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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
RCHGW
1476
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
– –
-246,100
Closed –
GBT
1477
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-605,777
Closed -$41.3M
ASZ.WS
1478
DELISTED
Austerlitz Acquisition Corporation II Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
ASZ.WS
– –
-77,500
Closed -$8K
AUS.WS
1479
DELISTED
Austerlitz Acquisition Corporation I Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
AUS.WS
– –
-17,500
Closed -$2K
HNGR
1480
DELISTED
Hanger Inc.
HNGR
– –
-230,276
Closed -$4.31M
DRE
1481
DELISTED
Duke Realty Corp.
DRE
– –
-900,994
Closed -$43.4M
CHNG
1482
DELISTED
Change Healthcare Inc. Common Stock
CHNG
– –
-4,818,165
Closed -$132M
HIGA.WS
1483
DELISTED
H.I.G. Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HIGA.WS
– –
-90,205
Closed -$1K
NMMCW
1484
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
– –
-145,000
Closed –
CTXS
1485
DELISTED
Citrix Systems Inc
CTXS
– –
-280,103
Closed -$29.1M
STRDW
1486
DELISTED
Sitio Royalties Corp. Warrant
STRDW
– –
-325,846
Closed -$55K
NLSN
1487
DELISTED
Nielsen Holdings plc
NLSN
– –
-967,830
Closed -$26.8M
FBC
1488
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-857,457
Closed -$28.6M
RACY
1489
DELISTED
Relativity Acquisition Corp. Class A Common Stock
RACY
– –
-613,984
Closed -$6.16M
CLAS.WS
1490
DELISTED
Class Acceleration Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CLAS.WS
– –
-63,999
Closed -$1K
BHVN
1491
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
– –
-172,620
Closed -$26.1M
EMCGU
1492
DELISTED
Embrace Change Acquisition Corp Unit
EMCGU
– –
-200,000
Closed -$2.02M
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.