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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
AERI
1401
DELISTED
Aerie Pharmaceuticals
AERI
– –
-1,078,446
Closed -$16.3M
LAXXR
1402
DELISTED
8i Acquisition 2 Corp Rights
LAXXR
– –
-250,000
Closed -$120K
ATAQ.WS
1403
DELISTED
Altimar Acquisition Corp III Warrants
ATAQ.WS
– –
-12,500
Closed -$1K
TINV.WS
1404
DELISTED
Tiga Acquisition Corp. Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TINV.WS
– –
-40,000
Closed -$28K
THCAW
1405
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
– –
-135,456
Closed -$10K
TEN
1406
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-1,026,288
Closed -$17.8M
GAPA
1407
DELISTED
G&P Acquisition Corp.
GAPA
– –
-42,166
Closed -$421K
TSPQ.WS
1408
DELISTED
TCW Special Purpose Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TSPQ.WS
– –
-165,564
Closed -$10K
AAQC.WS
1409
DELISTED
Accelerate Acquisition Corp Warrants
AAQC.WS
– –
-199,999
Closed -$14K
ECOM
1410
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-299,557
Closed -$6.79M
LHC.WS
1411
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
– –
-12,499
Closed –
AXH
1412
DELISTED
Industrial Human Capital, Inc.
AXH
– –
-90,072
Closed -$914K
AXH.WS
1413
DELISTED
Industrial Human Capital, Inc. Warrants
AXH.WS
– –
-200,000
Closed -$4K
NSTC.WS
1414
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
– –
-19,998
Closed -$1K
ESSCW
1415
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
– –
-275,000
Closed -$22K
HTPA.WS
1416
DELISTED
Highland Transcend Partners I Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HTPA.WS
– –
-24,285
Closed -$1K
ESSCR
1417
DELISTED
East Stone Acquisition Corporation Right
ESSCR
– –
-275,000
Closed -$74K
MDH.WS
1418
DELISTED
MDH Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MDH.WS
– –
-125,000
Closed -$5K
CRHC.WS
1419
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
– –
-73,348
Closed -$2K
FSNB.WS
1420
DELISTED
Fusion 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
FSNB.WS
– –
-73,997
Closed -$4K
NOAC
1421
DELISTED
Natural Order Acquisition Corp. Common Stock
NOAC
– –
-395,790
Closed -$3.95M
SPGS.WS
1422
DELISTED
Simon Property Group Acquisition Holdings, Inc. Warrants, each exercisable for one Class A common stock at an exercise price of $11.50 per share
SPGS.WS
– –
-31,747
Closed -$2K
QNGY.WS
1423
DELISTED
Quanergy Systems, Inc. Warrants, each whole warrant exercisable for one twentieth (1/20) share of Common Stock at an exercise price of $230.00 per full share
QNGY.WS
– –
-40,041
Closed -$1K
IS
1424
DELISTED
ironSource Ltd.
IS
– –
-4,833,856
Closed -$16.6M
CHAA.WS
1425
DELISTED
Catcha Investment Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CHAA.WS
– –
-16,666
Closed -$1K
55 56
57
58 59

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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.