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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
JGGCW
651
DELISTED
Jaguar Global Growth Corporation I Warrant
JGGCW
$45K ﹤0.01%
749,998
– –
GIACW
652
DELISTED
Gesher I Acquisition Corp. Warrants
GIACW
$45K ﹤0.01%
89,999
– –
KCGI.WS
653
DELISTED
Kensington Capital Acquisition Corp. V Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
KCGI.WS
$44.8K ﹤0.01%
263,625
– –
DTRTW
654
DELISTED
DTRT Health Acquisition Corp. Warrant
DTRTW
$44.7K ﹤0.01%
148,984
– –
GSRMR
655
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
$44.1K ﹤0.01%
46,869
– –
JWACR
656
DELISTED
Jupiter Wellness Acquisition Corp. Right
JWACR
$44K ﹤0.01%
439,988
– –
ABPWW
657
DELISTED
Abpro Holdings Warrant
ABPWW
$43.9K ﹤0.01%
674,999
– –
SEDA.WS
658
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$43.5K ﹤0.01%
271,724
– –
EOSEW
659
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$40.9K ﹤0.01%
163,613
-4,242
-3% -$1.25K
GCTS.WS
660
GCT Semiconductor Holding Warrants
GCTS.WS
$15M
$40.6K ﹤0.01%
596,337
– –
OABIW icon
661
OmniAb Inc Warrant
OABIW
$40.2K ﹤0.01%
73,015
-10,817
-13% -$5.5K
RWODR
662
DELISTED
Redwoods Acquisition Corp. Rights
RWODR
$40K ﹤0.01%
250,000
– –
NUBIW
663
DELISTED
Nubia Brand International Corp. Warrant
NUBIW
$39.6K ﹤0.01%
494,497
– –
BURU.WS
664
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$38.4K ﹤0.01%
549,000
-1,000
-0.2% -$64
MSSAR
665
DELISTED
Metal Sky Star Acquisition Corporation Right
MSSAR
$37.8K ﹤0.01%
445,000
– –
RONI.WS
666
DELISTED
Rice Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
RONI.WS
$37.8K ﹤0.01%
30,248
– –
CORS.WS
667
DELISTED
Corsair Partnering Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CORS.WS
$37.4K ﹤0.01%
113,998
– –
STR.WS
668
DELISTED
Sitio Royalties Corp.
STR.WS
$37K ﹤0.01%
+322,132
New +$50.7K
GLSTR
669
DELISTED
Global Star Acquisition, Inc. Right
GLSTR
$36.3K ﹤0.01%
+210,000
New +$22.6K
LNZAW icon
670
LanzaTech Global Warrant
LNZAW
$3.9M
$36.2K ﹤0.01%
150,750
– –
TGVCW
671
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$36K ﹤0.01%
600,000
– –
BFAC.WS
672
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$35.9K ﹤0.01%
565,829
– –
RNERW
673
DELISTED
Mount Rainier Acquisition Corp. Warrant
RNERW
$35.8K ﹤0.01%
198,614
– –
ATEK.WS
674
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$34.9K ﹤0.01%
877,029
– –
BLEUR
675
DELISTED
bleuacacia ltd Rights
BLEUR
$34.7K ﹤0.01%
346,610
– –
25 26
27
28 29

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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.