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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
HZNP
1
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$59.7M 1.53%
+525,530
New +$43.7M
VMW
2
DELISTED
VMware, Inc
VMW
$58.7M 1.51%
482,451
+15,971
+3% +$1.84M
SCRM
3
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$58.4M 1.5%
5,874,198
– –
ATVI
4
DELISTED
Activision Blizzard
ATVI
$55.2M 1.42%
722,074
+31,908
+5% +$2.37M
LHCG
5
DELISTED
LHC Group LLC
LHCG
$53.5M 1.37%
331,737
-2,099
-0.6% -$347K
IAA
6
DELISTED
IAA, Inc. Common Stock
IAA
$48.8M 1.25%
+1,223,348
New +$46.1M
FHN icon
7
First Horizon
FHN
$12.1B
$48M 1.23%
1,960,910
-157,264
-7% -$3.81M
SGFY
8
DELISTED
Signify Health, Inc.
SGFY
$42.3M 1.09%
1,476,470
-41,987
-3% -$1.21M
BKI
9
DELISTED
Black Knight, Inc. Common Stock
BKI
$40.1M 1.03%
658,419
+105,859
+19% +$6.43M
CVII
10
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$39.5M 1.01%
3,958,370
+26,000
+0.7% +$258K
TXNM
11
TXNM Energy Inc
TXNM
$6.47B
$39.2M 1.01%
804,360
+32,960
+4% +$1.57M
AUY
12
DELISTED
Yamana Gold, Inc.
AUY
$38.1M 0.98%
6,858,289
-150,331
-2% -$760K
MYOV
13
DELISTED
Myovant Sciences Ltd.
MYOV
$37.4M 0.96%
+1,387,550
New +$36.5M
ONEM
14
DELISTED
1Life Healthcare
ONEM
$33.5M 0.86%
2,007,368
-126,324
-6% -$2.13M
IRBT
15
DELISTED
iRobot
IRBT
$32M 0.82%
664,787
+47,522
+8% +$2.51M
SIMO icon
16
Silicon Motion
SIMO
$9.19B
$31.8M 0.82%
488,914
+48,873
+11% +$3M
GHIX
17
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$30.4M 0.78%
3,067,821
– –
AIMC
18
DELISTED
Altra Industrial Motion Corp
AIMC
$30.1M 0.77%
+503,608
New +$26.4M
TSEM icon
19
Tower Semiconductor
TSEM
$26.4B
$29.7M 0.76%
688,264
+44,875
+7% +$1.95M
STOR
20
DELISTED
STORE Capital Corporation
STOR
$28.7M 0.74%
896,238
-178,778
-17% -$5.67M
SJI
21
DELISTED
South Jersey Industries, Inc.
SJI
$27.9M 0.72%
785,668
-30,313
-4% -$1.05M
VIVO
22
DELISTED
Meridian Bioscience Inc
VIVO
$26.8M 0.69%
806,832
+192,712
+31% +$6.21M
MAXR
23
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$25.5M 0.65%
+492,530
New +$13.5M
TGNA
24
DELISTED
TEGNA Inc
TGNA
$25.2M 0.65%
1,190,995
-99,446
-8% -$2M
AAWW
25
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$25M 0.64%
248,496
-33,208
-12% -$3.33M
1
2 3 4 5

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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.