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
PANW icon
651
Palo Alto Networks
PANW
$261B
$338K 0.01%
4,122
+654
+19% +$56.6K
MVF
652
DELISTED
BlackRock MuniVest Fund
MVF
$334K 0.01%
50,245
+6,107
+14% +$45.1K
PPHP
653
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$333K 0.01%
33,000
– –
KRNL
654
DELISTED
Kernel Group Holdings, Inc. Class A Ordinary Shares
KRNL
$325K 0.01%
32,712
– –
THQ
655
abrdn Healthcare Opportunities Fund
THQ
$785M
$319K 0.01%
+17,604
New +$353K
BHK icon
656
BlackRock Core Bond Trust
BHK
$644M
$314K 0.01%
31,412
-30,707
-49% -$353K
BOE icon
657
BlackRock Enhanced Global Dividend Trust
BOE
$661M
$313K 0.01%
35,559
+12,281
+53% +$121K
ICU icon
658
SeaStar Medical
ICU
$13.9M
$313K 0.01%
122
– –
WESTW
659
DELISTED
Westrock Coffee Company Warrants
WESTW
$295K 0.01%
+209,253
New +$312K
MVT
660
DELISTED
BlackRock MuniVest Fund II
MVT
$294K 0.01%
+29,124
New +$332K
WEA
661
Western Asset Premier Bond Fund
WEA
$123M
$283K 0.01%
28,925
+5,960
+26% +$64.6K
AMPX.WS icon
662
Amprius Technologies Warrants
AMPX.WS
$344M
$280K 0.01%
+876,194
New +$331K
NCA icon
663
Nuveen California Municipal Value Fund
NCA
$297M
$278K 0.01%
33,626
-4,348
-11% -$38.6K
NQP
664
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$276K 0.01%
25,173
-2,250
-8% -$27.2K
BCV
665
Bancroft Fund
BCV
$135M
$272K 0.01%
16,280
+1,500
+10% +$28.4K
NUW icon
666
Nuveen AMT-Free Municipal Value Fund
NUW
$251M
$272K 0.01%
20,697
+5,141
+33% +$72.4K
FNVT
667
DELISTED
Finnovate Acquisition Corp. Class A Ordinary Shares
FNVT
$270K 0.01%
26,804
– –
FSRX
668
DELISTED
FinServ Acquisition Corp. II Class A Common Stock
FSRX
$267K 0.01%
+27,175
New +$267K
BNIX
669
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$264K 0.01%
26,355
– –
MUC icon
670
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$263K 0.01%
24,519
-52,488
-68% -$633K
WTMA
671
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$263K 0.01%
26,320
– –
CLAS
672
DELISTED
Class Acceleration Corp.
CLAS
$247K 0.01%
+25,000
New +$247K
SMIH
673
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
$246K 0.01%
25,000
– –
BGH
674
Barings Global Short Duration High Yield Fund
BGH
$281M
$245K 0.01%
20,011
+1,421
+8% +$19.1K
MSPR
675
DELISTED
MSP Recovery Inc
MSPR
$239K 0.01%
+46
New +$328K
25 26
27
28 29

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.