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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
VTN icon
701
Invesco Trust for Investment Grade New York Municipals
VTN
$160M
$156K ﹤0.01%
16,274
+5,277
+48% +$56.2K
ISD
702
PGIM High Yield Bond Fund
ISD
$416M
$155K ﹤0.01%
+13,393
New +$169K
IHD
703
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$126M
$149K ﹤0.01%
30,381
+983
+3% +$5.45K
BRW
704
Saba Capital Income & Opportunities Fund
BRW
$339M
$146K ﹤0.01%
18,489
-3,776
-17% -$30.9K
NRK icon
705
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$898M
$146K ﹤0.01%
+14,856
New +$163K
FTPA
706
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$141K ﹤0.01%
14,304
-36,860
-72% -$362K
CND.WS
707
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
$139K ﹤0.01%
231,666
– –
HQL
708
abrdn Life Sciences Investors
HQL
$583M
$137K ﹤0.01%
+10,030
New +$150K
CLINR
709
DELISTED
Clean Earth Acquisitions Corp. Right
CLINR
$134K ﹤0.01%
641,192
+41,200
+7% +$5.92K
EFT
710
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$128K ﹤0.01%
+11,238
New +$136K
CMPOW
711
DELISTED
CompoSecure Inc Warrant
CMPOW
$123K ﹤0.01%
153,245
-30,397
-17% -$22.4K
LSEAW
712
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$123K ﹤0.01%
784,197
-10,496
-1% -$2.05K
HWEL
713
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
$123K ﹤0.01%
12,700
– –
BTMWW
714
DELISTED
Bitcoin Depot Inc Warrant
BTMWW
$120K ﹤0.01%
750,000
– –
SBI
715
Western Asset Intermediate Muni Fund
SBI
$108M
$120K ﹤0.01%
+16,280
New +$130K
TRCA
716
DELISTED
Twin Ridge Capital Acquisition Corp.
TRCA
$120K ﹤0.01%
12,108
– –
LAXXR
717
DELISTED
8i Acquisition 2 Corp Rights
LAXXR
$120K ﹤0.01%
250,000
– –
HFRO
718
Highland Opportunities and Income Fund
HFRO
$408M
$117K ﹤0.01%
+12,065
New +$138K
ENPC.WS
719
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$116K ﹤0.01%
125,000
– –
LATGW
720
DELISTED
LatAmGrowth SPAC Warrants
LATGW
$113K ﹤0.01%
564,999
– –
EUDAW icon
721
EUDA Health Holdings Warrant
EUDAW
$218K
$108K ﹤0.01%
250,000
– –
PLAOW
722
DELISTED
Patria Latin American Opportunity Acquisition Corp. Warrant
PLAOW
$108K ﹤0.01%
599,997
– –
ATEK.WS
723
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$105K ﹤0.01%
877,029
– –
KYCHR
724
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$100K ﹤0.01%
714,997
– –
BROGW
725
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$99K ﹤0.01%
368,337
-26,200
-7% -$8.57K
27 28
29
30 31

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HCM
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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.