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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
LHC
576
DELISTED
Leo Holdings Corp. II
LHC
$666K 0.01%
66,870
– –
PGSS
577
DELISTED
Pegasus Digital Mobility Acquisition Corp.
PGSS
$654K 0.01%
65,146
– –
IGICW
578
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$645K 0.01%
1,112,003
-5,800
-0.5% -$3K
NUO
579
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$626K 0.01%
53,249
+13,494
+34% +$172K
VHAQ
580
DELISTED
Viveon Health Acquisition Corp.
VHAQ
$622K 0.01%
60,000
– –
FRON
581
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$612K 0.01%
61,752
– –
DSU icon
582
BlackRock Debt Strategies Fund
DSU
$590M
$611K 0.01%
68,476
+9,427
+16% +$89.6K
MEOA
583
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
$609K 0.01%
59,876
– –
MLAC
584
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$594K 0.01%
57,927
– –
MYN icon
585
BlackRock MuniYield New York Quality Fund
MYN
$373M
$586K 0.01%
62,178
+46,236
+290% +$484K
VTIQ
586
DELISTED
VectoIQ Acquisition Corp. II Class A Common Stock
VTIQ
$584K 0.01%
59,148
+40
+0.1% +$394
FMN
587
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$582K 0.01%
56,288
+21,039
+60% +$236K
ATAQ
588
DELISTED
Altimar Acquisition Corp III
ATAQ
$579K 0.01%
58,320
– –
BNY
589
DELISTED
BlackRock New York Municipal Income Trust
BNY
$578K 0.01%
59,141
+15,458
+35% +$170K
NCAC
590
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$574K 0.01%
56,574
– –
TMPO
591
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
$574K 0.01%
56,010
– –
FVT
592
DELISTED
Fortress Value Acquisition Corp. III
FVT
$569K 0.01%
57,430
– –
MHI
593
DELISTED
Pioneer Municipal High Income Fund
MHI
$563K 0.01%
68,588
+11,376
+20% +$108K
TMPM
594
DELISTED
Turmeric Acquisition Corp. Class A Ordinary Shares
TMPM
$563K 0.01%
56,290
– –
DMF
595
DELISTED
BNY Mellon Municipal Income
DMF
$560K 0.01%
93,222
+22,722
+32% +$154K
NAD icon
596
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$554K 0.01%
+50,403
New +$629K
CLAA
597
DELISTED
Colonnade Acquisition Corp. II
CLAA
$552K 0.01%
55,634
– –
GHIXW
598
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$548K 0.01%
1,583,329
– –
QFTA
599
DELISTED
Quantum FinTech Acquisition Corporation
QFTA
$548K 0.01%
55,570
– –
ONMD icon
600
OneMedNet
ONMD
$35.9M
$546K 0.01%
52,667
– –
22 23
24
25 26

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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.