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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
ZFOXW
951
DELISTED
ZeroFox Holdings, Inc. Warrants
ZFOXW
$4.61K ﹤0.01%
30,444
-6,800
-18% -$1.01K
BTWNW
952
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$4.6K ﹤0.01%
40,000
– –
PEPLW
953
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$4.59K ﹤0.01%
299,999
– –
SHFSW icon
954
SHF Holdings Warrants
SHFSW
$4.55K ﹤0.01%
72,504
-20,754
-22% -$1.83K
FMIVW
955
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
$4.5K ﹤0.01%
150,000
– –
MEOAW
956
DELISTED
Minority Equality Opportunities Acquisition Inc. Warrants
MEOAW
$4.5K ﹤0.01%
100,000
– –
XFINW
957
DELISTED
ExcelFin Acquisition Corp Warrant
XFINW
$4.47K ﹤0.01%
148,965
– –
GBRGR
958
DELISTED
Goldenbridge Acquisition Limited Right
GBRGR
$4.42K ﹤0.01%
34,000
– –
EVGRW
959
DELISTED
Evergreen Corporation Warrant
EVGRW
$4.38K ﹤0.01%
350,000
– –
OPTXW icon
960
Syntec Optics Holdings Warrant
OPTXW
$16.2M
$4.36K ﹤0.01%
134,177
– –
PGSS.WS
961
DELISTED
Pegasus Digital Mobility Acquisition Corp. Redeemable Warrants
PGSS.WS
$4.3K ﹤0.01%
172,809
– –
AACIW
962
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$4.29K ﹤0.01%
138,250
– –
LFACW
963
DELISTED
LF Capital Acquisition Corp. II Warrants
LFACW
$4.27K ﹤0.01%
170,943
– –
BYNOW
964
DELISTED
byNordic Acquisition Corporation Warrant
BYNOW
$4.25K ﹤0.01%
212,497
– –
FOXWW
965
DELISTED
FoxWayne Enterprises Acquisition Corp. Warrant
FOXWW
$4.22K ﹤0.01%
50,000
– –
ENERW
966
DELISTED
Accretion Acquisition Corp Warrant
ENERW
$4.21K ﹤0.01%
224,999
– –
ACACW
967
DELISTED
Acri Capital Acquisition Corp Warrant
ACACW
$4.2K ﹤0.01%
119,998
– –
GRRRW
968
Gorilla Technology Group Warrant
GRRRW
$2.2M
$4.17K ﹤0.01%
19,849
-7,100
-26% -$2.01K
PGRWW
969
DELISTED
Progress Acquisition Corp. Warrant
PGRWW
$4.17K ﹤0.01%
66,500
– –
VBOCW
970
DELISTED
Viscogliosi Brothers Acquisition Corp Warrant
VBOCW
$4.07K ﹤0.01%
74,998
– –
JTAIW
971
DELISTED
Jet.AI Inc. Warrant
JTAIW
$4.05K ﹤0.01%
126,500
– –
COOLW
972
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$4.01K ﹤0.01%
133,333
– –
ARBGW
973
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$4.01K ﹤0.01%
143,333
– –
MLACW
974
DELISTED
Malacca Straits Acquisition Company Limited Warrants
MLACW
$4K ﹤0.01%
200,000
– –
ADEX.WS
975
DELISTED
Adit EdTech Acquisition Corp Warrants
ADEX.WS
$3.96K ﹤0.01%
65,999
– –
37 38
39
40 41

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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.