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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
OTECW
851
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$10K ﹤0.01%
257,010
– –
ROSEW
852
DELISTED
Rose Hill Acquisition Corporation Warrant
ROSEW
$10K ﹤0.01%
99,999
– –
HMACW
853
DELISTED
Hainan Manaslu Acquisition Corp. Warrant
HMACW
$10K ﹤0.01%
+200,000
New +$6.9K
GDSTR
854
DELISTED
Goldenstone Acquisition Limited Rights
GDSTR
$9.9K ﹤0.01%
110,000
– –
TRAQ.WS
855
DELISTED
Trine II Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRAQ.WS
$9.89K ﹤0.01%
123,806
– –
CNGLW
856
DELISTED
Canna-Global Acquisition Corp Warrant
CNGLW
$9.89K ﹤0.01%
496,844
– –
KYCHW
857
DELISTED
Keyarch Acquisition Corporation Warrant
KYCHW
$9.83K ﹤0.01%
357,498
– –
CEROW
858
DELISTED
CERo Therapeutics Warrants
CEROW
$9.82K ﹤0.01%
249,998
– –
ENCPW
859
DELISTED
Energem Corp Warrant
ENCPW
$9.74K ﹤0.01%
125,000
– –
PRENW
860
Prenetics Global Ltd Warrant
PRENW
$136K
$9.66K ﹤0.01%
60,383
-2,693
-4% -$746
AFTR.WS
861
DELISTED
AfterNext HealthTech Acquisition Corp Warrants
AFTR.WS
$9.41K ﹤0.01%
125,497
– –
DMYY.WS
862
DELISTED
dMY Squared Technology Group Warrants
DMYY.WS
$9.39K ﹤0.01%
+22,948
New +$7.72K
GENQW
863
DELISTED
Genesis Unicorn Capital Corp. Warrants
GENQW
$9.34K ﹤0.01%
207,500
– –
NOVVR
864
DELISTED
Nova Vision Acquisition Corp. Rights
NOVVR
$9.18K ﹤0.01%
76,500
– –
RCFA.WS
865
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$9.15K ﹤0.01%
123,802
– –
ASCBW
866
DELISTED
A SPAC II Acquisition Corp. Warrant
ASCBW
$9.03K ﹤0.01%
212,498
– –
EOCW.WS
867
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
$9K ﹤0.01%
100,000
– –
ADOCR
868
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$8.99K ﹤0.01%
100,000
– –
PEGRW
869
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$8.89K ﹤0.01%
222,320
– –
BWACW
870
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
$8.87K ﹤0.01%
90,000
– –
FICVW
871
DELISTED
Frontier Investment Corp Warrants
FICVW
$8.86K ﹤0.01%
149,111
– –
TRIS.WS
872
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$8.4K ﹤0.01%
331,979
– –
MSAIW icon
873
MultiSensor AI Holdings Warrant
MSAIW
$656K
$8.23K ﹤0.01%
149,999
– –
HCMAW
874
DELISTED
HCM Acquisition Corp Warrant
HCMAW
$8.2K ﹤0.01%
502,881
– –
NGC.WS
875
DELISTED
Northern Genesis Acquisition Corp. III Redeemable Warrants, each whole warrant exercisable for shares of common stock at an exercise price of $11.50 per share
NGC.WS
$8.2K ﹤0.01%
97,706
– –
33 34
35
36 37

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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.