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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
SNAXW
826
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$11.6K ﹤0.01%
232,773
-4,805
-2% -$282
MCACW
827
DELISTED
Monterey Capital Acquisition Corporation Warrants
MCACW
$11.4K ﹤0.01%
300,000
– –
CSLMW
828
DELISTED
CSLM Acquisition Corp. Warrant
CSLMW
$11.3K ﹤0.01%
377,418
– –
WALDW icon
829
Waldencast PLC Warrant
WALDW
$4.53M
$11.3K ﹤0.01%
18,253
-5,858
-24% -$3.98K
WRAC.WS
830
DELISTED
Williams Rowland Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
WRAC.WS
$11.3K ﹤0.01%
249,999
– –
ZURAW
831
DELISTED
Zura Bio Limited Warrants
ZURAW
$11.3K ﹤0.01%
75,000
– –
FGMCW
832
DELISTED
FG Merger Corp. Warrant
FGMCW
$11.3K ﹤0.01%
224,990
– –
MSSAW
833
DELISTED
Metal Sky Star Acquisition Corporation Warrant
MSSAW
$11.1K ﹤0.01%
445,000
– –
FLFVW
834
DELISTED
Feutune Light Acquisition Corporation Warrant
FLFVW
$11.1K ﹤0.01%
370,000
– –
NKGNW
835
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$11.1K ﹤0.01%
130,528
– –
PORT.WS
836
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$11.1K ﹤0.01%
486,950
– –
BHACW
837
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$11K ﹤0.01%
99,999
– –
COEPW
838
DELISTED
Coeptis Therapeutics Warrants
COEPW
$10.8K ﹤0.01%
108,261
-21,739
-17% -$1.45K
NVACW
839
DELISTED
NorthView Acquisition Corporation Warrant
NVACW
$10.7K ﹤0.01%
224,997
– –
ALVOW icon
840
Alvotech Warrant
ALVOW
$45.3M
$10.6K ﹤0.01%
11,394
-10,604
-48% -$7.34K
APCA.WS
841
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$10.5K ﹤0.01%
131,419
– –
CLRCW
842
DELISTED
ClimateRock Warrant
CLRCW
$10.5K ﹤0.01%
199,999
– –
NBSTW
843
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$10.5K ﹤0.01%
150,000
– –
AXAC.WS
844
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AXAC.WS
$10.5K ﹤0.01%
300,000
– –
GIA.WS
845
DELISTED
GigCapital 5, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
GIA.WS
$10.5K ﹤0.01%
300,000
– –
DMYS.WS
846
DELISTED
dMY Technology Group, Inc. VI Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DMYS.WS
$10.4K ﹤0.01%
99,298
– –
BOAC.WS
847
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$10.4K ﹤0.01%
65,000
– –
GAQ.WS
848
DELISTED
Generation Asia I Acquisition Limited Redeemable Warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GAQ.WS
$10.1K ﹤0.01%
229,698
– –
GLLIR
849
DELISTED
Globalink Investment Inc. Rights
GLLIR
$10.1K ﹤0.01%
200,000
– –
HCNEW
850
DELISTED
Jaws Hurricane Acquisition Corp. Warrant
HCNEW
$10K ﹤0.01%
62,499
– –
32 33
34
35 36

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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.