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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
NIRWW
976
DELISTED
Near Intelligence, Inc. Warrant
NIRWW
$3.96K ﹤0.01%
49,999
– –
ADOCW
977
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$3.95K ﹤0.01%
100,000
– –
ESM.WS
978
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$3.88K ﹤0.01%
33,332
– –
DUETW
979
DELISTED
DUET Acquisition Corp. Warrant
DUETW
$3.83K ﹤0.01%
255,460
– –
MITAW
980
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$3.8K ﹤0.01%
86,289
– –
CPUH.WS
981
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$3.79K ﹤0.01%
33,724
– –
SKYAW
982
DELISTED
Skydeck Acquisition Corp. Warrants
SKYAW
$3.75K ﹤0.01%
124,999
– –
REVEW
983
DELISTED
Alpine Acquisition Corp Warrant
REVEW
$3.75K ﹤0.01%
37,499
– –
CMCAW
984
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$3.73K ﹤0.01%
185,574
– –
ROCLW
985
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$3.68K ﹤0.01%
92,079
– –
FNVTW
986
DELISTED
Finnovate Acquisition Corp. Warrants
FNVTW
$3.68K ﹤0.01%
243,741
– –
EBACW
987
DELISTED
European Biotech Acquisition Corp. Warrant
EBACW
$3.67K ﹤0.01%
14,666
– –
FTIIW
988
DELISTED
FutureTech II Acquisition Corp. Warrant
FTIIW
$3.62K ﹤0.01%
120,000
– –
LOKM.WS
989
DELISTED
Live Oak Mobility Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOKM.WS
$3.6K ﹤0.01%
25,680
– –
BMAQR
990
DELISTED
Blockchain Moon Acquisition Corp. Rights
BMAQR
$3.51K ﹤0.01%
100,000
– –
NOGNW
991
DELISTED
Nogin, Inc. Warrant
NOGNW
$3.51K ﹤0.01%
179,794
-18,326
-9% -$706
FEXDR
992
DELISTED
Fintech Ecosystem Development Corp. Right
FEXDR
$3.5K ﹤0.01%
24,996
– –
ONMDW icon
993
OneMedNet Corp Warrant
ONMDW
$787K
$3.47K ﹤0.01%
100,000
– –
EVOJW
994
DELISTED
Evo Acquisition Corp. Warrant
EVOJW
$3.43K ﹤0.01%
61,500
– –
SPECW
995
DELISTED
Spectaire Holdings, Inc. Warrant
SPECW
$3.42K ﹤0.01%
172,822
– –
MPRAW
996
DELISTED
Mercato Partners Acquisition Corporation Warrant
MPRAW
$3.32K ﹤0.01%
220,069
– –
ALSAW
997
DELISTED
Alpha Star Acquisition Corp Warrants
ALSAW
$3.3K ﹤0.01%
200,000
– –
BWAQW
998
DELISTED
Blue World Acquisition Corporation Warrant
BWAQW
$3.25K ﹤0.01%
162,499
– –
EDTXW
999
DELISTED
EdtechX Holdings Acquisition Corp. II Warrant
EDTXW
$3.24K ﹤0.01%
73,875
– –
FAASW
1000
DELISTED
DigiAsia Corp Warrant
FAASW
$3.24K ﹤0.01%
125,000
– –
38 39
40
41 42

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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.