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
FLFVW
901
DELISTED
Feutune Light Acquisition Corporation Warrant
FLFVW
$22K ﹤0.01%
+370,000
New +$18.5K
SUAC.WS
902
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
$22K ﹤0.01%
318,181
– –
GIWWW
903
DELISTED
GigInternational1, Inc. Warrant
GIWWW
$22K ﹤0.01%
277,250
– –
ESSCW
904
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$22K ﹤0.01%
275,000
– –
BRD.WS
905
DELISTED
Beard Energy Transition Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
BRD.WS
$22K ﹤0.01%
219,912
– –
LNZAW icon
906
LanzaTech Global Warrant
LNZAW
$3.9M
$21K ﹤0.01%
150,750
– –
GDSTR
907
DELISTED
Goldenstone Acquisition Limited Rights
GDSTR
$21K ﹤0.01%
110,000
– –
EVGRW
908
DELISTED
Evergreen Corporation Warrant
EVGRW
$21K ﹤0.01%
350,000
– –
AACIW
909
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$21K ﹤0.01%
138,250
– –
TYGOW
910
DELISTED
Tigo Energy, Inc. Warrant
TYGOW
$21K ﹤0.01%
105,748
– –
CCAIW
911
DELISTED
Cascadia Acquisition Corp. Warrant
CCAIW
$21K ﹤0.01%
150,000
– –
CBRGW
912
DELISTED
Chain Bridge I Warrants
CBRGW
$21K ﹤0.01%
148,563
– –
VMGAW
913
DELISTED
VMG Consumer Acquisition Corp. Warrant
VMGAW
$21K ﹤0.01%
302,716
– –
NPABW
914
DELISTED
New Providence Acquisition Corp. II Warrant
NPABW
$21K ﹤0.01%
147,060
– –
HOFVW
915
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$20K ﹤0.01%
301,657
-11,562
-4% -$1.84K
DHAIW
916
DELISTED
DIH Holding US Inc Warrants
DHAIW
$20K ﹤0.01%
977,600
– –
CEROW
917
DELISTED
CERo Therapeutics Warrants
CEROW
$20K ﹤0.01%
249,998
– –
NKGNW
918
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$20K ﹤0.01%
130,528
– –
SGIIW
919
DELISTED
Seaport Global Acquisition II Corp. Warrants
SGIIW
$20K ﹤0.01%
134,985
– –
MBSC.WS
920
DELISTED
M3-Brigade Acquisition III Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
MBSC.WS
$20K ﹤0.01%
331,036
– –
AFTR.WS
921
DELISTED
AfterNext HealthTech Acquisition Corp Warrants
AFTR.WS
$20K ﹤0.01%
125,497
– –
GXIIW
922
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
$20K ﹤0.01%
199,998
– –
POND.WS
923
DELISTED
Angel Pond Holdings Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
POND.WS
$20K ﹤0.01%
86,952
– –
JUN.WS
924
DELISTED
Juniper II Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
JUN.WS
$20K ﹤0.01%
149,083
– –
RCFA.WS
925
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$20K ﹤0.01%
123,802
– –
35 36
37
38 39

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.