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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
SPKBW
1101
DELISTED
Silver Spike Acquisition Corp II Warrant
SPKBW
$745 ﹤0.01%
25,000
– –
NVSAW
1102
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
$731 ﹤0.01%
12,666
– –
FOXO.WS
1103
DELISTED
FOXO Technologies Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FOXO.WS
$716 ﹤0.01%
26,613
-50,686
-66% -$2.98K
MTRYW
1104
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$690 ﹤0.01%
21,228
– –
IBER.WS
1105
DELISTED
Ibere Pharmaceuticals Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
IBER.WS
$668 ﹤0.01%
37,500
– –
HERAW
1106
DELISTED
FTAC Hera Acquisition Corp. Warrant
HERAW
$625 ﹤0.01%
24,999
– –
TRCA.WS
1107
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$623 ﹤0.01%
20,702
– –
HHGCW
1108
DELISTED
HHG Capital Corporation Warrant
HHGCW
$613 ﹤0.01%
25,000
– –
FTAAW
1109
DELISTED
FTAC Athena Acquisition Corp. Warrant
FTAAW
$613 ﹤0.01%
12,500
– –
LDHAW
1110
DELISTED
LDH Growth Corp I Warrant
LDHAW
$603 ﹤0.01%
27,399
– –
DISAW
1111
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$594 ﹤0.01%
49,533
– –
CSTA.WS
1112
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$580 ﹤0.01%
19,332
– –
PTOCW
1113
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
$510 ﹤0.01%
299,999
– –
CLAA.WS
1114
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
$507 ﹤0.01%
10,139
– –
HPLTW
1115
DELISTED
Home Plate Acquisition Corporation Warrant
HPLTW
$500 ﹤0.01%
49,998
– –
RMGCW
1116
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$470 ﹤0.01%
15,660
– –
HGASW
1117
DELISTED
Global Gas Corporation Warrant
HGASW
$467 ﹤0.01%
42,499
– –
NSTD.WS
1118
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
$466 ﹤0.01%
20,014
– –
STRE.WS
1119
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$460 ﹤0.01%
20,000
– –
TZPSW
1120
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$416 ﹤0.01%
16,999
– –
LVACW
1121
DELISTED
LAVA Medtech Acquisition Corp. Warrants
LVACW
$387 ﹤0.01%
75,948
– –
FRSGW
1122
DELISTED
First Reserve Sustainable Growth Corp. Warrant
FRSGW
$369 ﹤0.01%
29,249
– –
NAACW
1123
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$362 ﹤0.01%
17,666
– –
AMODW
1124
Alpha Modus Holdings Warrant
AMODW
$241K
$356 ﹤0.01%
62,498
– –
BNAIW
1125
Brand Engagement Network Warrant
BNAIW
$1.81M
$339 ﹤0.01%
33,865
– –
43 44
45
46 47

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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.