We are live on ! Find out more
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
SLNAW
1026
DELISTED
Selina Hospitality PLC Warrant
SLNAW
$2.39K ﹤0.01%
+31,859
New +$5.8K
EUCRW
1027
DELISTED
Eucrates Biomedical Acquisition Corp. Warrant
EUCRW
$2.34K ﹤0.01%
45,832
– –
ECDAW
1028
DELISTED
ECD Automotive Design Warrant
ECDAW
$2.32K ﹤0.01%
+145,000
New +$3.35K
CDIOW icon
1029
Cardio Diagnostics Holdings Inc Warrant
CDIOW
$887K
$2.3K ﹤0.01%
46,442
-3,554
-7% -$423
AEON.WS
1030
DELISTED
AEON Biopharma Inc
AEON.WS
$2.28K ﹤0.01%
50,000
– –
IXAQW
1031
DELISTED
IX Acquisition Corp. Warrant
IXAQW
$2.27K ﹤0.01%
150,000
– –
ECXWW
1032
ECARX Holdings Warrants
ECXWW
$2.2K ﹤0.01%
+22,449
New +$1.75K
PPHPW
1033
DELISTED
PHP Ventures Acquisition Corp. Warrants
PPHPW
$2.15K ﹤0.01%
35,750
– –
DNZ.WS
1034
DELISTED
D and Z Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
DNZ.WS
$2.13K ﹤0.01%
41,365
– –
MACAW
1035
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$2.12K ﹤0.01%
20,000
– –
IPVF.WS
1036
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$2.12K ﹤0.01%
31,400
– –
XBPEW
1037
XBP Europe Holdings Warrant
XBPEW
$2.1K ﹤0.01%
75,000
– –
BLEUW
1038
DELISTED
bleuacacia ltd Warrants
BLEUW
$2.1K ﹤0.01%
173,305
– –
RDZNW icon
1039
Roadzen Inc Warrants
RDZNW
$8.63M
$2.08K ﹤0.01%
197,831
– –
NOVVW
1040
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$2.07K ﹤0.01%
76,500
– –
RMCOW icon
1041
Royalty Management Holding Warrant
RMCOW
$1.49M
$2.06K ﹤0.01%
100,000
– –
GRCYW
1042
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$2.04K ﹤0.01%
150,000
– –
TBCPW
1043
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$2.02K ﹤0.01%
26,346
– –
GLLIW
1044
DELISTED
Globalink Investment Inc. Warrants
GLLIW
$2K ﹤0.01%
200,000
– –
SCAQW
1045
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
$2K ﹤0.01%
200,000
– –
GSQB.WS
1046
DELISTED
G Squared Ascend II Inc. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GSQB.WS
$1.96K ﹤0.01%
48,918
– –
AONCW
1047
DELISTED
American Oncology Network, Inc. Warrant
AONCW
$1.93K ﹤0.01%
29,999
– –
TVGNW icon
1048
Tevogen Bio Warrant
TVGNW
$9.64M
$1.86K ﹤0.01%
247,615
– –
EACPW
1049
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$1.84K ﹤0.01%
61,000
– –
IQMDW
1050
DELISTED
Intelligent Medicine Acquisition Corp. Warrant
IQMDW
$1.83K ﹤0.01%
173,954
– –
40 41
42
43 44

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.