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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
PGEN icon
776
Precigen
PGEN
$1.93B
$51K ﹤0.01%
23,855
– –
PORT.WS
777
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$49K ﹤0.01%
486,950
– –
NETC.WS
778
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$49K ﹤0.01%
347,945
– –
GIACW
779
DELISTED
Gesher I Acquisition Corp. Warrants
GIACW
$49K ﹤0.01%
89,999
– –
BARK.WS
780
DELISTED
BARK Inc Warrants
BARK.WS
$48K ﹤0.01%
178,526
-30,812
-15% -$6.35K
JGGCW
781
DELISTED
Jaguar Global Growth Corporation I Warrant
JGGCW
$48K ﹤0.01%
749,998
– –
GBBKR
782
DELISTED
Global Blockchain Acquisition Corp. Right
GBBKR
$47K ﹤0.01%
675,000
– –
CITEW
783
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$47K ﹤0.01%
315,175
– –
RBT.WS
784
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
$47K ﹤0.01%
+362,599
New +$70.9K
DMYS.WS
785
DELISTED
dMY Technology Group, Inc. VI Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DMYS.WS
$47K ﹤0.01%
99,298
– –
IVCBW
786
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$46K ﹤0.01%
654,798
– –
ADALW
787
DELISTED
Anthemis Digital Acquisitions I Corp Warrant
ADALW
$46K ﹤0.01%
359,631
– –
ABLLW
788
DELISTED
Abacus Life Warrant
ABLLW
$45K ﹤0.01%
300,000
– –
HWELW
789
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
$45K ﹤0.01%
300,750
– –
LOCC.WS
790
DELISTED
Live Oak Crestview Climate Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOCC.WS
$45K ﹤0.01%
133,363
+33
+0% +$9
HTOOW
791
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$44K ﹤0.01%
41,414
-16,001
-28% -$25.5K
NESRW
792
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$44K ﹤0.01%
307,319
-2,642
-0.9% -$698
BURU.WS
793
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$44K ﹤0.01%
550,000
– –
FLYX.WS icon
794
flyExclusive Inc Warrants
FLYX.WS
$43K ﹤0.01%
344,940
– –
OABIW icon
795
OmniAb Inc Warrant
OABIW
$42K ﹤0.01%
83,832
– –
MCACR
796
DELISTED
Monterey Capital Acquisition Corporation Rights
MCACR
$42K ﹤0.01%
+300,000
New +$33.9K
BMAC.WS
797
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
$42K ﹤0.01%
431,244
– –
VGASW icon
798
Verde Clean Fuels Warrant
VGASW
$518K
$41K ﹤0.01%
226,125
– –
VLDRW
799
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$41K ﹤0.01%
99,736
-7,505
-7% -$3.51K
TETEW
800
DELISTED
Technology & Telecommunication Acquisition Corporation Warrant
TETEW
$40K ﹤0.01%
571,426
– –
30 31
32
33 34

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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.