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
HMCOW
1001
DELISTED
HumanCo Acquisition Corp. Warrant
HMCOW
$14K ﹤0.01%
128,496
+53,500
+71% +$5.18K
AAQC.WS
1002
DELISTED
Accelerate Acquisition Corp Warrants
AAQC.WS
$14K ﹤0.01%
199,999
– –
BENEW
1003
DELISTED
Benessere Capital Acquisition Corp. Warrant
BENEW
$14K ﹤0.01%
75,000
– –
BENER
1004
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
$14K ﹤0.01%
100,000
– –
KACLR
1005
DELISTED
Kairous Acquisition Corp. Limited Rights
KACLR
$13K ﹤0.01%
187,496
– –
ZLSWW
1006
DELISTED
Zalatoris II Acquisition Corp Warrant
ZLSWW
$13K ﹤0.01%
100,498
– –
ENCPW
1007
DELISTED
Energem Corp Warrant
ENCPW
$13K ﹤0.01%
125,000
– –
ACAXW
1008
DELISTED
Alset Capital Acquisition Corp Warrant
ACAXW
$13K ﹤0.01%
184,996
– –
ALORW
1009
DELISTED
ALSP Orchid Acquisition Corp I Warrant
ALORW
$13K ﹤0.01%
148,542
– –
PNACR
1010
DELISTED
Prime Number Acquisition I Corp. Right
PNACR
$13K ﹤0.01%
+149,995
New +$13.9K
GLTA.WS
1011
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
$13K ﹤0.01%
86,939
– –
NHICW
1012
DELISTED
NewHold Investment Corp. II Warrant
NHICW
$13K ﹤0.01%
148,965
– –
PAFOR
1013
DELISTED
Pacifico Acquisition Corp. Rights
PAFOR
$13K ﹤0.01%
50,000
– –
SHFSW icon
1014
SHF Holdings Warrants
SHFSW
$12K ﹤0.01%
93,258
-6,740
-7% -$1.35K
BSLKW
1015
DELISTED
Bolt Projects Holdings Warrant
BSLKW
$12K ﹤0.01%
211,702
– –
DECAW
1016
DELISTED
Denali Capital Acquisition Corp. Warrant
DECAW
$12K ﹤0.01%
+168,412
New +$13.8K
NVACW
1017
DELISTED
NorthView Acquisition Corporation Warrant
NVACW
$12K ﹤0.01%
224,997
– –
GLLIW
1018
DELISTED
Globalink Investment Inc. Warrants
GLLIW
$12K ﹤0.01%
200,000
– –
TGAAW
1019
DELISTED
Target Global Acquisition I Corp. Warrant
TGAAW
$12K ﹤0.01%
175,429
– –
FNVTW
1020
DELISTED
Finnovate Acquisition Corp. Warrants
FNVTW
$12K ﹤0.01%
243,741
– –
ZURAW
1021
DELISTED
Zura Bio Limited Warrants
ZURAW
$12K ﹤0.01%
75,000
– –
CNGLW
1022
DELISTED
Canna-Global Acquisition Corp Warrant
CNGLW
$12K ﹤0.01%
496,844
– –
BWAQW
1023
DELISTED
Blue World Acquisition Corporation Warrant
BWAQW
$12K ﹤0.01%
162,499
– –
APCA.WS
1024
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$12K ﹤0.01%
131,419
– –
PMGMW
1025
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$12K ﹤0.01%
120,504
– –
39 40
41
42 43

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.