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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
MATV icon
1401
Mativ Holdings
MATV
$448M
– –
-125,951
Closed -$3.16M
MUE
1402
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
– –
-18,520
Closed -$204K
NAC icon
1403
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
– –
-72,539
Closed -$894K
OPAL icon
1404
OPAL Fuels
OPAL
$67.1M
– –
-20,000
Closed -$199K
PROK icon
1405
ProKidney
PROK
$308M
– –
-191,100
Closed -$1.9M
PSF icon
1406
Cohen & Steers Select Preferred & Income Fund
PSF
$235M
– –
-13,006
Closed -$265K
RUMBW
1407
RUM Group Inc Warrant
RUMBW
$12.1M
– –
-38,000
Closed -$51K
SHFS icon
1408
SHF Holdings
SHFS
$1.25M
– –
-6,811
Closed -$1.4M
SOUNW icon
1409
SoundHound AI Warrant
SOUNW
$622M
– –
-12,552
Closed -$3K
TY icon
1410
TRI-Continental Corp
TY
$1.86B
– –
-13,497
Closed -$353K
WALD icon
1411
Waldencast
WALD
$217M
– –
-15,000
Closed -$148K
VEEA
1412
Veea Inc
VEEA
$8.74M
– –
-36,970
Closed -$362K
MSPRZ
1413
DELISTED
MSP Recovery Inc Warrant
MSPRZ
– –
-445,408
Closed -$940K
AIMAU
1414
DELISTED
Aimfinity Investment Corp I Unit
AIMAU
– –
-493,000
Closed -$4.92M
SKGRU
1415
DELISTED
SK Growth Opportunities Corporation Unit
SKGRU
– –
-980,000
Closed -$9.78M
MOND
1416
DELISTED
Mondee Holdings, Inc. Class A Common Stock
MOND
– –
-65,180
Closed -$649K
HHGC
1417
DELISTED
HHG Capital Corporation Ordinary Shares
HHGC
– –
-25,000
Closed -$251K
ACACU
1418
DELISTED
Acri Capital Acquisition Corp Unit
ACACU
– –
-240,000
Closed -$2.4M
ASCBU
1419
DELISTED
A SPAC II Acquisition Corp. Unit
ASCBU
– –
-425,000
Closed -$4.26M
MCACU
1420
DELISTED
Monterey Capital Acquisition Corporation Unit
MCACU
– –
-300,000
Closed -$2.99M
AKLI
1421
DELISTED
Akili Inc
AKLI
– –
-129,333
Closed -$1.28M
FLFVU
1422
DELISTED
Feutune Light Acquisition Corporation Unit
FLFVU
– –
-370,000
Closed -$3.7M
FAZEW
1423
DELISTED
FaZe Holdings Inc. Warrant
FAZEW
– –
-40,332
Closed -$13K
CHEAU
1424
DELISTED
Chenghe Acquisition Co. Unit
CHEAU
– –
-450,400
Closed -$4.51M
BYN.U
1425
DELISTED
Banyan Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
BYN.U
– –
-75,007
Closed -$749K
55 56
57
58 59

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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.