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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
NESRW
1176
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
– –
-307,319
Closed -$44K
MSPR
1177
DELISTED
MSP Recovery Inc
MSPR
– –
-46
Closed -$239K
GATE
1178
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
– –
-94,461
Closed -$941K
WINV
1179
DELISTED
WinVest Acquisition Corp. Common Stock
WINV
– –
-100,000
Closed -$1M
GLSTU
1180
DELISTED
Global Star Acquisition, Inc. Unit
GLSTU
– –
-210,000
Closed -$2.1M
WESTW
1181
DELISTED
Westrock Coffee Company Warrants
WESTW
– –
-209,253
Closed -$295K
PTWOU
1182
DELISTED
Pono Capital Two, Inc. Unit
PTWOU
– –
-375,000
Closed -$3.8M
IRAA
1183
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
– –
-99,275
Closed -$977K
SEPA
1184
DELISTED
SEP Acquisition Corp Class A Common Stock
SEPA
– –
-102,449
Closed -$1.02M
GETR
1185
DELISTED
Getaround, Inc.
GETR
– –
-182,500
Closed -$1.8M
CNGL
1186
DELISTED
Canna-Global Acquisition Corp. Class A Common Stock
CNGL
– –
-454,587
Closed -$4.61M
FHLT
1187
DELISTED
Future Health ESG Corp. Common stock
FHLT
– –
-119,486
Closed -$1.2M
CONX
1188
DELISTED
CONX Corp. Class A Common Stock
CONX
– –
-205,000
Closed -$2.05M
EAC
1189
DELISTED
Edify Acquisition Corp. Class A Common Stock
EAC
– –
-583,115
Closed -$5.77M
LCA
1190
DELISTED
Landcadia Holdings IV, Inc. Class A Common Stock
LCA
– –
-502,235
Closed -$4.93M
SLAC
1191
DELISTED
Social Leverage Acquisition Corp I Class A Common Stock
SLAC
– –
-457,714
Closed -$4.5M
HHLA
1192
DELISTED
HH&L Acquisition Co.
HHLA
– –
-406,882
Closed -$4.04M
GOL
1193
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-55,929
Closed -$184K
TBCP
1194
DELISTED
Thunder Bridge Capital Partners III Inc. Class A Common Stock
TBCP
– –
-280,368
Closed -$2.76M
IPVF
1195
DELISTED
InterPrivate III Financial Partners Inc.
IPVF
– –
-170,500
Closed -$1.67M
MOBVU
1196
DELISTED
Mobiv Acquisition Corp Unit
MOBVU
– –
-415,000
Closed -$4.2M
CFIV
1197
DELISTED
CF Acquisition Corp. IV Class A common stock
CFIV
– –
-520,000
Closed -$5.17M
TMPO
1198
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
– –
-56,010
Closed -$574K
SFRWW
1199
DELISTED
Appreciate Holdings, Inc. Warrant
SFRWW
– –
-85,596
Closed -$14K
BTWN
1200
DELISTED
Bridgetown Holdings Limited Class A Ordinary Shares
BTWN
– –
-291,611
Closed -$2.92M
46 47
48
49 50

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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.