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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
COVA
1276
DELISTED
COVA Acquisition Corp. Class A Ordinary Share
COVA
– –
-100,000
Closed -$994K
COLI
1277
DELISTED
Colicity Inc. Class A Common Stock
COLI
– –
-520,480
Closed -$5.12M
AGCB
1278
DELISTED
Altimeter Growth Corp 2
AGCB
– –
-549,494
Closed -$5.45M
FLYA
1279
DELISTED
SOAR Technology Acquisition Corp.
FLYA
– –
-198,445
Closed -$2.04M
RXRA
1280
DELISTED
RXR Acquisition Corp. Class A Common Stock
RXRA
– –
-110,100
Closed -$1.08M
VELOW
1281
DELISTED
Velocity Acquisition Corp. Warrant
VELOW
– –
-39,332
Closed -$2K
RXRAW
1282
DELISTED
RXR Acquisition Corp. Warrants to purchase Class A common stock
RXRAW
– –
-26,400
Closed -$1K
VELO
1283
DELISTED
Velocity Acquisition Corp. Class A Common Stock
VELO
– –
-283,236
Closed -$2.78M
ZVSAW
1284
DELISTED
ZyVersa Therapeutics, Inc. Warrants
ZVSAW
– –
-138,981
Closed -$17K
FACA.WS
1285
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
– –
-39,625
Closed -$2K
OSTRW
1286
DELISTED
Oyster Enterprises Acquisition Corp. Warrant
OSTRW
– –
-69,000
Closed -$11K
OSTR
1287
DELISTED
Oyster Enterprises Acquisition Corp. Class A Common Stock
OSTR
– –
-83,000
Closed -$818K
ATA.WS
1288
DELISTED
Americas Technology Acquisition Corp.Redeemable Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50
ATA.WS
– –
-30,000
Closed -$1K
GLHA
1289
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
– –
-414,284
Closed -$4.06M
GGMC
1290
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
– –
-551,932
Closed -$5.41M
GGMCW
1291
DELISTED
Glenfarne Merger Corp. Warrant
GGMCW
– –
-83,332
Closed -$6K
PAFO
1292
DELISTED
Pacifico Acquisition Corp. Common Stock
PAFO
– –
-50,000
Closed -$504K
KLAQ
1293
DELISTED
KL Acquisition Corp Class A Common Stock
KLAQ
– –
-100,517
Closed -$995K
KLAQW
1294
DELISTED
KL Acquisition Corp Warrant
KLAQW
– –
-38,665
Closed -$2K
GLHAW
1295
DELISTED
Glass Houses Acquisition Corp. Warrant
GLHAW
– –
-99,999
Closed -$8K
BTRS
1296
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
– –
-593,549
Closed -$5.5M
ATA
1297
DELISTED
Americas Technology Acquisition Corp.
ATA
– –
-15,288
Closed -$159K
PAFOR
1298
DELISTED
Pacifico Acquisition Corp. Rights
PAFOR
– –
-50,000
Closed -$13K
PCXCW
1299
DELISTED
Parsec Capital Acquisitions Corp Warrant
PCXCW
– –
-30,000
Closed -$1K
SIER
1300
DELISTED
Sierra Lake Acquisition Corp. Class A Common Stock
SIER
– –
-120,079
Closed -$1.2M
50 51
52
53 54

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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.