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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
MHN
601
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$540K 0.01%
55,070
+40,825
+287% +$444K
GFX
602
DELISTED
Golden Falcon Acquisition Corp.
GFX
$538K 0.01%
54,100
– –
BETR icon
603
Better Home & Finance Holding
BETR
$409M
$537K 0.01%
1,086
– –
ASAQ
604
DELISTED
Atlantic Avenue Acquisition Corp
ASAQ
$520K 0.01%
51,882
– –
PHD
605
DELISTED
Pioneer Floating Rate Fund
PHD
$519K 0.01%
60,265
+24,691
+69% +$225K
AMOD
606
Alpha Modus Holdings
AMOD
$17.7M
$515K 0.01%
1,307
– –
AFB
607
AllianceBernstein National Municipal Income Fund
AFB
$313M
$510K 0.01%
49,274
+7,326
+17% +$84.7K
ECF
608
Ellsworth Growth & Income Fund
ECF
$169M
$507K 0.01%
63,278
+2,650
+4% +$24.2K
WRAC
609
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$504K 0.01%
50,000
– –
PAFO
610
DELISTED
Pacifico Acquisition Corp. Common Stock
PAFO
$504K 0.01%
50,000
– –
CAUD
611
DELISTED
Collective Audience, Inc.. Common Stock
CAUD
$501K 0.01%
+50,000
New +$500K
IGAC
612
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$501K 0.01%
50,003
– –
ENX
613
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$495K 0.01%
58,528
+9,625
+20% +$91.7K
NBH
614
Neuberger Municipal Fund Inc
NBH
$306M
$493K 0.01%
48,704
+23,762
+95% +$269K
MBTC
615
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$491K 0.01%
47,560
– –
ARYE
616
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$483K 0.01%
49,250
– –
BLTS
617
DELISTED
Bright Lights Acquisition Corp. Class A Common Stock
BLTS
$483K 0.01%
48,690
– –
LFTR
618
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
$482K 0.01%
48,167
– –
LDP icon
619
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$474K 0.01%
26,198
-1,451
-5% -$29.4K
NGC
620
DELISTED
Northern Genesis Acquisition Corp. III
NGC
$473K 0.01%
48,228
+220
+0.5% +$2.16K
FZT
621
DELISTED
FAST Acquisition Corp. II
FZT
$471K 0.01%
48,000
+100
+0.2% +$981
PHT
622
DELISTED
Pioneer High Income Fund
PHT
$470K 0.01%
72,832
+24,752
+51% +$175K
MHD icon
623
BlackRock MuniHoldings Fund
MHD
$600M
$444K 0.01%
39,463
-14,426
-27% -$185K
SCRMW
624
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$442K 0.01%
1,999,999
– –
INSI
625
DELISTED
Insight Select Income Fund
INSI
$435K 0.01%
28,296
+7,801
+38% +$126K
23 24
25
26 27

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CIS
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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.