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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
FRXB.WS
876
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
$8.15K ﹤0.01%
24,399
– –
PSPC.WS
877
DELISTED
Post Holdings Partnering Corporation Redeemable Warrants, each whole warrant exercisable for one share of Series A common stock at an exercise price of $11.50
PSPC.WS
$8K ﹤0.01%
100,000
– –
WAVC.WS
878
DELISTED
Waverley Capital Acquisition Corp. 1 Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
WAVC.WS
$7.93K ﹤0.01%
173,864
– –
FHLTW
879
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$7.93K ﹤0.01%
113,243
– –
LGVCW
880
DELISTED
LAMF Global Ventures Corp. I Warrant
LGVCW
$7.92K ﹤0.01%
99,042
– –
GEEXW
881
DELISTED
Games & Esports Experience Acquisition Corp. Warrants
GEEXW
$7.82K ﹤0.01%
259,827
– –
ZEOWW
882
Zeo Energy Corp Warrants
ZEOWW
$160K
$7.77K ﹤0.01%
271,664
– –
AAGRW
883
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$7.73K ﹤0.01%
117,164
– –
IGACW
884
DELISTED
IG Acquisition Corp. Warrant
IGACW
$7.72K ﹤0.01%
312,500
– –
CFIVW
885
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$7.7K ﹤0.01%
99,998
– –
KACLW
886
DELISTED
Kairous Acquisition Corp. Limited Warrants
KACLW
$7.59K ﹤0.01%
93,748
– –
GSDWW
887
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$7.54K ﹤0.01%
150,750
– –
OCEAW
888
DELISTED
Ocean Biomediacal, Inc. Warrants
OCEAW
$7.5K ﹤0.01%
49,997
– –
USCTW
889
DELISTED
Roth CH Acquisition Co. Warrant
USCTW
$7.5K ﹤0.01%
345,633
– –
AERTW
890
Aeries Technology Warrant
AERTW
$7.43K ﹤0.01%
246,865
– –
BZAIW
891
Blaize Holdings Warrants
BZAIW
$6.89M
$7.43K ﹤0.01%
1,217,571
– –
ENTFW
892
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Warrant
ENTFW
$7.41K ﹤0.01%
246,969
– –
PHYT.WS
893
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$7.41K ﹤0.01%
98,756
– –
GLSTW
894
DELISTED
Global Star Acquisition, Inc. Warrants
GLSTW
$7.29K ﹤0.01%
+210,000
New +$8.42K
MAQCW
895
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$7.21K ﹤0.01%
200,155
– –
LJAQW
896
DELISTED
LightJump Acquisition Corporation Warrant
LJAQW
$7.2K ﹤0.01%
48,677
-1,323
-3% -$78
DECAW
897
DELISTED
Denali Capital Acquisition Corp. Warrant
DECAW
$7.16K ﹤0.01%
168,412
– –
NCACW
898
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
$7.11K ﹤0.01%
148,125
– –
TCOA.WS
899
DELISTED
Zalatoris Acquisition Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
TCOA.WS
$7.09K ﹤0.01%
177,248
– –
LIONW
900
DELISTED
Lionheart III Corp Warrant
LIONW
$7.06K ﹤0.01%
147,383
– –
34 35
36
37 38

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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.