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
BRLSW icon
1126
Borealis Foods Inc Warrant
BRLSW
$7K ﹤0.01%
75,000
– –
CCTSW
1127
DELISTED
Cactus Acquisition Corp. 1 Limited Warrant
CCTSW
$7K ﹤0.01%
98,809
– –
ZFOXW
1128
DELISTED
ZeroFox Holdings, Inc. Warrants
ZFOXW
$7K ﹤0.01%
37,244
-27,756
-43% -$9.3K
ADOCR
1129
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$7K ﹤0.01%
100,000
– –
SLACW
1130
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$7K ﹤0.01%
30,024
+25
+0.1% +$8
VBOCW
1131
DELISTED
Viscogliosi Brothers Acquisition Corp Warrant
VBOCW
$7K ﹤0.01%
74,998
– –
HZON.WS
1132
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$7K ﹤0.01%
49,999
– –
REVEW
1133
DELISTED
Alpine Acquisition Corp Warrant
REVEW
$7K ﹤0.01%
37,499
– –
CTAQW
1134
DELISTED
Carney Technology Acquisition Corp. II Warrant
CTAQW
$7K ﹤0.01%
203,046
– –
WQGA.WS
1135
DELISTED
World Quantum Growth Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WQGA.WS
$7K ﹤0.01%
150,750
– –
MPACR
1136
DELISTED
Model Performance Acquisition Corp. Right
MPACR
$7K ﹤0.01%
60,000
– –
ACDI.WS
1137
DELISTED
Ascendant Digital Acquisition Corp. III Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11. 50 per share
ACDI.WS
$7K ﹤0.01%
148,563
– –
TSIBW
1138
DELISTED
Tishman Speyer Innovation Corp. II Warrant
TSIBW
$7K ﹤0.01%
66,985
– –
EPWR.WS
1139
DELISTED
Empowerment & Inclusion Capital I Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
EPWR.WS
$7K ﹤0.01%
113,496
– –
GAPA.WS
1140
DELISTED
G&P Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
GAPA.WS
$7K ﹤0.01%
249,999
– –
LFTRW
1141
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
$7K ﹤0.01%
226,666
– –
ADRT.WS
1142
DELISTED
Ault Disruptive Technologies Corporation Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
ADRT.WS
$7K ﹤0.01%
176,031
– –
CDIOW icon
1143
Cardio Diagnostics Holdings Inc Warrant
CDIOW
$887K
$6K ﹤0.01%
49,996
– –
MOBXW icon
1144
Mobix Labs Warrants
MOBXW
$705K
$6K ﹤0.01%
147,846
– –
RVPHW
1145
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$6K ﹤0.01%
32,704
-23,135
-41% -$5.05K
AMODW
1146
Alpha Modus Holdings Warrant
AMODW
$256K
$6K ﹤0.01%
62,498
– –
ACACW
1147
DELISTED
Acri Capital Acquisition Corp Warrant
ACACW
$6K ﹤0.01%
+119,998
New +$8.52K
TRONW
1148
DELISTED
Corner Growth Acquisition Corp. 2 Warrants
TRONW
$6K ﹤0.01%
116,665
– –
MAQCW
1149
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$6K ﹤0.01%
200,155
– –
EACPW
1150
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$6K ﹤0.01%
61,000
– –
44 45
46
47 48

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.