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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
SBCWW
751
SBC Medical Group Warrants
SBCWW
$2.99M
$20.7K ﹤0.01%
+375,000
New +$17.4K
HZON.WS
752
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$20.5K ﹤0.01%
49,999
– –
EMCGR
753
DELISTED
Embrace Change Acquisition Corp Rights
EMCGR
$20.2K ﹤0.01%
+200,000
New +$19.3K
NETC.WS
754
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$20.2K ﹤0.01%
347,945
– –
BOCNW
755
DELISTED
Blue Ocean Acquisition Corp Warrants
BOCNW
$20.2K ﹤0.01%
268,786
– –
VSEEW
756
VSee Health Warrant
VSEEW
$248K
$19.8K ﹤0.01%
200,000
– –
GDNRW
757
DELISTED
Gardiner Healthcare Acquisitions Corp. Warrant
GDNRW
$19.5K ﹤0.01%
150,000
– –
EVE.WS
758
DELISTED
EVe Mobility Acquisition Corp Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EVE.WS
$19.5K ﹤0.01%
389,271
– –
ACAQ.WS
759
DELISTED
Athena Consumer Acquisition Corp. Redeemable warrants included as part of the units, each whole warrant exercisable for one share of Class A common stock for $11.50 per share
ACAQ.WS
$19.3K ﹤0.01%
165,733
– –
HTOOW
760
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$19.2K ﹤0.01%
20,919
-20,495
-49% -$22.3K
ZPTAW
761
DELISTED
Zapata Computing Holdings Inc. Warrant
ZPTAW
$18.8K ﹤0.01%
267,473
– –
CONXW
762
DELISTED
CONX Corp. Warrant
CONXW
$18.8K ﹤0.01%
124,999
– –
DMAQR
763
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
$18.8K ﹤0.01%
375,000
– –
XAGEW
764
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$18.7K ﹤0.01%
112,500
– –
EUDAW icon
765
EUDA Health Holdings Warrant
EUDAW
$218K
$18.6K ﹤0.01%
232,148
-17,852
-7% -$5.01K
SHUAW
766
DELISTED
SHUAA Partners Acquisition Corp I Warrant
SHUAW
$18.1K ﹤0.01%
199,997
– –
PMGMW
767
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$18.1K ﹤0.01%
120,504
– –
BRD.WS
768
DELISTED
Beard Energy Transition Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
BRD.WS
$17.6K ﹤0.01%
219,912
– –
OSI.WS
769
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$17.6K ﹤0.01%
427,320
– –
AIBBR
770
DELISTED
AIB Acquisition Corp Right
AIBBR
$17.4K ﹤0.01%
150,000
– –
TRTL.WS
771
DELISTED
TortoiseEcofin Acquisition Corp. III Warrant, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TRTL.WS
$17.4K ﹤0.01%
86,819
– –
SATX.WS.A
772
DELISTED
SatixFy Communications Ltd.
SATX.WS.A
$17.4K ﹤0.01%
+61,982
New +$26K
TETEW
773
DELISTED
Technology & Telecommunication Acquisition Corporation Warrant
TETEW
$17.2K ﹤0.01%
571,426
– –
HAIAW
774
DELISTED
Healthcare AI Acquisition Corp. Warrants
HAIAW
$17.1K ﹤0.01%
284,579
– –
FLDDW
775
Fold Holdings Warrant
FLDDW
$1.3M
$17.1K ﹤0.01%
341,217
– –
29 30
31
32 33

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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.