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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
THAC
476
DELISTED
Thrive Acquisition Corporation Class A ordinary shares
THAC
$1.45M 0.03%
142,630
– –
LGVC
477
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$1.44M 0.03%
142,844
– –
ALSA
478
DELISTED
Alpha Star Acquisition Corp
ALSA
$1.42M 0.03%
140,668
– –
UHG
479
DELISTED
United Homes Group
UHG
$1.41M 0.03%
+142,500
New +$1.4M
NZF icon
480
Nuveen Municipal Credit Income Fund
NZF
$2.42B
$1.39M 0.03%
121,768
-13,078
-10% -$169K
HTPA
481
DELISTED
Highland Transcend Partners I Corp.
HTPA
$1.37M 0.03%
137,575
– –
SCLX icon
482
Scilex Holding
SCLX
$48M
$1.35M 0.03%
3,742
– –
SHAC
483
DELISTED
SCP & CO Healthcare Acquisition Company Class A Common Stock
SHAC
$1.31M 0.03%
133,124
– –
MYD
484
DELISTED
BlackRock MuniYield Fund
MYD
$1.31M 0.03%
131,547
+28,212
+27% +$314K
GIW
485
DELISTED
GigInternational1, Inc. Common Stock
GIW
$1.29M 0.03%
127,100
– –
PRBM
486
DELISTED
Parabellum Acquisition Corp.
PRBM
$1.29M 0.03%
130,047
+96,453
+287% +$954K
GOGN
487
DELISTED
GoGreen Investments Corporation
GOGN
$1.28M 0.03%
126,782
– –
DNZ
488
DELISTED
D and Z Media Acquisition Corp.
DNZ
$1.27M 0.03%
129,039
+99
+0.1% +$976
GTI
489
DELISTED
Graphjet Technology
GTI
$1.27M 0.03%
2,083
– –
BLNG
490
DELISTED
Belong Acquisition Corp. Class A Common Stock
BLNG
$1.26M 0.03%
128,000
– –
BTZ icon
491
BlackRock Credit Allocation Income Trust
BTZ
$933M
$1.26M 0.03%
132,196
-6,004
-4% -$65.9K
CLIM
492
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
$1.26M 0.03%
127,548
+35,010
+38% +$345K
DILA
493
DELISTED
DILA Capital Acquisition Corp. Class A Common Stock
DILA
$1.24M 0.03%
125,000
– –
BLE
494
DELISTED
BlackRock Municipal Income Trust II
BLE
$1.24M 0.03%
123,943
+20,337
+20% +$227K
TMAC
495
DELISTED
The Music Acquisition Corporation
TMAC
$1.23M 0.03%
125,300
– –
EIM
496
Eaton Vance Municipal Bond Fund
EIM
$493M
$1.23M 0.03%
126,548
+22,251
+21% +$237K
SIER
497
DELISTED
Sierra Lake Acquisition Corp. Class A Common Stock
SIER
$1.2M 0.03%
120,079
– –
FHLT
498
DELISTED
Future Health ESG Corp. Common stock
FHLT
$1.2M 0.03%
119,486
– –
DSL
499
DoubleLine Income Solutions Fund
DSL
$1.23B
$1.17M 0.03%
108,687
-32,245
-23% -$396K
PSAG
500
DELISTED
Property Solutions Acquisition Corporation II Class A Common Stock
PSAG
$1.17M 0.03%
119,404
+75,300
+171% +$739K
18 19
20
21 22

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DTC
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AWA
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EAM
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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.