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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
PSAG
1251
DELISTED
Property Solutions Acquisition Corporation II Class A Common Stock
PSAG
– –
-119,404
Closed -$1.17M
PSAGW
1252
DELISTED
Property Solutions Acquisition Corporation II Warrant
PSAGW
– –
-123,874
Closed -$8K
EQHA
1253
DELISTED
EQ Health Acquisition Corp.
EQHA
– –
-89,156
Closed -$880K
HCIC
1254
DELISTED
Hennessy Capital Investment Corp. V Class A Common Stock
HCIC
– –
-332,049
Closed -$3.28M
GNACW
1255
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
– –
-42,000
Closed -$3K
DAOOW
1256
DELISTED
Crypto 1 Acquisition Corp Warrants
DAOOW
– –
-296,946
Closed -$29K
DAOO
1257
DELISTED
Crypto 1 Acquisition Corp Class A Ordinary Shares
DAOO
– –
-275,484
Closed -$2.77M
HCICW
1258
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
– –
-39,618
Closed -$4K
GNAC
1259
DELISTED
Group Nine Acquisition Corp. Class A Common stock
GNAC
– –
-271,144
Closed -$2.68M
HCIIW
1260
DELISTED
Hudson Executive Investment Corp. II Warrant
HCIIW
– –
-30,500
Closed -$2K
HCII
1261
DELISTED
Hudson Executive Investment Corp. II Class A Common Stock
HCII
– –
-463,823
Closed -$4.57M
HIII
1262
DELISTED
Hudson Executive Investment Corp. III Class A Common Stock
HIII
– –
-1,128,857
Closed -$11.1M
IIII
1263
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
– –
-250,000
Closed -$2.49M
SCOAW
1264
DELISTED
ScION Tech Growth I Warrant
SCOAW
– –
-33,333
Closed -$1K
SCOA
1265
DELISTED
ScION Tech Growth I Class A Ordinary Shares
SCOA
– –
-300,910
Closed -$3M
SHQA
1266
DELISTED
Shelter Acquisition Corporation I Class A Common Stock
SHQA
– –
-406,392
Closed -$4.02M
HIIIW
1267
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
– –
-50,518
Closed -$8K
OPALW
1268
DELISTED
OPAL Fuels Inc. Warrant
OPALW
– –
-11,905
Closed -$17K
IIIIW
1269
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
– –
-33,332
Closed -$1K
SHQAW
1270
DELISTED
Shelter Acquisition Corporation I Warrants
SHQAW
– –
-226,993
Closed -$19K
ARGUW
1271
DELISTED
Argus Capital Corp. Warrant
ARGUW
– –
-74,999
Closed -$11K
COLIW
1272
DELISTED
Colicity Inc. Warrant
COLIW
– –
-30,999
Closed -$1K
ARGU
1273
DELISTED
Argus Capital Corp. Class A Common Stock
ARGU
– –
-467,831
Closed -$4.7M
FLYA.WS
1274
DELISTED
SOAR Technology Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FLYA.WS
– –
-99,999
Closed -$4K
COVAW
1275
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
– –
-26,549
Closed -$1K
49 50
51
52 53

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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.