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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
OPAD.WS
1126
DELISTED
Offerpad Solutions Inc. Warrants, Every 15 warrants will be exercisable for one share of Class A Common Stock at an exercise price of $172.50 per share of Class A Common Stock
OPAD.WS
$330 ﹤0.01%
14,660
-9,734
-40% -$692
FRONW
1127
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
$324 ﹤0.01%
27,943
– –
AILEW
1128
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$305 ﹤0.01%
61,000
– –
LDTCW
1129
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$283 ﹤0.01%
16,666
– –
BLUA.WS
1130
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$250 ﹤0.01%
16,666
– –
AEACW
1131
DELISTED
Authentic Equity Acquisition Corp. Warrant
AEACW
$233 ﹤0.01%
66,500
– –
KRNLW
1132
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$206 ﹤0.01%
37,499
– –
EPHYW
1133
DELISTED
Epiphany Technology Acquisition Corp. Warrant
EPHYW
$192 ﹤0.01%
83,332
– –
BETRW icon
1134
Better Home & Finance Warrant
BETRW
$2.51M
$188 ﹤0.01%
12,500
– –
AGGRW
1135
DELISTED
Agile Growth Corp Warrant
AGGRW
$168 ﹤0.01%
16,666
– –
FSRXW
1136
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$152 ﹤0.01%
29,748
– –
ITQRW
1137
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
$146 ﹤0.01%
19,500
– –
CPARW
1138
DELISTED
Catalyst Partners Acquisition Corp. Warrant
CPARW
$136 ﹤0.01%
79,997
– –
GDSTW
1139
DELISTED
Goldenstone Acquisition Limited Warrants
GDSTW
$121 ﹤0.01%
110,000
– –
ACQRW
1140
DELISTED
Independence Holdings Corp. Warrant
ACQRW
$92 ﹤0.01%
15,000
– –
DLCAW
1141
DELISTED
Deep Lake Capital Acquisition Corp. Warrant
DLCAW
$72 ﹤0.01%
20,500
– –
LGACW
1142
DELISTED
Lazard Growth Acquisition Corp. I Warrants
LGACW
$70 ﹤0.01%
10,000
– –
SCOBW
1143
DELISTED
ScION Tech Growth II Warrants
SCOBW
$60 ﹤0.01%
16,666
– –
QDROW
1144
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$38 ﹤0.01%
15,000
– –
DRAYW
1145
DELISTED
Macondray Capital Acquisition Corp. I Warrant
DRAYW
$38 ﹤0.01%
128,192
– –
FINMW
1146
DELISTED
Marlin Technology Corporation Warrant
FINMW
$23 ﹤0.01%
14,405
– –
PACXW
1147
DELISTED
Pioneer Merger Corp. Warrant
PACXW
$8 ﹤0.01%
16,666
– –
POWRW
1148
DELISTED
Powered Brands Warrants
POWRW
$5 ﹤0.01%
16,666
– –
KAIRW
1149
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$3 ﹤0.01%
31,346
– –
BHK icon
1150
BlackRock Core Bond Trust
BHK
$641M
– –
-31,412
Closed -$314K
44 45
46
47 48

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HCM
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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.