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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
SLVRW
776
DELISTED
SilverSPAC Inc. Warrant
SLVRW
$16.7K ﹤0.01%
98,777
– –
YOTAW
777
DELISTED
Yotta Acquisition Corporation Warrant
YOTAW
$16.5K ﹤0.01%
550,000
– –
SVNAW
778
DELISTED
7 Acquisition Corp Warrant
SVNAW
$16.4K ﹤0.01%
173,330
– –
ZLSWW
779
DELISTED
Zalatoris II Acquisition Corp Warrant
ZLSWW
$16.3K ﹤0.01%
100,498
– –
EFHTR
780
DELISTED
EF Hutton Acquisition Corporation I Rights
EFHTR
$15.9K ﹤0.01%
+145,000
New +$18.8K
IVCPW
781
DELISTED
Swiftmerge Acquisition Corp. Warrants
IVCPW
$15.9K ﹤0.01%
216,166
– –
PFTAW
782
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$15.9K ﹤0.01%
79,330
– –
BMAC.WS
783
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
$15.8K ﹤0.01%
431,244
– –
RBT.WS
784
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
$15.6K ﹤0.01%
343,898
-18,701
-5% -$1.57K
RACYW
785
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$15.4K ﹤0.01%
475,100
– –
AEAEW
786
DELISTED
AltEnergy Acquisition Corp Warrant
AEAEW
$15.3K ﹤0.01%
148,946
– –
IVCAW
787
DELISTED
Investcorp AI Acquisition Corp. Warrant
IVCAW
$15.3K ﹤0.01%
299,998
– –
EONR.WS
788
EON Resources Warrants
EONR.WS
$1.49M
$15K ﹤0.01%
150,000
– –
LIBYW
789
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
$15K ﹤0.01%
150,000
– –
CDAQW
790
DELISTED
Compass Digital Acquisition Corp. Warrant
CDAQW
$14.9K ﹤0.01%
186,678
– –
AIMAW
791
DELISTED
Aimfinity Investment Corp I Warrant
AIMAW
$14.8K ﹤0.01%
493,000
– –
ACAHW
792
DELISTED
Atlantic Coastal Acquisition Corp. Warrant
ACAHW
$14.8K ﹤0.01%
296,331
– –
NPABW
793
DELISTED
New Providence Acquisition Corp. II Warrant
NPABW
$14.7K ﹤0.01%
147,060
– –
UTAAW
794
DELISTED
UTA Acquisition Corporation Warrants
UTAAW
$14.7K ﹤0.01%
140,507
– –
CBRGW
795
DELISTED
Chain Bridge I Warrants
CBRGW
$14.6K ﹤0.01%
148,563
– –
ITAQW
796
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
$14.6K ﹤0.01%
182,498
– –
MOBXW icon
797
Mobix Labs Warrants
MOBXW
$766K
$14.6K ﹤0.01%
147,846
– –
GFGDW
798
DELISTED
The Growth for Good Acquisition Corporation Warrant
GFGDW
$14.5K ﹤0.01%
362,068
– –
ACAXW
799
DELISTED
Alset Capital Acquisition Corp Warrant
ACAXW
$14.3K ﹤0.01%
184,996
– –
PSQH.WS icon
800
PSQ Holdings, Inc. Warrants, Each whole warrant exercisable for 1/15th of a share of Class A common stock at an exercise price of $172.50 per share
PSQH.WS
$1.08M
$14.2K ﹤0.01%
164,603
– –
30 31
32
33 34

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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.