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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
+7.38%
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
$3.9B
AUM Growth
-$643M
Cap. Flow
-$1.54B
Cap. Flow %
-39.51%
Top 10 Hldgs %
12.94%
Holding
1,574
New
96
Increased
173
Reduced
80
Closed
342

Top Buys

Rank Stock Value
1
IAA
IAA, Inc. Common Stock
IAA
+$46.1M
2
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
+$43.7M
3
MYOV
Myovant Sciences Ltd.
MYOV
+$36.5M
4
AIMC
Altra Industrial Motion Corp
AIMC
+$26.4M
5
FORG
ForgeRock, Inc.
FORG
+$20.3M

Top Sells

Rank Stock Value
1
CHNG
Change Healthcare Inc. Common Stock
CHNG
+$132M
2
SWCH
Switch, Inc. Class A Common Stock
SWCH
+$59.2M
3
Y
Alleghany Corp
Y
+$56.8M
4
DRE
Duke Realty Corp.
DRE
+$43.4M
5
GBT
Global Blood Therapeutics, Inc.
GBT
+$41.3M

Sector Composition

Rank Sector Weight
1 Financials 37%
2 Technology 10.43%
3 Healthcare 8.18%
4 Industrials 6.13%
5 Consumer Discretionary 3.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COWN
26
DELISTED
Cowen Inc. Class A Common Stock
COWN
$22M 0.57%
570,870
+91,068
+19% +$3.52M
FORG
27
DELISTED
ForgeRock, Inc.
FORG
$21.2M 0.54%
+930,205
New +$20.3M
KNBE
28
DELISTED
KnowBe4, Inc. Class A Common Stock
KNBE
$20.6M 0.53%
831,051
+737,301
+786% +$17.9M
SAVE
29
DELISTED
Spirit Airlines, Inc.
SAVE
$20.3M 0.52%
1,043,042
+9,737
+0.9% +$200K
MGI
30
DELISTED
MoneyGram International, Inc. New
MGI
$19.8M 0.51%
1,813,644
-263,616
-13% -$2.82M
ATCO
31
DELISTED
Atlas Corp.
ATCO
$19.4M 0.5%
+1,262,111
New +$19.1M
COUP
32
DELISTED
Coupa Software Incorporated
COUP
$18.9M 0.48%
+238,316
New +$14.3M
UMPQ
33
DELISTED
Umpqua Holdings Corp
UMPQ
$17.6M 0.45%
989,958
+17,447
+2% +$329K
SWIR
34
DELISTED
Sierra Wireless
SWIR
$17.3M 0.44%
596,490
+84,462
+16% +$2.48M
KVSC
35
DELISTED
Khosla Ventures Acquisition Co. III Class A Common Stock
KVSC
$16.4M 0.42%
1,646,793
+683,091
+71% +$6.77M
ZING
36
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
$15.9M 0.41%
1,571,984
+91,950
+6% +$923K
MIT
37
DELISTED
Mason Industrial Technology, Inc.
MIT
$15.8M 0.41%
1,582,180
+234,963
+17% +$2.33M
DGNU
38
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
$15.8M 0.41%
1,604,478
+95,000
+6% +$936K
JGGC
39
DELISTED
Jaguar Global Growth Corporation I Class A Ordinary Shares
JGGC
$15.6M 0.4%
1,523,520
– –
ACI icon
40
Albertsons Companies
ACI
$5.4B
$14.9M 0.38%
+720,489
New +$15.8M
CXAC
41
DELISTED
C5 Acquisition Corporation
CXAC
$14.5M 0.37%
1,427,183
+31,310
+2% +$316K
EVOP
42
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$14.3M 0.37%
422,978
+73,268
+21% +$2.46M
JWSM
43
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
$14.2M 0.36%
1,407,505
– –
GCTS
44
GCT Semiconductor Holding
GCTS
$177M
$13.8M 0.35%
1,357,381
+215,000
+19% +$2.17M
BKNG icon
45
Booking.com
BKNG
$138B
$13.6M 0.35%
170,225
+16,625
+11% +$1.26M
RCAC
46
DELISTED
Revelstone Capital Acquisition Corp. Class A Common Stock
RCAC
$13.5M 0.35%
1,349,994
– –
IVCB
47
DELISTED
Investcorp Europe Acquisition Corp I Class A Ordinary Shares
IVCB
$13.5M 0.35%
1,309,597
– –
CCVI
48
DELISTED
Churchill Capital Corp VI
CCVI
$13.1M 0.34%
1,313,233
+89,500
+7% +$890K
IMGO
49
DELISTED
Imago BioSciences, Inc. Common stock
IMGO
$12.7M 0.33%
+354,061
New +$8.85M
HERA
50
DELISTED
FTAC Hera Acquisition Corp. Class A Ordinary Shares
HERA
$12.7M 0.33%
1,251,903
– –
1
2
3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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AQR Arbitrage's Q4 2022 Portfolio in Review

As of Q4 2022, AQR Arbitrage held 1,574 positions worth $3.9B, down 14% from $4.54B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Arbitrage withdrew a net $1.54B in Q4 2022, closing 342 positions and reducing 80 holdings. Its most notable exit was Change Healthcare Inc. Common Stock, an estimated $132M position sold in full.

By sector, the portfolio is most concentrated in Financials at 37% of assets, down from 41% a quarter earlier, followed by Technology and Healthcare.

Against the trend, AQR Arbitrage opened a new position in IAA, Inc. Common Stock worth $48.8M.

  • AQR Arbitrage's largest Q4 2022 buy was IAA, Inc. Common Stock: 1,223,348 shares worth $48.8M.
  • AQR Arbitrage added most to KnowBe4, Inc. Class A Common Stock in Q4 2022, an estimated $17.9M increase.
  • AQR Arbitrage's biggest Q4 2022 reduction was Electriq Power Holdings, Inc., cutting an estimated $9.38M.
  • AQR Arbitrage fully exited Change Healthcare Inc. Common Stock in Q4 2022, selling an estimated $132M.
  • AQR Arbitrage's ten largest holdings make up 13% of its $3.9B portfolio in Q4 2022.
  • AQR Arbitrage opened 96 new positions and closed 342 in Q4 2022.
  • AQR Arbitrage's portfolio value fell 14% quarter-over-quarter to $3.9B.

Based on AQR Arbitrage's 13F filing for Q4 2022, filed 14 Feb 2023.