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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
VPV icon
676
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
$230K 0.01%
23,814
-2,443
-9% -$26K
MYI icon
677
BlackRock MuniYield Quality Fund III
MYI
$715M
$228K 0.01%
21,891
+9,705
+80% +$113K
JMAC
678
DELISTED
Maxpro Capital Acquisition Corp. Class A Common Stock
JMAC
$223K ﹤0.01%
22,000
– –
BCX icon
679
BlackRock Resources & Commodities Strategy Trust
BCX
$882M
$222K ﹤0.01%
+25,536
New +$230K
JGGCR
680
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
$216K ﹤0.01%
1,499,996
– –
BGB
681
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$211K ﹤0.01%
19,860
+4,984
+34% +$57.2K
MHF
682
Western Asset Municipal High Income Fund
MHF
$152M
$205K ﹤0.01%
33,067
+10,397
+46% +$69.3K
DSM
683
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$202K ﹤0.01%
35,633
+5,041
+16% +$32K
FEXD
684
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$201K ﹤0.01%
19,976
– –
BGY icon
685
BlackRock Enhanced International Dividend Trust
BGY
$517M
$197K ﹤0.01%
44,088
+5,972
+16% +$29.8K
EFR
686
Eaton Vance Senior Floating-Rate Fund
EFR
$313M
$194K ﹤0.01%
+17,483
New +$212K
IVH
687
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$193K ﹤0.01%
19,122
-6,275
-25% -$69.7K
INVZW
688
DELISTED
Innoviz Technologies Warrant
INVZW
$191K ﹤0.01%
86,663
-35,036
-29% -$67.3K
EVOJ
689
DELISTED
Evo Acquisition Corp. Class A Common Stock
EVOJ
$190K ﹤0.01%
19,320
– –
GOL
690
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$184K ﹤0.01%
55,929
– –
TIOA
691
DELISTED
Tio Tech A Class A Ordinary Share
TIOA
$180K ﹤0.01%
18,180
– –
NHS
692
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$176K ﹤0.01%
22,267
-20,986
-49% -$185K
YTPG
693
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$175K ﹤0.01%
17,909
– –
AOD
694
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$170K ﹤0.01%
+23,788
New +$192K
VWEWW
695
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$162K ﹤0.01%
359,664
-47,132
-12% -$48.6K
AENT icon
696
Alliance Entertainment
AENT
$306M
$160K ﹤0.01%
16,038
– –
ZTR
697
Virtus Total Return Fund
ZTR
$341M
$160K ﹤0.01%
+25,733
New +$202K
ATA
698
DELISTED
Americas Technology Acquisition Corp.
ATA
$159K ﹤0.01%
15,288
– –
OMEG
699
DELISTED
Omega Alpha SPAC Class A Ordinary Shares
OMEG
$157K ﹤0.01%
15,793
– –
EMF
700
Templeton Emerging Markets Fund
EMF
$306M
$156K ﹤0.01%
+15,040
New +$178K
26 27
28
29 30

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GA
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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.