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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
ACRO.WS
676
DELISTED
Acropolis Infrastructure Acquisition Corp Warrants
ACRO.WS
$33.9K ﹤0.01%
282,327
– –
ARTEW
677
DELISTED
Artemis Strategic Investment Corporation Warrant
ARTEW
$33.8K ﹤0.01%
249,999
– –
ICNC.WS
678
DELISTED
Iconic Sports Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ICNC.WS
$33.2K ﹤0.01%
246,868
– –
AQUNR
679
DELISTED
Aquaron Acquisition Corp. Rights
AQUNR
$33K ﹤0.01%
+150,000
New +$35.6K
GOGN.WS
680
DELISTED
GoGreen Investments Corporation Redeemable Warrants
GOGN.WS
$32.6K ﹤0.01%
98,745
– –
ENERR
681
DELISTED
Accretion Acquisition Corp Right
ENERR
$32.6K ﹤0.01%
449,997
– –
MPACR
682
DELISTED
Model Performance Acquisition Corp. Right
MPACR
$32.4K ﹤0.01%
60,000
– –
ADALW
683
DELISTED
Anthemis Digital Acquisitions I Corp Warrant
ADALW
$32.4K ﹤0.01%
359,631
– –
BIOSW
684
DELISTED
BioPlus Acquisition Corp. Warrants
BIOSW
$31.2K ﹤0.01%
311,977
– –
RFACR
685
DELISTED
RF Acquisition Corp. Rights
RFACR
$30.8K ﹤0.01%
385,000
– –
AXAC.RT
686
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Rights to receive one-tenth (1/10) of one Class A ordinary share
AXAC.RT
$30.8K ﹤0.01%
300,000
– –
AIRJW
687
AirJoule Technologies Warrant
AIRJW
$63.7M
$30.6K ﹤0.01%
435,239
– –
SZZLW
688
DELISTED
Sizzle Acquisition Corp. Warrant
SZZLW
$30K ﹤0.01%
99,997
– –
FLFVR
689
DELISTED
Feutune Light Acquisition Corporation Right
FLFVR
$30K ﹤0.01%
370,000
– –
IGTAR
690
DELISTED
Inception Growth Acquisition Limited Rights
IGTAR
$29.7K ﹤0.01%
299,994
– –
IVCBW
691
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$29.5K ﹤0.01%
654,798
– –
MRDB.WS
692
DELISTED
MariaDB plc Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50 per share
MRDB.WS
$29.4K ﹤0.01%
+82,053
New +$32K
GFGDR
693
DELISTED
The Growth for Good Acquisition Corporation Right
GFGDR
$29K ﹤0.01%
724,136
– –
CNDA.WS
694
DELISTED
Concord Acquisition Corp II Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CNDA.WS
$28.6K ﹤0.01%
247,354
– –
MCACR
695
DELISTED
Monterey Capital Acquisition Corporation Rights
MCACR
$28.5K ﹤0.01%
300,000
– –
SMIHW
696
DELISTED
Summit Healthcare Acquisition Corp. Warrant
SMIHW
$28.3K ﹤0.01%
100,000
– –
ADERW
697
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$28K ﹤0.01%
100,000
– –
CYCUW
698
Cycurion Inc Warrant
CYCUW
$198K
$27.9K ﹤0.01%
430,000
– –
EVEX.WS icon
699
Eve Holding Inc Warrants
EVEX.WS
$45.1M
$27.9K ﹤0.01%
111,792
-7,800
-7% -$2.71K
ETHZW
700
DELISTED
ETHZilla Corp Warrant
ETHZW
$27.6K ﹤0.01%
436,146
-59,842
-12% -$3.11K
26 27
28
29 30

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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.