We are live on ! Find out more
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
MSSA
226
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
$4.43M 0.1%
445,000
– –
FICV
227
DELISTED
Frontier Investment Corp Class A Ordinary Shares
FICV
$4.41M 0.1%
440,336
– –
MDAI icon
228
Spectral AI
MDAI
$52.2M
$4.4M 0.1%
446,865
+45,849
+11% +$451K
PEGR
229
DELISTED
Project Energy Reimagined Acquisition Corp. Class A Ordinary Share
PEGR
$4.38M 0.1%
444,640
– –
FRSG
230
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
$4.37M 0.1%
444,700
+239,254
+116% +$2.35M
ARCK
231
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Class A Common Stock
ARCK
$4.33M 0.1%
428,345
+80,800
+23% +$816K
HNGR
232
DELISTED
Hanger Inc.
HNGR
$4.31M 0.09%
+230,276
New +$4.08M
CYCU
233
Cycurion Inc
CYCU
$3.67M
$4.28M 0.09%
14,445
– –
CDT icon
234
CDT Equity Inc
CDT
$1.93M
– –
0
– –
BYNO
235
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$4.27M 0.09%
424,996
– –
PFTA
236
DELISTED
Perception Capital Corp. III Class A Ordinary Share
PFTA
$4.24M 0.09%
429,963
– –
ASCB
237
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$4.23M 0.09%
+424,997
New +$4.21M
MOBVU
238
DELISTED
Mobiv Acquisition Corp Unit
MOBVU
$4.2M 0.09%
+415,000
New +$4.17M
GSEV
239
DELISTED
Gores Holdings VII, Inc. Class A Common Stock
GSEV
$4.17M 0.09%
422,650
+45,219
+12% +$445K
PSPC
240
DELISTED
Post Holdings Partnering Corporation
PSPC
$4.16M 0.09%
429,210
+369,100
+614% +$3.59M
XFIN
241
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$4.16M 0.09%
414,634
– –
COCH icon
242
Envoy Medical
COCH
$51M
$4.14M 0.09%
421,376
+50,298
+14% +$494K
LFAC
243
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
$4.09M 0.09%
407,186
+65,300
+19% +$656K
GLHA
244
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
$4.06M 0.09%
414,284
+276,618
+201% +$2.71M
SHUA
245
DELISTED
SHUAA Partners Acquisition Corp I Class A Ordinary Share
SHUA
$4.05M 0.09%
399,994
– –
RMGC
246
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$4.05M 0.09%
406,777
+50,000
+14% +$494K
HHLA
247
DELISTED
HH&L Acquisition Co.
HHLA
$4.04M 0.09%
+406,882
New +$4.02M
APN
248
DELISTED
Apeiron Capital Investment Corp
APN
$4.03M 0.09%
400,521
+72,261
+22% +$726K
SHQA
249
DELISTED
Shelter Acquisition Corporation I Class A Common Stock
SHQA
$4.02M 0.09%
406,392
– –
LMACA
250
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
$4.01M 0.09%
403,443
+370,193
+1,113% +$3.65M
8 9
10
11 12

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.