACW
978
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$15K ﹤0.01%
99,999
– –
IRRX.WS
979
DELISTED
Integrated Rail and Resources Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
IRRX.WS
$15K ﹤0.01%
171,082
– –
BWCAW
980
DELISTED
Blue Whale Acquisition Corp I Warrant
BWCAW
$15K ﹤0.01%
74,351
– –
LITTW
981
DELISTED
Logistics Innovation Technologies Corp. Warrant
LITTW
$15K ﹤0.01%
169,078
– –
WRAC.WS
982
DELISTED
Williams Rowland Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
WRAC.WS
$15K ﹤0.01%
249,999
– –
SMIHW
983
DELISTED
Summit Healthcare Acquisition Corp. Warrant
SMIHW
$15K ﹤0.01%
100,000
– –
PLMJW
984
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$14K ﹤0.01%
124,999
– –
CFFSW
985
DELISTED
CF Acquisition Corp. VII Warrant
CFFSW
$14K ﹤0.01%
144,644
+33
+0% +$4
PFTAW
986
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$14K ﹤0.01%
79,330
– –
BLEUW
987
DELISTED
bleuacacia ltd Warrants
BLEUW
$14K ﹤0.01%
173,305
– –
BCSAW
988
DELISTED
Blockchain Coinvestors Acquisition Corp. I Warrant
BCSAW
$14K ﹤0.01%
198,552
– –
SOC.WS
989
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$14K ﹤0.01%
99,999
– –
CLOER
990
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$14K ﹤0.01%
300,000
– –
LIBYW
991
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
$14K ﹤0.01%
150,000
– –
DMAQR
992
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
$14K ﹤0.01%
375,000
– –
SFRWW
993
DELISTED
Appreciate Holdings, Inc. Warrant
SFRWW
$14K ﹤0.01%
85,596
– –
BSAQ.WS
994
DELISTED
Black Spade Acquisition Co Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BSAQ.WS
$14K ﹤0.01%
125,000
– –
GENQW
995
DELISTED
Genesis Unicorn Capital Corp. Warrants
GENQW
$14K ﹤0.01%
207,500
– –
TRAQ.WS
996
DELISTED
Trine II Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRAQ.WS
$14K ﹤0.01%
123,806
– –
SKYAW
997
DELISTED
Skydeck Acquisition Corp. Warrants
SKYAW
$14K ﹤0.01%
124,999
– –
ALTIW
998
DELISTED
AlTi Global Inc Warrant
ALTIW
$14K ﹤0.01%
50,713
– –
GIIXW
999
DELISTED
Gores Holdings VIII, Inc. Warrant
GIIXW
$14K ﹤0.01%
14,874
– –
BGSX.WS
1000
DELISTED
Build Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
BGSX.WS
$14K ﹤0.01%
200,000
– –
38 39
40
41 42

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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.