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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
HMA.WS
701
DELISTED
Heartland Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
HMA.WS
$27.4K ﹤0.01%
699,998
– –
MBAC.WS
702
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$27.2K ﹤0.01%
499,999
– –
GBBKR
703
DELISTED
Global Blockchain Acquisition Corp. Right
GBBKR
$27.1K ﹤0.01%
675,000
– –
PNACR
704
DELISTED
Prime Number Acquisition I Corp. Right
PNACR
$27K ﹤0.01%
149,995
– –
THCPW
705
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$26.9K ﹤0.01%
141,360
– –
FXCOR
706
DELISTED
Financial Strategies Acquisition Corp. Rights
FXCOR
$26.4K ﹤0.01%
352,400
– –
PRLHW
707
DELISTED
Pearl Holdings Acquisition Corp Warrant
PRLHW
$26.2K ﹤0.01%
375,104
– –
KNSW.WS
708
DELISTED
KnightSwan Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
KNSW.WS
$26.2K ﹤0.01%
580,728
– –
BWAQR
709
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$26K ﹤0.01%
324,999
– –
BARK.WS
710
DELISTED
BARK Inc Warrants
BARK.WS
$26K ﹤0.01%
173,027
-5,499
-3% -$1.03K
CLINW
711
DELISTED
Clean Earth Acquisitions Corp. Warrant
CLINW
$25.6K ﹤0.01%
320,595
– –
TYGOW
712
DELISTED
Tigo Energy, Inc. Warrant
TYGOW
$25.5K ﹤0.01%
105,748
– –
ASCBR
713
DELISTED
A SPAC II Acquisition Corp. Right
ASCBR
$25.5K ﹤0.01%
424,997
– –
FZT.WS
714
DELISTED
FAST Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FZT.WS
$25.1K ﹤0.01%
37,525
– –
SCUA.WS
715
DELISTED
Sculptor Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SCUA.WS
$25.1K ﹤0.01%
485,033
– –
TENKR
716
DELISTED
TenX Keane Acquisition Right
TENKR
$25K ﹤0.01%
+125,000
New +$21.8K
MOBVW
717
DELISTED
Mobiv Acquisition Corp Warrant
MOBVW
$24.9K ﹤0.01%
+415,000
New +$31.2K
VGASW icon
718
Verde Clean Fuels Warrant
VGASW
$518K
$24.9K ﹤0.01%
226,125
– –
LVWR.WS icon
719
LiveWire Group Warrants
LVWR.WS
$10.2M
$24.8K ﹤0.01%
90,064
-68,706
-43% -$24.4K
TWCBW
720
DELISTED
Bilander Acquisition Corp. Warrant
TWCBW
$24.6K ﹤0.01%
136,817
– –
APN.WS
721
DELISTED
Apeiron Capital Investment Corp. Redeemable Warrants
APN.WS
$24.6K ﹤0.01%
164,129
– –
KACLR
722
DELISTED
Kairous Acquisition Corp. Limited Rights
KACLR
$24.6K ﹤0.01%
187,496
– –
JUN.WS
723
DELISTED
Juniper II Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
JUN.WS
$24.4K ﹤0.01%
149,083
– –
ALSAR
724
DELISTED
Alpha Star Acquisition Corp Rights
ALSAR
$24.3K ﹤0.01%
200,000
– –
HWELW
725
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
$24.1K ﹤0.01%
300,750
– –
27 28
29
30 31

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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.