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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
CPTK
626
DELISTED
Crown PropTech Acquisitions
CPTK
$433K 0.01%
43,698
– –
MTN icon
627
Vail Resorts
MTN
$5.44B
$430K 0.01%
1,994
-481
-19% -$109K
MAV
628
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$422K 0.01%
55,848
+27,149
+95% +$239K
OCEA
629
DELISTED
Ocean Biomedical, Inc. Common Stock
OCEA
$421K 0.01%
41,347
– –
GAPA
630
DELISTED
G&P Acquisition Corp.
GAPA
$421K 0.01%
42,166
– –
SWSS
631
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
$416K 0.01%
83,504
– –
MFM
632
Aberdeen Municipal Income Fund
MFM
$221M
$412K 0.01%
85,112
+9,653
+13% +$53.3K
BGX
633
Blackstone Long-Short Credit Income Fund
BGX
$136M
$409K 0.01%
37,568
+18,555
+98% +$219K
FTEV
634
DELISTED
FinTech Evolution Acquisition Group
FTEV
$407K 0.01%
41,020
-20,724
-34% -$204K
CLDI icon
635
Calidi Biotherapeutics
CLDI
$2.01M
$400K 0.01%
338
– –
NFJ
636
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$399K 0.01%
37,313
+11,650
+45% +$143K
WPCB
637
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$397K 0.01%
40,000
+25,000
+167% +$247K
ZLS
638
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$396K 0.01%
40,500
– –
VKI icon
639
Invesco Advantage Municipal Income Trust II
VKI
$394M
$394K 0.01%
48,528
+34,362
+243% +$315K
NAN icon
640
Nuveen New York Quality Municipal Income Fund
NAN
$368M
$393K 0.01%
37,566
+4,072
+12% +$46.9K
PSQH icon
641
PSQ Holdings
PSQH
$10.5M
$391K 0.01%
2,680
+6
+0.2% +$876
SCAQ
642
DELISTED
Stratim Cloud Acquisition Corp. Class A Common Stock
SCAQ
$369K 0.01%
+37,700
New +$370K
EHI
643
Western Asset Global High Income Fund
EHI
$175M
$368K 0.01%
56,056
+11,422
+26% +$83.4K
GRCY
644
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$364K 0.01%
34,387
– –
ARYD
645
DELISTED
ARYA Sciences Acquisition Corp IV Class A Odinary Shares
ARYD
$357K 0.01%
36,000
– –
SCLE
646
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
$357K 0.01%
36,292
+25,800
+246% +$254K
SDA icon
647
SunCar Technology Group
SDA
$76.5M
$350K 0.01%
34,000
– –
PKBO
648
DELISTED
Peak Bio, Inc. Common Stock
PKBO
$350K 0.01%
35,000
– –
NKGN
649
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$341K 0.01%
35,000
+22,000
+169% +$215K
FTAA
650
DELISTED
FTAC Athena Acquisition Corp. Class A Ordinary Share
FTAA
$341K 0.01%
34,387
– –
24 25
26
27 28

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CIS
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EMPI
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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.