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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
TMPOW
926
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$5.68K ﹤0.01%
96,500
-3,500
-4% -$387
FRLAW
927
DELISTED
Fortune Rise Acquisition Corporation Warrant
FRLAW
$5.59K ﹤0.01%
159,644
– –
ALTUW
928
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$5.54K ﹤0.01%
135,000
– –
BNIXR
929
DELISTED
Bannix Acquisition Corp. Right
BNIXR
$5.53K ﹤0.01%
65,000
– –
TETCW
930
DELISTED
Tech and Energy Transition Corporation Warrant
TETCW
$5.52K ﹤0.01%
166,666
– –
PLMJW
931
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$5.5K ﹤0.01%
124,999
– –
TLGYW
932
DELISTED
TLGY Acquisition Corporation Warrant
TLGYW
$5.36K ﹤0.01%
288,202
– –
BWCAW
933
DELISTED
Blue Whale Acquisition Corp I Warrant
BWCAW
$5.3K ﹤0.01%
74,351
– –
WTMAR
934
DELISTED
Welsbach Technology Metals Acquisition Corp. one right to receive 1/10th of a share of common stock
WTMAR
$5.29K ﹤0.01%
26,469
– –
ONYXW
935
DELISTED
Onyx Acquisition Co. I Warrant
ONYXW
$5.21K ﹤0.01%
148,568
– –
ALORW
936
DELISTED
ALSP Orchid Acquisition Corp I Warrant
ALORW
$5.2K ﹤0.01%
148,542
– –
TLSIW icon
937
TriSalus Life Sciences Warrant
TLSIW
$25.5M
$5K ﹤0.01%
66,665
– –
AVHIW
938
DELISTED
Achari Ventures Holdings Corp I Warrant
AVHIW
$5K ﹤0.01%
100,000
– –
OHAAW
939
DELISTED
OPY Acquisition Corp. I Warrant
OHAAW
$4.98K ﹤0.01%
99,288
– –
ABVEW
940
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$4.91K ﹤0.01%
81,833
– –
VLATW
941
DELISTED
Valor Latitude Acquisition Corp. Warrant
VLATW
$4.9K ﹤0.01%
163,332
– –
LCW.WS
942
DELISTED
Learn CW Investment Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
LCW.WS
$4.88K ﹤0.01%
81,364
– –
PNACW
943
DELISTED
Prime Number Acquisition I Corp. Warrant
PNACW
$4.88K ﹤0.01%
74,997
– –
JCICW
944
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$4.87K ﹤0.01%
23,190
– –
RAMMW
945
DELISTED
Aries I Acquisition Corporation
RAMMW
$4.86K ﹤0.01%
90,505
– –
MCAAW
946
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$4.83K ﹤0.01%
160,949
– –
RFACW
947
DELISTED
RF Acquisition Corp. Warrants
RFACW
$4.81K ﹤0.01%
385,000
– –
ARCKW
948
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Warrants
ARCKW
$4.69K ﹤0.01%
115,848
– –
ML.WS
949
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
$4.66K ﹤0.01%
113,478
-35,177
-24% -$3.68K
CFFSW
950
DELISTED
CF Acquisition Corp. VII Warrant
CFFSW
$4.63K ﹤0.01%
144,644
– –
36 37
38
39 40

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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.