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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
ENPC.WS
1451
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
– –
-125,000
Closed -$116K
TMAC.WS
1452
DELISTED
The Music Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TMAC.WS
– –
-62,000
Closed -$2K
LFTRW
1453
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
– –
-226,666
Closed -$7K
LFTR
1454
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
– –
-48,167
Closed -$482K
ADRT.WS
1455
DELISTED
Ault Disruptive Technologies Corporation Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
ADRT.WS
– –
-176,031
Closed -$7K
HIGA
1456
DELISTED
H.I.G. Acquisition Corp.
HIGA
– –
-111,684
Closed -$1.12M
SANB
1457
DELISTED
Sanaby Health Acquisition Corp. I Class A Common Stock
SANB
– –
-333,962
Closed -$3.38M
PMVC.WS
1458
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
– –
-250,000
Closed -$11K
CCXI
1459
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-605,045
Closed -$31.3M
SANBW
1460
DELISTED
Sanaby Health Acquisition Corp. I Warrant
SANBW
– –
-166,981
Closed -$8K
TMPMW
1461
DELISTED
Turmeric Acquisition Corp. Warrant
TMPMW
– –
-33,333
Closed -$1K
TMPM
1462
DELISTED
Turmeric Acquisition Corp. Class A Ordinary Shares
TMPM
– –
-56,290
Closed -$563K
AVLR
1463
DELISTED
Avalara, Inc.
AVLR
– –
-360,375
Closed -$33.1M
Y
1464
DELISTED
Alleghany Corp
Y
– –
-67,684
Closed -$56.8M
PING
1465
DELISTED
Ping Identity Holding Corp.
PING
– –
-880,574
Closed -$24.7M
SBII.WS
1466
DELISTED
Sandbridge X2 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
SBII.WS
– –
-40,666
Closed -$2K
HTAQ.WS
1467
DELISTED
Hunt Companies Acquisition Corp. I Warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50 per share
HTAQ.WS
– –
-148,563
Closed -$6K
PIPP.WS
1468
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
– –
-233,427
Closed -$12K
FMTX
1469
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
– –
-329,444
Closed -$6.57M
FVT.WS
1470
DELISTED
Fortress Value Acquisition Corp. III Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVT.WS
– –
-28,179
Closed -$3K
FVIV.WS
1471
DELISTED
Fortress Value Acquisition Corp. IV Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVIV.WS
– –
-57,447
Closed -$10K
CVET
1472
DELISTED
Covetrus, Inc. Common Stock
CVET
– –
-1,501,228
Closed -$31.3M
ASAQ.WS
1473
DELISTED
Atlantic Avenue Acquisition Corp Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
ASAQ.WS
– –
-203,431
Closed -$16K
ASAQ
1474
DELISTED
Atlantic Avenue Acquisition Corp
ASAQ
– –
-51,882
Closed -$520K
AVAN.WS
1475
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
– –
-100,000
Closed -$2K
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.