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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
TPTX
1476
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
– –
-427,666
Closed -$32.2M
SAIL
1477
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
– –
-445,370
Closed -$27.7M
RBAC
1478
DELISTED
RedBall Acquisition Corp.
RBAC
– –
-97,940
Closed -$975K
ATC
1479
DELISTED
Atotech Limited
ATC
– –
-906,293
Closed -$17.5M
FOUNW
1480
DELISTED
Founder SPAC Warrants
FOUNW
– –
-374,999
Closed -$97K
FOUN
1481
DELISTED
Founder SPAC Class A Ordinary Shares
FOUN
– –
-749,998
Closed -$7.54M
EQD.WS
1482
DELISTED
Equity Distribution Acquisition Corp. Warrants, each whole warrant exercisable for one share of Clas
EQD.WS
– –
-149,999
Closed -$15K
ACC
1483
DELISTED
American Campus Communities, Inc.
ACC
– –
-450,216
Closed -$29M
XPOA
1484
DELISTED
DPCM Capital, Inc.
XPOA
– –
-124,854
Closed -$1.24M
XPOA.WS
1485
DELISTED
DPCM Capital, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at
XPOA.WS
– –
-163,332
Closed -$57K
ASPC
1486
DELISTED
Alpha Capital Acquisition Co
ASPC
– –
-104,430
Closed -$1.03M
ASPCW
1487
DELISTED
Alpha Capital Acquisition Co Warrant
ASPCW
– –
-25,000
Closed -$6K
NPTN
1488
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-872,818
Closed -$13.7M
MTOR
1489
DELISTED
MERITOR, Inc.
MTOR
– –
-735,374
Closed -$26.7M
GOAC.WS
1490
DELISTED
GO Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock
GOAC.WS
– –
-266,032
Closed –
RBAC.WS
1491
DELISTED
RedBall Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordina
RBAC.WS
– –
-33,333
Closed -$1K
GOBI
1492
DELISTED
Gobi Acquisition Corp. Class A Ordinary Shares
GOBI
– –
-196,000
Closed -$1.95M
DSACW
1493
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
– –
-137,500
Closed -$98K
DSAC
1494
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
– –
-88,090
Closed -$874K
WBT
1495
DELISTED
Welbilt, Inc.
WBT
– –
-1,642,389
Closed -$39.1M
GSAQW
1496
DELISTED
Global Synergy Acquisition Corp. Warrant
GSAQW
– –
-24,999
Closed -$2K
PSTH.WS
1497
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
– –
-27,777
Closed -$12K
PSTH
1498
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
– –
-500,000
Closed -$9.98M
CNR
1499
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-813,724
Closed -$19.9M
PRPB
1500
DELISTED
CC Neuberger Principal Holdings II Class A Ordinary Shares
PRPB
– –
-64,078
Closed -$640K
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.