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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
FTIIW
1101
DELISTED
FutureTech II Acquisition Corp. Warrant
FTIIW
$8K ﹤0.01%
120,000
– –
ALSAW
1102
DELISTED
Alpha Star Acquisition Corp Warrants
ALSAW
$8K ﹤0.01%
200,000
– –
IXAQW
1103
DELISTED
IX Acquisition Corp. Warrant
IXAQW
$8K ﹤0.01%
150,000
– –
ALTUW
1104
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$8K ﹤0.01%
135,000
– –
OPA.WS
1105
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
$8K ﹤0.01%
49,999
– –
PIAI.WS
1106
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$8K ﹤0.01%
133,333
– –
WAVC.WS
1107
DELISTED
Waverley Capital Acquisition Corp. 1 Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
WAVC.WS
$8K ﹤0.01%
173,864
– –
BWACW
1108
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
$8K ﹤0.01%
90,000
– –
FOXO.WS
1109
DELISTED
FOXO Technologies Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FOXO.WS
$8K ﹤0.01%
77,299
-6,701
-8% -$1.31K
GIA.WS
1110
DELISTED
GigCapital 5, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
GIA.WS
$8K ﹤0.01%
300,000
– –
TETCW
1111
DELISTED
Tech and Energy Transition Corporation Warrant
TETCW
$8K ﹤0.01%
166,666
– –
DRAYW
1112
DELISTED
Macondray Capital Acquisition Corp. I Warrant
DRAYW
$8K ﹤0.01%
128,192
– –
FPAC.WS
1113
DELISTED
Far Peak Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
FPAC.WS
$8K ﹤0.01%
35,000
– –
PSAGW
1114
DELISTED
Property Solutions Acquisition Corporation II Warrant
PSAGW
$8K ﹤0.01%
123,874
– –
HIIIW
1115
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
$8K ﹤0.01%
50,518
+20
+0% +$2
GLHAW
1116
DELISTED
Glass Houses Acquisition Corp. Warrant
GLHAW
$8K ﹤0.01%
99,999
– –
AFACW
1117
DELISTED
Arena Fortify Acquisition Corp. Warrant
AFACW
$8K ﹤0.01%
91,851
– –
FSSIW
1118
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
$8K ﹤0.01%
61,049
+50
+0.1% +$5
DSAQ.WS
1119
DELISTED
Direct Selling Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DSAQ.WS
$8K ﹤0.01%
124,999
– –
HWKZ.WS
1120
DELISTED
Hawks 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
HWKZ.WS
$8K ﹤0.01%
87,498
– –
SANBW
1121
DELISTED
Sanaby Health Acquisition Corp. I Warrant
SANBW
$8K ﹤0.01%
166,981
– –
ASZ.WS
1122
DELISTED
Austerlitz Acquisition Corporation II Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
ASZ.WS
$8K ﹤0.01%
77,500
– –
SCLXW icon
1123
Scilex Holding Co Warrant
SCLXW
$2.37M
$7K ﹤0.01%
39,615
– –
UHGWW
1124
DELISTED
United Homes Group Warrant
UHGWW
$7K ﹤0.01%
30,749
– –
ZCARW
1125
DELISTED
Zoomcar Holdings, Inc. Warrants
ZCARW
$7K ﹤0.01%
246,891
– –
43 44
45
46 47

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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.