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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
GCP
1451
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-399,950
Closed -$12.5M
CRU.WS
1452
DELISTED
Crucible Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CRU.WS
– –
-46,965
Closed -$5K
TPGY.WS
1453
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
– –
-20,000
Closed -$7K
IMPX.WS
1454
DELISTED
AEA-Bridges Impact Corp Warrants
IMPX.WS
– –
-175,000
Closed -$66K
IPOD.WS
1455
DELISTED
Social Capital Hedosophia Holdings Corp. IV Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOD.WS
– –
-22,500
Closed -$11K
IPOF.WS
1456
DELISTED
Social Capital Hedosophia Holdings Corp. VI Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOF.WS
– –
-37,500
Closed -$18K
EQD
1457
DELISTED
Equity Distribution Acquisition Corp.
EQD
– –
-67,940
Closed -$675K
DCGOW
1458
DELISTED
DocGo Inc. Warrants
DCGOW
– –
-85,060
Closed -$142K
GPCOR
1459
DELISTED
Golden Path Acquisition Corporation Rights
GPCOR
– –
-35,000
Closed -$7K
KCA.U
1460
DELISTED
Kensington Capital Acquisition Corp. IV New units, each consisting of one Class A ordinary share and one Class 2 redeemable warrant
KCA.U
– –
-903,188
Closed -$8.68M
MANT
1461
DELISTED
Mantech International Corp
MANT
– –
-199,455
Closed -$19M
KCAC.WS
1462
DELISTED
Kensington Capital Acquisition Corp. IV Class 1 redeemable warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50
KCAC.WS
– –
-903,188
Closed -$262K
CTT
1463
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
– –
-322,217
Closed -$3.24M
MNDT
1464
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-2,223,648
Closed -$48M
MUDSW
1465
DELISTED
Mudrick Capital Acquisition Corporation II Warrant
MUDSW
– –
-173,507
Closed -$49K
ETACW
1466
DELISTED
E.Merge Technology Acquisition Corp. Warrant
ETACW
– –
-166,666
Closed -$22K
WARR.WS
1467
DELISTED
Warrior Technologies Acquisition Company Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
WARR.WS
– –
-80,894
Closed -$4K
WARR
1468
DELISTED
Warrior Technologies Acquisition Company
WARR
– –
-82,832
Closed -$823K
ACKIW
1469
DELISTED
Ackrell SPAC Partners I Co Warrants
ACKIW
– –
-67,499
Closed -$7K
ACKIT
1470
DELISTED
Ackrell SPAC Partners I Co Subunits
ACKIT
– –
-134,998
Closed -$1.39M
POLY
1471
DELISTED
Plantronics, Inc.
POLY
– –
-375,111
Closed -$14.9M
ISLEW
1472
DELISTED
Isleworth Healthcare Acquisition Corporation Warrant
ISLEW
– –
-99,999
Closed -$3K
RVAC
1473
DELISTED
Riverview Acquisition Corp. Class A Common Stock
RVAC
– –
-446,518
Closed -$4.44M
RVACW
1474
DELISTED
Riverview Acquisition Corp. Warrant
RVACW
– –
-223,250
Closed -$220K
FST.WS
1475
DELISTED
FAST Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FST.WS
– –
-77,725
Closed -$38K
57 58
59
60 61

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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.