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
SLACW
1051
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$1.8K ﹤0.01%
30,024
– –
BMAQW
1052
DELISTED
Blockchain Moon Acquisition Corp. Warrants
BMAQW
$1.8K ﹤0.01%
100,000
– –
GMFIW
1053
DELISTED
Aetherium Acquisition Corp Warrant
GMFIW
$1.76K ﹤0.01%
532,467
– –
SCMAW
1054
DELISTED
Seaport Calibre Materials Acquisition Corp. Warrant
SCMAW
$1.75K ﹤0.01%
50,152
– –
CCVI.WS
1055
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$1.74K ﹤0.01%
28,937
– –
FATPW
1056
DELISTED
Fat Projects Acquisition Corp Warrant
FATPW
$1.74K ﹤0.01%
80,000
– –
HORIW
1057
DELISTED
Emerging Markets Horizon Corp. Warrants
HORIW
$1.71K ﹤0.01%
262,860
– –
BIOTW
1058
DELISTED
Biotech Acquisition Company Warrant
BIOTW
$1.69K ﹤0.01%
26,499
– –
LVRAW
1059
DELISTED
Levere Holdings Corp. Warrant
LVRAW
$1.67K ﹤0.01%
41,666
– –
ICUCW
1060
SeaStar Medical Holding Corp Warrant
ICUCW
$413K
$1.63K ﹤0.01%
18,075
-31,925
-64% -$3.18K
BNIXW
1061
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$1.63K ﹤0.01%
65,000
– –
HHLA.WS
1062
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$1.61K ﹤0.01%
32,149
– –
NSTB.WS
1063
DELISTED
Northern Star Investment Corp. II Redeemable warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTB.WS
$1.61K ﹤0.01%
24,799
– –
CCAIW
1064
DELISTED
Cascadia Acquisition Corp. Warrant
CCAIW
$1.59K ﹤0.01%
150,000
– –
BRMK.WS
1065
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$1.58K ﹤0.01%
1,319,397
-13,777
-1% -$375
TBSAW
1066
DELISTED
TB SA Acquisition Corp Warrant
TBSAW
$1.52K ﹤0.01%
49,999
– –
WQGA.WS
1067
DELISTED
World Quantum Growth Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WQGA.WS
$1.51K ﹤0.01%
150,750
– –
LCAAW
1068
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$1.48K ﹤0.01%
33,332
– –
FTPAW
1069
DELISTED
FTAC Parnassus Acquisition Corp. Warrant
FTPAW
$1.43K ﹤0.01%
71,714
– –
PNTM.WS
1070
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$1.41K ﹤0.01%
17,666
– –
BSLKW
1071
DELISTED
Bolt Projects Holdings Warrant
BSLKW
$1.4K ﹤0.01%
211,702
– –
BACA.WS
1072
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
$1.37K ﹤0.01%
37,499
– –
SGIIW
1073
DELISTED
Seaport Global Acquisition II Corp. Warrants
SGIIW
$1.31K ﹤0.01%
134,985
– –
MDAIW icon
1074
Spectral AI Warrants
MDAIW
$5.73M
$1.25K ﹤0.01%
41,698
– –
JMACW
1075
DELISTED
Maxpro Capital Acquisition Corp. Warrants
JMACW
$1.21K ﹤0.01%
22,000
– –
41 42
43
44 45

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.