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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
NIRWW
1151
DELISTED
Near Intelligence, Inc. Warrant
NIRWW
$6K ﹤0.01%
49,999
– –
ROSEW
1152
DELISTED
Rose Hill Acquisition Corporation Warrant
ROSEW
$6K ﹤0.01%
99,999
– –
ARBGW
1153
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$6K ﹤0.01%
143,333
– –
LVACW
1154
DELISTED
LAVA Medtech Acquisition Corp. Warrants
LVACW
$6K ﹤0.01%
75,948
– –
PGRWW
1155
DELISTED
Progress Acquisition Corp. Warrant
PGRWW
$6K ﹤0.01%
66,500
– –
BMAQR
1156
DELISTED
Blockchain Moon Acquisition Corp. Rights
BMAQR
$6K ﹤0.01%
100,000
– –
JCICW
1157
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$6K ﹤0.01%
23,190
– –
DILAW
1158
DELISTED
DILA Capital Acquisition Corp. Warrant
DILAW
$6K ﹤0.01%
125,000
– –
GGMCW
1159
DELISTED
Glenfarne Merger Corp. Warrant
GGMCW
$6K ﹤0.01%
83,332
– –
GSEVW
1160
DELISTED
Gores Holdings VII, Inc. Warrant
GSEVW
$6K ﹤0.01%
46,123
– –
PCPC.WS
1161
DELISTED
Periphas Capital Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $28.75
PCPC.WS
$6K ﹤0.01%
24,999
– –
FRWAW
1162
DELISTED
PWP Forward Acquisition Corp. I Warrant
FRWAW
$6K ﹤0.01%
49,999
– –
EQHA.WS
1163
DELISTED
EQ Health Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
EQHA.WS
$6K ﹤0.01%
75,000
– –
PAQCW
1164
DELISTED
Provident Acquisition Corp. Warrant
PAQCW
$6K ﹤0.01%
20,499
– –
HTAQ.WS
1165
DELISTED
Hunt Companies Acquisition Corp. I Warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50 per share
HTAQ.WS
$6K ﹤0.01%
148,563
– –
AISPW
1166
Airship AI Holdings Warrants
AISPW
$15.6M
$5K ﹤0.01%
75,000
– –
ONMDW icon
1167
OneMedNet Corp Warrant
ONMDW
$787K
$5K ﹤0.01%
100,000
– –
SKYH.WS icon
1168
Sky Harbour Group Warrants
SKYH.WS
$17.4M
$5K ﹤0.01%
13,108
-5,576
-30% -$1.94K
FAASW
1169
DELISTED
DigiAsia Corp Warrant
FAASW
$5K ﹤0.01%
125,000
– –
ABVEW
1170
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$5K ﹤0.01%
81,833
– –
BNIXR
1171
DELISTED
Bannix Acquisition Corp. Right
BNIXR
$5K ﹤0.01%
65,000
– –
KACLW
1172
DELISTED
Kairous Acquisition Corp. Limited Warrants
KACLW
$5K ﹤0.01%
93,748
– –
VSACW
1173
DELISTED
Vision Sensing Acquisition Corp. Warrants
VSACW
$5K ﹤0.01%
93,742
– –
JTAIW
1174
DELISTED
Jet.AI Inc. Warrant
JTAIW
$5K ﹤0.01%
126,500
– –
OCAXW
1175
DELISTED
OCA Acquisition Corp. Warrant
OCAXW
$5K ﹤0.01%
95,769
– –
45 46
47
48 49

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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.