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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
CPAQW
801
DELISTED
Counter Press Acquisition Corporation Warrant
CPAQW
$14.1K ﹤0.01%
234,165
– –
MCAFR
802
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$14K ﹤0.01%
200,290
– –
AWINW
803
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$14K ﹤0.01%
214,872
– –
OTMOW
804
DELISTED
Otonomo Technologies Ltd. Warrant
OTMOW
$13.9K ﹤0.01%
466,969
-4,100
-0.9% -$121
HOFVW
805
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$13.8K ﹤0.01%
294,596
-7,061
-2% -$439
VMCAW
806
DELISTED
Valuence Merger Corp. I Warrant
VMCAW
$13.8K ﹤0.01%
249,998
– –
CTAQW
807
DELISTED
Carney Technology Acquisition Corp. II Warrant
CTAQW
$13.6K ﹤0.01%
203,046
– –
JAQCW
808
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
$13.5K ﹤0.01%
225,750
– –
CHEAW
809
DELISTED
Chenghe Acquisition Co. Warrant
CHEAW
$13.5K ﹤0.01%
225,199
– –
PNST.WS
810
DELISTED
Pinstripes Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
PNST.WS
$13.4K ﹤0.01%
537,496
– –
SHAP.WS
811
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
$13.2K ﹤0.01%
327,419
– –
GFX.WS
812
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
$13.1K ﹤0.01%
87,500
– –
BREZR
813
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$13K ﹤0.01%
100,000
– –
INTEW
814
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$12.8K ﹤0.01%
172,002
– –
ASCAR
815
DELISTED
A SPAC I Acquisition Corp. Right
ASCAR
$12.7K ﹤0.01%
149,994
– –
PPHPR
816
DELISTED
PHP Ventures Acquisition Corp. Rights
PPHPR
$12.5K ﹤0.01%
71,500
– –
LCAHW
817
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$12.5K ﹤0.01%
125,000
– –
WEL.WS
818
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$12.4K ﹤0.01%
248,748
– –
MTVC.WS
819
DELISTED
Motive Capital Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
MTVC.WS
$12.3K ﹤0.01%
305,990
– –
CIIGW
820
DELISTED
CIIG Capital Partners II, Inc. Warrant
CIIGW
$12.3K ﹤0.01%
174,998
– –
AVACW
821
DELISTED
Avalon Acquisition Inc. Warrant
AVACW
$12.2K ﹤0.01%
187,493
– –
VMGAW
822
DELISTED
VMG Consumer Acquisition Corp. Warrant
VMGAW
$12.1K ﹤0.01%
302,716
– –
BCSAW
823
DELISTED
Blockchain Coinvestors Acquisition Corp. I Warrant
BCSAW
$11.9K ﹤0.01%
198,552
– –
BSGAR
824
DELISTED
Blue Safari Group Acquisition Corp. Right
BSGAR
$11.8K ﹤0.01%
100,100
– –
GRMLW
825
Greenland Mines Ltd Warrant
GRMLW
$11.8K ﹤0.01%
250,000
– –
31 32
33
34 35

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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.