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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
MIT.WS
1426
DELISTED
Mason Industrial Technology, Inc. Redeemable warrants, exercisable for one share of Class A common stock for $11.50 per share
MIT.WS
– –
-66,698
Closed -$2K
TLGA.WS
1427
DELISTED
TLG Acquisition One Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TLGA.WS
– –
-50,702
Closed -$3K
HAAC
1428
DELISTED
Health Assurance Acquisition Corp. Class A Common Stock
HAAC
– –
-954,785
Closed -$9.53M
HAACW
1429
DELISTED
Health Assurance Acquisition Corp. Warrants
HAACW
– –
-115,832
Closed -$3K
AMPI.WS
1430
DELISTED
Advanced Merger Partners Inc Warrants
AMPI.WS
– –
-19,833
Closed -$1K
PRBM.WS
1431
DELISTED
Parabellum Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
PRBM.WS
– –
-59,999
Closed -$2K
HTAQ
1432
DELISTED
Hunt Companies Acquisition Corp. I
HTAQ
– –
-206,508
Closed -$2.1M
BENEW
1433
DELISTED
Benessere Capital Acquisition Corp. Warrant
BENEW
– –
-75,000
Closed -$14K
BENER
1434
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
– –
-100,000
Closed -$14K
GAPA.WS
1435
DELISTED
G&P Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
GAPA.WS
– –
-249,999
Closed -$7K
CLIM.WS
1436
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
CLIM.WS
– –
-24,399
Closed -$2K
HWKZ.WS
1437
DELISTED
Hawks Acquisition Corp Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
HWKZ.WS
– –
-87,498
Closed -$8K
EDNCW
1438
DELISTED
Endurance Acquisition Corp. Warrant
EDNCW
– –
-100,000
Closed -$24K
LUXA
1439
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
– –
-676,137
Closed -$6.77M
LUXAW
1440
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
– –
-223,328
Closed -$37K
PAQCW
1441
DELISTED
Provident Acquisition Corp. Warrant
PAQCW
– –
-20,499
Closed -$6K
PICC.WS
1442
DELISTED
Pivotal Investment Corporation III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
PICC.WS
– –
-26,971
Closed -$1K
SRSAW
1443
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
– –
-33,333
Closed -$1K
TEKKW
1444
DELISTED
Tekkorp Digital Acquisition Corp. Warrant
TEKKW
– –
-75,000
Closed -$2K
TWTR
1445
DELISTED
Twitter, Inc.
TWTR
– –
-497,887
Closed -$21.6M
BOAS
1446
DELISTED
BOA Acquisition Corp.
BOAS
– –
-384,158
Closed -$3.82M
ACII.WS
1447
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
– –
-29,999
Closed -$1K
BOAS.WS
1448
DELISTED
BOA Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at a price of $11.50 per share
BOAS.WS
– –
-42,497
Closed -$10K
MACC.WS
1449
DELISTED
Mission Advancement Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
MACC.WS
– –
-50,706
Closed -$2K
MAAQR
1450
DELISTED
Mana Capital Acquisition Corp. Rights
MAAQR
– –
-99,992
Closed -$28K
56 57
58
59 60

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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.