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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
CLOER
726
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$24K ﹤0.01%
300,000
– –
SAGAR
727
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
$24K ﹤0.01%
200,000
– –
LOCC.WS
728
DELISTED
Live Oak Crestview Climate Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOCC.WS
$24K ﹤0.01%
133,363
– –
IRRX.WS
729
DELISTED
Integrated Rail and Resources Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
IRRX.WS
$24K ﹤0.01%
171,082
– –
NNAVW
730
DELISTED
NextNav Inc Warrant
NNAVW
$23.9K ﹤0.01%
64,206
-7,582
-11% -$4.77K
ALTIW
731
DELISTED
AlTi Global Inc Warrant
ALTIW
$23.7K ﹤0.01%
46,401
-4,312
-9% -$1.85K
BRACR
732
DELISTED
Broad Capital Acquisition Corp Rights
BRACR
$23.5K ﹤0.01%
235,055
– –
FRBNW
733
DELISTED
Forbion European Acquisition Corp. Warrants
FRBNW
$23.4K ﹤0.01%
161,675
– –
GBBKW
734
DELISTED
Global Blockchain Acquisition Corp. Warrant
GBBKW
$23.4K ﹤0.01%
675,000
– –
AOGOW
735
DELISTED
Arogo Capital Acquisition Corp. Warrant
AOGOW
$23.2K ﹤0.01%
309,459
– –
TGAAW
736
DELISTED
Target Global Acquisition I Corp. Warrant
TGAAW
$22.9K ﹤0.01%
175,429
– –
VLDRW
737
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$22.8K ﹤0.01%
89,248
-10,488
-11% -$3.92K
AFARW
738
DELISTED
Aura FAT Projects Acquisition Corp Warrant
AFARW
$22.5K ﹤0.01%
690,000
– –
RRAC.WS
739
DELISTED
Rigel Resource Acquisition Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RRAC.WS
$22.3K ﹤0.01%
222,854
– –
STET.WS
740
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
$22.3K ﹤0.01%
371,187
– –
NHICW
741
DELISTED
NewHold Investment Corp. II Warrant
NHICW
$22.2K ﹤0.01%
148,965
– –
HMACR
742
DELISTED
Hainan Manaslu Acquisition Corp. Right
HMACR
$22.2K ﹤0.01%
+200,000
New +$21.7K
DHAIW
743
DELISTED
DIH Holding US Inc Warrants
DHAIW
$21.6K ﹤0.01%
977,600
– –
LBBBR
744
DELISTED
Lakeshore Acquisition II Corp. Rights
LBBBR
$21.2K ﹤0.01%
124,996
– –
CITEW
745
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$21.1K ﹤0.01%
315,175
– –
BLNGW
746
DELISTED
Belong Acquisition Corp. Warrant
BLNGW
$21K ﹤0.01%
150,000
– –
AHRNW
747
DELISTED
Ahren Acquisition Corp Warrants
AHRNW
$20.9K ﹤0.01%
261,634
– –
GWIIW
748
DELISTED
Good Works II Acquisition Corp. Warrant
GWIIW
$20.9K ﹤0.01%
287,818
– –
CXAC.WS
749
DELISTED
C5 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
CXAC.WS
$20.7K ﹤0.01%
690,886
– –
CDTTW
750
CDT Equity Inc Warrant
CDTTW
$20.7K ﹤0.01%
300,000
– –
28 29
30
31 32

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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.