We are live on ! Find out more
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
TRCA
601
DELISTED
Twin Ridge Capital Acquisition Corp.
TRCA
$122K ﹤0.01%
12,108
– –
GRNT.WS
602
DELISTED
Granite Ridge Resources, Inc. Warrants to purchase Common Stock, each whole warrant exercisable for one share of common stock at an exercise price of $11.50 per share
GRNT.WS
$120K ﹤0.01%
+104,118
New +$111K
AGD
603
abrdn Global Dynamic Dividend Fund
AGD
$317M
$108K ﹤0.01%
+11,407
New +$104K
GRX
604
Gabelli Healthcare & Wellness Trust
GRX
$143M
$104K ﹤0.01%
+10,096
New +$101K
NOTE.WS
605
DELISTED
FiscalNote Holdings Warrants
NOTE.WS
$102K ﹤0.01%
83,151
-29,989
-27% -$30.3K
SLND.WS icon
606
Southland Holdings Warrants
SLND.WS
$1.54M
$102K ﹤0.01%
232,282
– –
LUNRW
607
DELISTED
Intuitive Machines, Inc. Warrants
LUNRW
$98.2K ﹤0.01%
374,998
– –
DCRDW
608
DELISTED
Decarbonization Plus Acquisition Corporation IV Warrant
DCRDW
$95.7K ﹤0.01%
150,749
– –
INVZW
609
DELISTED
Innoviz Technologies Warrant
INVZW
$91.2K ﹤0.01%
62,904
-23,759
-27% -$43.1K
VWEWW
610
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$91.2K ﹤0.01%
304,021
-55,643
-15% -$19.3K
HYB
611
DELISTED
New America High Income Fund, Inc.
HYB
$91.1K ﹤0.01%
+13,801
New +$92.7K
JGGCR
612
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
$90.2K ﹤0.01%
1,499,996
– –
CHW
613
Calamos Global Dynamic Income Fund
CHW
$538M
$85.5K ﹤0.01%
+15,325
New +$89.6K
SVIIR
614
DELISTED
Spring Valley Acquisition Corp II Rights
SVIIR
$80K ﹤0.01%
+470,748
New +$76.1K
NVACR
615
DELISTED
NorthView Acquisition Corporation Rights
NVACR
$77.6K ﹤0.01%
450,000
– –
ROCAR
616
DELISTED
ROC Energy Acquisition Corp. Rights
ROCAR
$75.8K ﹤0.01%
473,477
– –
LSEAW
617
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$74K ﹤0.01%
779,427
-4,770
-0.6% -$602
CLINR
618
DELISTED
Clean Earth Acquisitions Corp. Right
CLINR
$73.7K ﹤0.01%
641,192
– –
BROGW
619
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$71.9K ﹤0.01%
359,337
-9,000
-2% -$2.12K
EVF
620
Eaton Vance Senior Income Trust
EVF
$90.1M
$69.6K ﹤0.01%
13,202
– –
FLYX.WS icon
621
flyExclusive Inc Warrants
FLYX.WS
$66.6K ﹤0.01%
344,940
– –
YOTAR
622
DELISTED
Yotta Acquisition Corporation Right
YOTAR
$66K ﹤0.01%
550,000
– –
SOC.WS
623
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$65K ﹤0.01%
99,999
– –
VCXB.WS
624
DELISTED
10X Capital Venture Acquisition Corp III Warrants
VCXB.WS
$65K ﹤0.01%
812,499
– –
CMPOW
625
DELISTED
CompoSecure Inc Warrant
CMPOW
$64.3K ﹤0.01%
91,909
-61,336
-40% -$45.7K
23 24
25
26 27

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.