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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
OSTR
551
DELISTED
Oyster Enterprises Acquisition Corp. Class A Common Stock
OSTR
$818K 0.02%
83,000
– –
CSTA
552
DELISTED
Constellation Acquisition Corp I
CSTA
$812K 0.02%
81,764
+28,366
+53% +$280K
BLUA
553
DELISTED
BlueRiver Acquisition Corp.
BLUA
$807K 0.02%
+81,559
New +$805K
MACC
554
DELISTED
Mission Advancement Corp.
MACC
$806K 0.02%
+82,118
New +$806K
VGM icon
555
Invesco Trust Investment Grade Municipals
VGM
$549M
$801K 0.02%
85,557
+33,402
+64% +$349K
FATP
556
DELISTED
Fat Projects Acquisition Corp Class A Ordinary Share
FATP
$796K 0.02%
80,000
– –
MQY icon
557
BlackRock MuniYield Quality Fund
MQY
$810M
$775K 0.02%
70,113
+7,320
+12% +$91.9K
REVE
558
DELISTED
Alpine Acquisition Corp
REVE
$769K 0.02%
74,998
– –
KIO
559
KKR Income Opportunities Fund
KIO
$448M
$734K 0.02%
64,135
+21,262
+50% +$258K
MUI
560
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$732K 0.02%
67,411
+19,498
+41% +$234K
NEA icon
561
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$728K 0.02%
68,700
-36,425
-35% -$438K
LVRA
562
DELISTED
Levere Holdings Corp. Class A Ordinary Shares
LVRA
$724K 0.02%
73,299
– –
MTRY
563
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$722K 0.02%
71,076
+50,000
+237% +$503K
MMU
564
Western Asset Managed Municipals Fund
MMU
$549M
$717K 0.02%
73,888
+26,482
+56% +$282K
DNAD
565
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
$715K 0.02%
72,667
– –
EUDA icon
566
EUDA Health Holdings
EUDA
$56.9M
$713K 0.02%
3,563
– –
ADOC
567
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$691K 0.02%
67,210
– –
PIAI
568
DELISTED
Prime Impact Acquisition I
PIAI
$685K 0.02%
68,130
– –
PV
569
DELISTED
Primavera Capital Acquisition Corporation
PV
$682K 0.02%
68,570
– –
CRU
570
DELISTED
Crucible Acquisition Corporation
CRU
$682K 0.02%
68,468
– –
PHIC
571
DELISTED
Population Health Investment Co., Inc. Class A Ordinary Share
PHIC
$680K 0.02%
68,150
– –
VCV icon
572
Invesco California Value Municipal Income Trust
VCV
$516M
$678K 0.01%
75,390
+29,125
+63% +$299K
GSQB
573
DELISTED
G Squared Ascend II Inc.
GSQB
$678K 0.01%
68,346
– –
MSDA
574
DELISTED
MSD Acquisition Corp. Class A Ordinary Shares
MSDA
$678K 0.01%
68,492
– –
ADER
575
DELISTED
26 Capital Acquisition Corp
ADER
$673K 0.01%
68,200
– –
21 22
23
24 25

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HCM
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HPG
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DTC
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AWA
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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.