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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
OPAD.WS
1201
DELISTED
Offerpad Solutions Inc. Warrants, Every 15 warrants will be exercisable for one share of Class A Common Stock at an exercise price of $172.50 per share of Class A Common Stock
OPAD.WS
$4K ﹤0.01%
24,394
-17,928
-42% -$3.74K
PNACW
1202
DELISTED
Prime Number Acquisition I Corp. Warrant
PNACW
$4K ﹤0.01%
+74,997
New +$4.62K
LOKM.WS
1203
DELISTED
Live Oak Mobility Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOKM.WS
$4K ﹤0.01%
25,680
– –
EPHYW
1204
DELISTED
Epiphany Technology Acquisition Corp. Warrant
EPHYW
$4K ﹤0.01%
83,332
– –
SPTKW
1205
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
$4K ﹤0.01%
112,500
– –
MONCW
1206
DELISTED
Monument Circle Acquisition Corp. Warrant
MONCW
$4K ﹤0.01%
64,500
– –
HCICW
1207
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
$4K ﹤0.01%
39,618
– –
FLYA.WS
1208
DELISTED
SOAR Technology Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FLYA.WS
$4K ﹤0.01%
99,999
– –
SIERW
1209
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
$4K ﹤0.01%
99,997
– –
HLAHW
1210
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Warrant
HLAHW
$4K ﹤0.01%
72,998
+29,999
+70% +$2.61K
DHBCW
1211
DELISTED
DHB Capital Corp. Warrant
DHBCW
$4K ﹤0.01%
66,666
– –
LAAAW
1212
DELISTED
Lakeshore Acquisition I Corp. Warrant
LAAAW
$4K ﹤0.01%
28,125
– –
NDACW
1213
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
$4K ﹤0.01%
36,137
– –
AXH.WS
1214
DELISTED
Industrial Human Capital, Inc. Warrants
AXH.WS
$4K ﹤0.01%
200,000
– –
FSNB.WS
1215
DELISTED
Fusion 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
FSNB.WS
$4K ﹤0.01%
73,997
– –
FATPW
1216
DELISTED
Fat Projects Acquisition Corp Warrant
FATPW
$4K ﹤0.01%
80,000
– –
EDTXW
1217
DELISTED
EdtechX Holdings Acquisition Corp. II Warrant
EDTXW
$4K ﹤0.01%
73,875
– –
COCHW icon
1218
Envoy Medical Warrant
COCHW
$538K
$3K ﹤0.01%
83,398
+66
+0.1% +$6
CXAIW icon
1219
CXApp Inc Warrant
CXAIW
$3K ﹤0.01%
99,999
– –
BNAIW
1220
Brand Engagement Network Warrant
BNAIW
$1.81M
$3K ﹤0.01%
33,865
– –
VEEAW
1221
Veea Inc Warrant
VEEAW
$756K
$3K ﹤0.01%
37,394
– –
BNIXW
1222
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$3K ﹤0.01%
65,000
– –
CLDI.WS
1223
DELISTED
Calidi Biotherapeutics, Inc. Redeemable Warrants, each whole warrant exercisable for 1/10th of a share of Common Stock at an exercise price of $115.00
CLDI.WS
$3K ﹤0.01%
49,998
– –
CVIIW
1224
DELISTED
Churchill Capital Corp VII Warrants
CVIIW
$3K ﹤0.01%
23,400
– –
FEXDR
1225
DELISTED
Fintech Ecosystem Development Corp. Right
FEXDR
$3K ﹤0.01%
24,996
– –
47 48
49
50 51

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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.