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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
ZWRKW
1351
DELISTED
Z-Work Acquisition Corp. Warrant
ZWRKW
– –
-41,665
Closed -$1K
EFHTU
1352
DELISTED
EF Hutton Acquisition Corporation I Unit
EFHTU
– –
-145,000
Closed -$1.46M
FSSI
1353
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
– –
-192,272
Closed -$1.9M
FSSIW
1354
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
– –
-61,049
Closed -$8K
CLRM
1355
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
– –
-274,817
Closed -$2.72M
CLRMW
1356
DELISTED
Clarim Acquisition Corp. Warrant
CLRMW
– –
-95,022
Closed -$3K
HTPA
1357
DELISTED
Highland Transcend Partners I Corp.
HTPA
– –
-137,575
Closed -$1.37M
MACC
1358
DELISTED
Mission Advancement Corp.
MACC
– –
-82,118
Closed -$806K
RACB
1359
DELISTED
Research Alliance Corp. II Class A Common Stock
RACB
– –
-715,634
Closed -$7.03M
REVH
1360
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Class A Common Stock
REVH
– –
-485,603
Closed -$4.77M
REVHW
1361
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Warrant.
REVHW
– –
-23,399
Closed -$1K
LAAAW
1362
DELISTED
Lakeshore Acquisition I Corp. Warrant
LAAAW
– –
-28,125
Closed -$4K
SWCH
1363
DELISTED
Switch, Inc. Class A Common Stock
SWCH
– –
-1,756,064
Closed -$59.2M
CND.WS
1364
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
– –
-231,666
Closed -$139K
NDACW
1365
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
– –
-36,137
Closed -$4K
NDAC
1366
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
– –
-733,247
Closed -$7.2M
HMCOW
1367
DELISTED
HumanCo Acquisition Corp. Warrant
HMCOW
– –
-128,496
Closed -$14K
ACII
1368
DELISTED
Atlas Crest Investment Corp. II
ACII
– –
-877,008
Closed -$8.64M
OHPA
1369
DELISTED
Orion Acquisition Corp. Class A common stock
OHPA
– –
-283,275
Closed -$2.79M
HMCO
1370
DELISTED
HumanCo Acquisition Corp. Class A Common Stock
HMCO
– –
-531,811
Closed -$5.3M
OHPAW
1371
DELISTED
Orion Acquisition Corp. Warrant
OHPAW
– –
-47,247
Closed -$3K
SWET
1372
DELISTED
Athlon Acquisition Corp. Class A Common stock
SWET
– –
-323,669
Closed -$3.2M
TMAC
1373
DELISTED
The Music Acquisition Corporation
TMAC
– –
-125,300
Closed -$1.23M
SWETW
1374
DELISTED
Athlon Acquisition Corp. Warrant
SWETW
– –
-66,499
Closed -$3K
TSIBW
1375
DELISTED
Tishman Speyer Innovation Corp. II Warrant
TSIBW
– –
-66,985
Closed -$7K
53 54
55
56 57

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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.