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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
HPX.WS
626
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$63K ﹤0.01%
150,000
– –
TPBAW
627
DELISTED
TPB Acquisition Corporation I Warrant
TPBAW
$63K ﹤0.01%
133,832
– –
SVIIW
628
DELISTED
Spring Valley Acquisition Corp II Warrant
SVIIW
$58.8K ﹤0.01%
+235,373
New +$46.2K
AIIOW
629
Robo.ai Inc Warrant
AIIOW
$497K
$57.1K ﹤0.01%
+197,214
New +$59.2K
LATGW
630
DELISTED
LatAmGrowth SPAC Warrants
LATGW
$56.5K ﹤0.01%
564,999
– –
ZTAQW
631
DELISTED
Zimmer Energy Transition Acquisition Corp. Warrants
ZTAQW
$56.4K ﹤0.01%
296,998
– –
RENEW
632
DELISTED
Cartesian Growth Corporation II Warrant
RENEW
$56.4K ﹤0.01%
266,664
– –
GATEW
633
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$56K ﹤0.01%
1,399,998
– –
CPAAW
634
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
$55.9K ﹤0.01%
375,497
– –
ACAXR
635
DELISTED
Alset Capital Acquisition Corp Right
ACAXR
$55.5K ﹤0.01%
369,992
– –
HCVIW
636
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$54.7K ﹤0.01%
566,664
– –
PLAOW
637
DELISTED
Patria Latin American Opportunity Acquisition Corp. Warrant
PLAOW
$54K ﹤0.01%
599,997
– –
ASBPW
638
Aspire Biopharma Warrant
ASBPW
$579K
$53.6K ﹤0.01%
669,998
– –
MTAL.WS
639
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$53.4K ﹤0.01%
108,831
– –
CSLMR
640
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$52.9K ﹤0.01%
754,837
– –
ABLLW
641
DELISTED
Abacus Life Warrant
ABLLW
$52.5K ﹤0.01%
300,000
– –
KYCHR
642
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$51.8K ﹤0.01%
714,997
– –
TGR.WS
643
DELISTED
Kimbell Tiger Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TGR.WS
$51.3K ﹤0.01%
569,997
– –
NFYS.WS
644
DELISTED
Enphys Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFYS.WS
$49.5K ﹤0.01%
549,999
– –
SKGRW
645
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$49K ﹤0.01%
489,999
– –
SPCMW
646
DELISTED
Sound Point Acquisition Corp I, Ltd Warrant
SPCMW
$49K ﹤0.01%
489,999
– –
PPYAW
647
DELISTED
Papaya Growth Opportunity Corp. I Warrant
PPYAW
$48.7K ﹤0.01%
612,496
– –
LIVBW
648
DELISTED
LIV Capital Acquisition Corp. II Warrants
LIVBW
$48.6K ﹤0.01%
539,991
– –
CLRCR
649
DELISTED
ClimateRock Right
CLRCR
$48K ﹤0.01%
399,998
– –
BTMWW
650
DELISTED
Bitcoin Depot Inc Warrant
BTMWW
$47.9K ﹤0.01%
750,000
– –
24 25
26
27 28

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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.