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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
PRPB.WS
1501
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
– –
-167,800
Closed -$77K
SAFM
1502
DELISTED
Sanderson Farms Inc
SAFM
– –
-130,365
Closed -$28.1M
NTUS
1503
DELISTED
Natus Medical Inc
NTUS
– –
-179,319
Closed -$5.88M
PSB
1504
DELISTED
PS Business Parks, Inc.
PSB
– –
-109,337
Closed -$20.4M
GLSPW
1505
DELISTED
Global SPAC Partners Co. Warrants
GLSPW
– –
-47,500
Closed -$4K
GLSPT
1506
DELISTED
Global SPAC Partners Co. Subunit
GLSPT
– –
-112,500
Closed -$1.15M
KWAC.WS
1507
DELISTED
Kingswood Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
KWAC.WS
– –
-193,622
Closed -$14K
LBPSW
1508
DELISTED
4D Pharma PLC Warrant
LBPSW
– –
-55,653
Closed -$2K
GGGVR
1509
DELISTED
G3 VRM Acquisition Corp. Rights
GGGVR
– –
-300,000
Closed -$30K
CDK
1510
DELISTED
CDK Global, Inc.
CDK
– –
-560,628
Closed -$30.7M
SRRA
1511
DELISTED
Sierra Oncology, Inc. Common Stock
SRRA
– –
-255,367
Closed -$14M
COHR
1512
DELISTED
Coherent Inc
COHR
– –
-130,097
Closed -$34.6M
CCMP
1513
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-252,563
Closed -$44M
CLRCU
1514
DELISTED
ClimateRock Unit
CLRCU
– –
-400,000
Closed -$4.01M
DECAU
1515
DELISTED
Denali Capital Acquisition Corp. Unit
DECAU
– –
-168,412
Closed -$1.68M
RENEU
1516
DELISTED
Cartesian Growth Corporation II Unit
RENEU
– –
-800,000
Closed -$7.94M
YOTAU
1517
DELISTED
Yotta Acquisition Corporation Unit
YOTAU
– –
-550,000
Closed -$5.5M
IVCAU
1518
DELISTED
Investcorp AI Acquisition Corp. Unit
IVCAU
– –
-600,000
Closed -$6.04M
AFARU
1519
DELISTED
Aura FAT Projects Acquisition Corp Unit
AFARU
– –
-690,000
Closed -$6.84M
WLL
1520
DELISTED
Whiting Petroleum Corporation
WLL
– –
-55,885
Closed -$3.8M
VG
1521
DELISTED
Vonage Holdings Corporation
VG
– –
-2,208,214
Closed -$41.6M
57 58 59 60
61

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GA
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HCM
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DTC
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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.