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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
PDOT
526
DELISTED
Peridot Acquisition Corp. II
PDOT
$992K 0.02%
100,000
– –
AISP
527
Airship AI Holdings
AISP
$65.1M
$990K 0.02%
99,996
– –
GMAB icon
528
Genmab
GMAB
$17.8B
$984K 0.02%
+30,625
New +$1.08M
BRIV
529
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$984K 0.02%
100,512
– –
CPAR
530
DELISTED
Catalyst Partners Acquisition Corp. Class A Ordinary Share
CPAR
$979K 0.02%
98,980
– –
IRAA
531
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
$977K 0.02%
99,275
+400
+0.4% +$3.92K
HPLT
532
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
$977K 0.02%
99,280
– –
IQI icon
533
Invesco Quality Municipal Securities
IQI
$527M
$967K 0.02%
105,910
+19,666
+23% +$201K
CTAQ
534
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
$965K 0.02%
96,996
+75,000
+341% +$743K
FTF
535
Franklin Limited Duration Income Trust
FTF
$233M
$964K 0.02%
156,038
+23,999
+18% +$162K
VKQ icon
536
Invesco Municipal Trust
VKQ
$538M
$954K 0.02%
104,411
+14,269
+16% +$145K
EVM
537
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$947K 0.02%
111,296
+18,398
+20% +$171K
FOXW
538
DELISTED
FoxWayne Enterprises Acquisition Corp. Class A Common Stock
FOXW
$945K 0.02%
94,130
– –
GATE
539
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
$941K 0.02%
94,461
– –
BGR icon
540
BlackRock Energy and Resources Trust
BGR
$411M
$932K 0.02%
86,444
+19,610
+29% +$219K
TZPS
541
DELISTED
TZP Strategies Acquisition Corp. Class A Ordinary Share
TZPS
$914K 0.02%
91,842
– –
AXH
542
DELISTED
Industrial Human Capital, Inc.
AXH
$914K 0.02%
90,072
– –
PACX
543
DELISTED
Pioneer Merger Corp. Class A Ordinary Share
PACX
$896K 0.02%
+90,000
New +$891K
JPC icon
544
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$886K 0.02%
127,421
-30,788
-19% -$241K
EQHA
545
DELISTED
EQ Health Acquisition Corp.
EQHA
$880K 0.02%
89,156
+1,500
+2% +$14.8K
JCIC
546
DELISTED
Jack Creek Investment Corp. Class A Ordinary Shares
JCIC
$861K 0.02%
86,552
– –
BFK
547
DELISTED
BlackRock Municipal Income Trust
BFK
$851K 0.02%
89,320
+67,300
+306% +$726K
XBP icon
548
XBP Global Holdings
XBP
$41.4M
$845K 0.02%
8,282
– –
LEO
549
BNY Mellon Strategic Municipals
LEO
$386M
$837K 0.02%
137,735
+13,201
+11% +$88.3K
DMYS
550
DELISTED
dMY Technology Group, Inc. VI
DMYS
$821K 0.02%
82,416
– –
20 21
22
23 24

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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.