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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
ADER
1201
DELISTED
26 Capital Acquisition Corp
ADER
– –
-68,200
Closed -$673K
GFX
1202
DELISTED
Golden Falcon Acquisition Corp.
GFX
– –
-54,100
Closed -$538K
ZINGW
1203
DELISTED
FTAC Zeus Acquisition Corp. Warrant
ZINGW
– –
-367,166
Closed -$37K
HMACU
1204
DELISTED
Hainan Manaslu Acquisition Corp. Unit
HMACU
– –
-200,000
Closed -$2.01M
CPUH
1205
DELISTED
Compute Health Acquisition Corp.
CPUH
– –
-383,173
Closed -$3.78M
SNRH
1206
DELISTED
Senior Connect Acquisition Corp. I Class A Common Stock
SNRH
– –
-343,326
Closed -$3.42M
GRCY
1207
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
– –
-34,387
Closed -$364K
EVOJ
1208
DELISTED
Evo Acquisition Corp. Class A Common Stock
EVOJ
– –
-19,320
Closed -$190K
HZON
1209
DELISTED
Horizon Acquisition Corporation II
HZON
– –
-250,000
Closed -$2.5M
IVH
1210
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-19,122
Closed -$193K
RNER
1211
DELISTED
Mount Rainier Acquisition Corp. Common Stock
RNER
– –
-198,614
Closed -$2.01M
DNZ
1212
DELISTED
D and Z Media Acquisition Corp.
DNZ
– –
-129,039
Closed -$1.27M
ARCK
1213
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Class A Common Stock
ARCK
– –
-428,345
Closed -$4.33M
AVCTW
1214
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
– –
-69,099
Closed -$3K
EPHY
1215
DELISTED
Epiphany Technology Acquisition Corp. Class A Common Stock
EPHY
– –
-213,299
Closed -$2.11M
PKBO
1216
DELISTED
Peak Bio, Inc. Common Stock
PKBO
– –
-35,000
Closed -$350K
PKBOW
1217
DELISTED
Peak Bio, Inc. Warrant
PKBOW
– –
-25,000
Closed -$3K
ASAX
1218
DELISTED
Astrea Acquisition Corp. Class A Common Stock
ASAX
– –
-284,088
Closed -$2.79M
ASAXW
1219
DELISTED
Astrea Acquisition Corp. Warrant
ASAXW
– –
-66,499
Closed -$3K
GIIXW
1220
DELISTED
Gores Holdings VIII, Inc. Warrant
GIIXW
– –
-14,874
Closed -$14K
FACA
1221
DELISTED
Figure Acquisition Corp. I
FACA
– –
-315,423
Closed -$3.11M
CLAS
1222
DELISTED
Class Acceleration Corp.
CLAS
– –
-25,000
Closed -$247K
MDH
1223
DELISTED
MDH Acquisition Corp.
MDH
– –
-872,384
Closed -$8.58M
AKICW
1224
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
– –
-18,320
Closed -$1K
ISAA
1225
DELISTED
Iron Spark I Inc. Class A Common Stock
ISAA
– –
-216,814
Closed -$2.15M
47 48
49
50 51

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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.