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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
NSTC.WS
1376
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
$1K ﹤0.01%
19,998
– –
HTPA.WS
1377
DELISTED
Highland Transcend Partners I Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HTPA.WS
$1K ﹤0.01%
24,285
– –
QNGY.WS
1378
DELISTED
Quanergy Systems, Inc. Warrants, each whole warrant exercisable for one twentieth (1/20) share of Common Stock at an exercise price of $230.00 per full share
QNGY.WS
$1K ﹤0.01%
40,041
-12,158
-23% -$676
CHAA.WS
1379
DELISTED
Catcha Investment Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CHAA.WS
$1K ﹤0.01%
16,666
– –
AMPI.WS
1380
DELISTED
Advanced Merger Partners Inc Warrants
AMPI.WS
$1K ﹤0.01%
19,833
– –
PICC.WS
1381
DELISTED
Pivotal Investment Corporation III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
PICC.WS
$1K ﹤0.01%
26,971
+20
+0.1% +$1
SRSAW
1382
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
$1K ﹤0.01%
33,333
– –
ACII.WS
1383
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
$1K ﹤0.01%
29,999
– –
TMPMW
1384
DELISTED
Turmeric Acquisition Corp. Warrant
TMPMW
$1K ﹤0.01%
33,333
– –
HIGA.WS
1385
DELISTED
H.I.G. Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HIGA.WS
$1K ﹤0.01%
90,205
– –
NOVVW
1386
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$1K ﹤0.01%
76,500
– –
CLAS.WS
1387
DELISTED
Class Acceleration Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CLAS.WS
$1K ﹤0.01%
63,999
– –
ACHR.WS icon
1388
Archer Aviation Redeemable Warrants
ACHR.WS
$21.5M
– –
-12,851
Closed -$7K
AGD
1389
abrdn Global Dynamic Dividend Fund
AGD
$315M
– –
-14,594
Closed -$137K
ARBEW icon
1390
Arbe Robotics Warrant
ARBEW
$350K
– –
-63,094
Closed -$46K
DMB
1391
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
– –
-21,965
Closed -$286K
ERC
1392
Allspring Multi-Sector Income Fund
ERC
$255M
– –
-22,564
Closed -$216K
EVV
1393
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
– –
-10,621
Closed -$110K
GDEVW icon
1394
GDEV Inc Warrant
GDEVW
$64.8K
$0 ﹤0.01%
159,632
– –
GDV icon
1395
Gabelli Dividend & Income Trust
GDV
$2.6B
– –
-22,149
Closed -$453K
HIX
1396
Western Asset High Income Fund II
HIX
$352M
– –
-83,783
Closed -$413K
HOLO icon
1397
MicroCloud Hologram
HOLO
$35.1M
– –
-4
Closed -$354K
HR icon
1398
Healthcare Realty
HR
$7.42B
– –
-1,077,715
Closed -$30.1M
IIM icon
1399
Invesco Value Municipal Income Trust
IIM
$583M
– –
-12,071
Closed -$155K
KTF
1400
DWS Municipal Income Trust
KTF
$346M
– –
-10,504
Closed -$99K
54 55
56
57 58

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HCM
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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.