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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
POND
1301
DELISTED
Angel Pond Holdings Corporation
POND
– –
-175,000
Closed -$1.72M
POND.WS
1302
DELISTED
Angel Pond Holdings Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
POND.WS
– –
-86,952
Closed -$20K
PCX
1303
DELISTED
Parsec Capital Acquisitions Corp Class A Common Stock
PCX
– –
-311,792
Closed -$3.15M
SIERW
1304
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
– –
-99,997
Closed -$4K
GSEVW
1305
DELISTED
Gores Holdings VII, Inc. Warrant
GSEVW
– –
-46,123
Closed -$6K
AAQC
1306
DELISTED
Accelerate Acquisition Corp
AAQC
– –
-204,501
Closed -$2.01M
GHAC
1307
DELISTED
Gaming & Hospitality Acquisition Corp. Class A Common Stock
GHAC
– –
-365,584
Closed -$3.6M
GTPAW
1308
DELISTED
Gores Technology Partners, Inc. Warrant
GTPAW
– –
-30,895
Closed -$9K
GTPA
1309
DELISTED
Gores Technology Partners, Inc. Class A Common Stock
GTPA
– –
-271,800
Closed -$2.67M
GHACW
1310
DELISTED
Gaming & Hospitality Acquisition Corp. Warrants
GHACW
– –
-62,331
Closed -$2K
GTPB
1311
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
– –
-976,394
Closed -$9.59M
GTPBW
1312
DELISTED
Gores Technology Partners II, Inc. Warrant
GTPBW
– –
-58,577
Closed -$9K
GSEV
1313
DELISTED
Gores Holdings VII, Inc. Class A Common Stock
GSEV
– –
-422,650
Closed -$4.17M
SPGS
1314
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
– –
-1,204,320
Closed -$11.9M
TSPQ
1315
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
– –
-875,731
Closed -$8.59M
JOFFW
1316
DELISTED
JOFF Fintech Acquisition Corp. Warrant
JOFFW
– –
-38,999
Closed -$1K
JOFF
1317
DELISTED
JOFF Fintech Acquisition Corp. Class A Common Stock
JOFF
– –
-743,874
Closed -$7.33M
HLAHW
1318
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Warrant
HLAHW
– –
-72,998
Closed -$4K
KAHC
1319
DELISTED
KKR Acquisition Holdings I Corp.
KAHC
– –
-1,427,236
Closed -$14M
HLAH
1320
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Class A Common Stock
HLAH
– –
-463,647
Closed -$4.58M
LGV
1321
DELISTED
Longview Acquisition Corp. II
LGV
– –
-967,062
Closed -$9.5M
LGV.WS
1322
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
– –
-46,000
Closed -$3K
PCPC
1323
DELISTED
Periphas Capital Partnering Corporation
PCPC
– –
-104,585
Closed -$2.59M
PV.WS
1324
DELISTED
Primavera Capital Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PV.WS
– –
-20,500
Closed -$3K
PV
1325
DELISTED
Primavera Capital Acquisition Corporation
PV
– –
-68,570
Closed -$682K
51 52
53
54 55

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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.