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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
FXCOW
901
DELISTED
Financial Strategies Acquisition Corp. Warrants
FXCOW
$7.05K ﹤0.01%
352,400
– –
BNZIW icon
902
Banzai International Warrant
BNZIW
$131K
$7K ﹤0.01%
100,000
– –
AAC.WS
903
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
$6.99K ﹤0.01%
14,999
– –
BPACW
904
DELISTED
Bullpen Parlay Acquisition Company Warrant
BPACW
$6.94K ﹤0.01%
346,951
– –
IFIN.WS
905
DELISTED
InFinT Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per whole share
IFIN.WS
$6.93K ﹤0.01%
86,649
– –
LITTW
906
DELISTED
Logistics Innovation Technologies Corp. Warrant
LITTW
$6.78K ﹤0.01%
169,078
– –
SOAR.WS
907
DELISTED
Volato Group, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SOAR.WS
$6.75K ﹤0.01%
219,985
– –
APMIW
908
DELISTED
AxonPrime Infrastructure Acquisition Corporation Warrants
APMIW
$6.74K ﹤0.01%
167,165
– –
NFNT.WS
909
DELISTED
Infinite Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFNT.WS
$6.53K ﹤0.01%
98,901
– –
EMCGW
910
DELISTED
Embrace Change Acquisition Corp Warrants
EMCGW
$6.5K ﹤0.01%
+200,000
New +$7.6K
LFLYW
911
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$6.45K ﹤0.01%
160,869
-5,217
-3% -$507
BRIVW
912
DELISTED
B. Riley Principal 250 Merger Corp. Warrant
BRIVW
$6.44K ﹤0.01%
214,059
– –
BREZW
913
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$6.38K ﹤0.01%
100,000
– –
SUAC.WS
914
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
$6.36K ﹤0.01%
318,181
– –
BSAQ.WS
915
DELISTED
Black Spade Acquisition Co Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BSAQ.WS
$6.25K ﹤0.01%
125,000
– –
ZCARW
916
DELISTED
Zoomcar Holdings, Inc. Warrants
ZCARW
$6.22K ﹤0.01%
246,891
– –
MLAIW
917
DELISTED
McLaren Technology Acquisition Corp. Warrant
MLAIW
$6.21K ﹤0.01%
248,473
– –
FIACW
918
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$6.21K ﹤0.01%
124,124
– –
GLTA.WS
919
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
$6.19K ﹤0.01%
86,939
– –
PUCKW
920
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$6.18K ﹤0.01%
128,000
– –
IRAAW
921
DELISTED
Iris Acquisition Corp Warrant
IRAAW
$6.18K ﹤0.01%
81,273
– –
ORIAW
922
DELISTED
Orion Biotech Opportunities Corp. Warrant
ORIAW
$6.07K ﹤0.01%
40,000
– –
SNRHW
923
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$6.01K ﹤0.01%
99,999
– –
AISPW
924
Airship AI Holdings Warrants
AISPW
$15.6M
$6K ﹤0.01%
75,000
– –
IGTAW
925
DELISTED
Inception Growth Acquisition Limited Warrants
IGTAW
$6K ﹤0.01%
149,997
– –
35 36
37
38 39

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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.