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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
LMACW
1376
DELISTED
Liberty Media Acquisition Corporation Warrants
LMACW
– –
-94,199
Closed –
TSIB
1377
DELISTED
Tishman Speyer Innovation Corp. II Class A common stock
TSIB
– –
-274,830
Closed -$2.71M
PCPC.WS
1378
DELISTED
Periphas Capital Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $28.75
PCPC.WS
– –
-24,999
Closed -$6K
LMACA
1379
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
– –
-403,443
Closed -$4.01M
CRU
1380
DELISTED
Crucible Acquisition Corporation
CRU
– –
-68,468
Closed -$682K
PHIC
1381
DELISTED
Population Health Investment Co., Inc. Class A Ordinary Share
PHIC
– –
-68,150
Closed -$680K
PHICW
1382
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
– –
-62,444
Closed -$2K
SBII
1383
DELISTED
Sandbridge X2 Corp.
SBII
– –
-719,437
Closed -$7.07M
WPCB.WS
1384
DELISTED
Warburg Pincus Capital Corporation I-B Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WPCB.WS
– –
-15,000
Closed -$1K
FRWAW
1385
DELISTED
PWP Forward Acquisition Corp. I Warrant
FRWAW
– –
-49,999
Closed -$6K
DSAQ.WS
1386
DELISTED
Direct Selling Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DSAQ.WS
– –
-124,999
Closed -$8K
EQHA.WS
1387
DELISTED
EQ Health Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
EQHA.WS
– –
-75,000
Closed -$6K
FRW
1388
DELISTED
PWP Forward Acquisition Corp. I Class A Common Stock
FRW
– –
-914,039
Closed -$8.98M
ASZ
1389
DELISTED
Austerlitz Acquisition Corporation II
ASZ
– –
-2,765,000
Closed -$27.1M
FVT
1390
DELISTED
Fortress Value Acquisition Corp. III
FVT
– –
-57,430
Closed -$569K
FVIV
1391
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
– –
-1,016,609
Closed -$10M
EPWR.WS
1392
DELISTED
Empowerment & Inclusion Capital I Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
EPWR.WS
– –
-113,496
Closed -$7K
FLAC
1393
DELISTED
Frazier Lifesciences Acquisition Corporation Class A Ordinary Shares
FLAC
– –
-172,892
Closed -$1.72M
AUS
1394
DELISTED
Austerlitz Acquisition Corporation I
AUS
– –
-841,114
Closed -$8.25M
HUGS.WS
1395
DELISTED
USHG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
HUGS.WS
– –
-65,998
Closed -$3K
TWNI.WS
1396
DELISTED
Tailwind International Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TWNI.WS
– –
-25,000
Closed -$1K
ZEN
1397
DELISTED
ZENDESK INC
ZEN
– –
-347,279
Closed -$26.4M
CPTK.WS
1398
DELISTED
Crown PropTech Acquisitions Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CPTK.WS
– –
-16,666
Closed –
IACC
1399
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
– –
-339,609
Closed -$3.35M
KIIIW
1400
DELISTED
Kismet Acquisition Three Corp. Warrant
KIIIW
– –
-13,332
Closed –
54 55
56
57 58

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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.