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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
MTAL.WS
801
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$40K ﹤0.01%
108,831
– –
NUBIW
802
DELISTED
Nubia Brand International Corp. Warrant
NUBIW
$40K ﹤0.01%
494,497
– –
ENERR
803
DELISTED
Accretion Acquisition Corp Right
ENERR
$40K ﹤0.01%
449,997
– –
KCGI.WS
804
DELISTED
Kensington Capital Acquisition Corp. V Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
KCGI.WS
$40K ﹤0.01%
263,625
– –
NNAVW
805
DELISTED
NextNav Inc Warrant
NNAVW
$39K ﹤0.01%
71,788
-14,305
-17% -$7.27K
AIMAW
806
DELISTED
Aimfinity Investment Corp I Warrant
AIMAW
$39K ﹤0.01%
+493,000
New +$40.6K
EVE.WS
807
DELISTED
EVe Mobility Acquisition Corp Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EVE.WS
$39K ﹤0.01%
389,271
– –
PNST.WS
808
DELISTED
Pinstripes Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
PNST.WS
$38K ﹤0.01%
537,496
+37,500
+8% +$3.19K
IGACW
809
DELISTED
IG Acquisition Corp. Warrant
IGACW
$38K ﹤0.01%
312,500
– –
VMCAW
810
DELISTED
Valuence Merger Corp. I Warrant
VMCAW
$37K ﹤0.01%
249,998
– –
FHLTW
811
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$37K ﹤0.01%
113,243
– –
ZINGW
812
DELISTED
FTAC Zeus Acquisition Corp. Warrant
ZINGW
$37K ﹤0.01%
367,166
– –
LUXAW
813
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
$37K ﹤0.01%
223,328
– –
HAIAW
814
DELISTED
Healthcare AI Acquisition Corp. Warrants
HAIAW
$36K ﹤0.01%
284,579
– –
PGSS.WS
815
DELISTED
Pegasus Digital Mobility Acquisition Corp. Redeemable Warrants
PGSS.WS
$36K ﹤0.01%
172,809
– –
TGVCW
816
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$36K ﹤0.01%
600,000
– –
JWACR
817
DELISTED
Jupiter Wellness Acquisition Corp. Right
JWACR
$36K ﹤0.01%
439,988
– –
HPX.WS
818
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$36K ﹤0.01%
150,000
– –
BLEUR
819
DELISTED
bleuacacia ltd Rights
BLEUR
$35K ﹤0.01%
346,610
– –
HCMAW
820
DELISTED
HCM Acquisition Corp Warrant
HCMAW
$35K ﹤0.01%
502,881
– –
ENTFW
821
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Warrant
ENTFW
$35K ﹤0.01%
246,969
– –
NVACR
822
DELISTED
NorthView Acquisition Corporation Rights
NVACR
$34K ﹤0.01%
450,000
– –
GLLIR
823
DELISTED
Globalink Investment Inc. Rights
GLLIR
$34K ﹤0.01%
200,000
– –
MCAFR
824
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$34K ﹤0.01%
200,290
– –
FGMCW
825
DELISTED
FG Merger Corp. Warrant
FGMCW
$34K ﹤0.01%
224,990
– –
31 32
33
34 35

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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.