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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
FTVIW
1226
DELISTED
FinTech Acquisition Corp. VI Warrants
FTVIW
– –
-74,998
Closed -$2K
GACQ
1227
DELISTED
Global Consumer Acquisition Corp. Common Stock
GACQ
– –
-150,000
Closed -$1.53M
SHCA
1228
DELISTED
Spindletop Health Acquisition Corp. Class A Common Stock
SHCA
– –
-710,368
Closed -$7.15M
SHCAW
1229
DELISTED
Spindletop Health Acquisition Corp. Warrant
SHCAW
– –
-195,434
Closed -$16K
HUGS
1230
DELISTED
USHG Acquisition Corp.
HUGS
– –
-550,204
Closed -$5.42M
OMEG
1231
DELISTED
Omega Alpha SPAC Class A Ordinary Shares
OMEG
– –
-15,793
Closed -$157K
GACQW
1232
DELISTED
Global Consumer Acquisition Corp. Warrant
GACQW
– –
-222,695
Closed -$29K
SPTK
1233
DELISTED
SportsTek Acquisition Corp. Class A Common Stock
SPTK
– –
-358,333
Closed -$3.53M
SPTKW
1234
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
– –
-112,500
Closed -$4K
FTEV.WS
1235
DELISTED
FinTech Evolution Acquisition Group Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share for $11.50 per share
FTEV.WS
– –
-25,581
Closed -$3K
ACDI.WS
1236
DELISTED
Ascendant Digital Acquisition Corp. III Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11. 50 per share
ACDI.WS
– –
-148,563
Closed -$7K
BGSX.WS
1237
DELISTED
Build Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
BGSX.WS
– –
-200,000
Closed -$14K
AGAC.WS
1238
DELISTED
African Gold Acquisition Corp Warrants
AGAC.WS
– –
-29,997
Closed -$1K
GIWWW
1239
DELISTED
GigInternational1, Inc. Warrant
GIWWW
– –
-277,250
Closed -$22K
MONCW
1240
DELISTED
Monument Circle Acquisition Corp. Warrant
MONCW
– –
-64,500
Closed -$4K
GIW
1241
DELISTED
GigInternational1, Inc. Common Stock
GIW
– –
-127,100
Closed -$1.29M
FPAC.WS
1242
DELISTED
Far Peak Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
FPAC.WS
– –
-35,000
Closed -$8K
MON
1243
DELISTED
Monument Circle Acquisition Corp. Class A Common Stock
MON
– –
-168,495
Closed -$1.67M
RKTA.WS
1244
DELISTED
Rocket Internet Growth Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RKTA.WS
– –
-12,500
Closed -$1K
AFAQ
1245
DELISTED
AF Acquisition Corp
AFAQ
– –
-582,613
Closed -$5.7M
DILAW
1246
DELISTED
DILA Capital Acquisition Corp. Warrant
DILAW
– –
-125,000
Closed -$6K
AFAQW
1247
DELISTED
AF Acquisition Corp Warrants
AFAQW
– –
-283,330
Closed -$12K
HCARW
1248
DELISTED
Healthcare Services Acquisition Corporation Warrant
HCARW
– –
-75,000
Closed -$2K
DILA
1249
DELISTED
DILA Capital Acquisition Corp. Class A Common Stock
DILA
– –
-125,000
Closed -$1.24M
HCAR
1250
DELISTED
Healthcare Services Acquisition Corporation Class A Common Stock
HCAR
– –
-100,000
Closed -$994K
48 49
50
51 52

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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.