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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
BNZI icon
1151
Banzai International
BNZI
$7.09M
– –
-46
Closed -$4.59M
CDIO icon
1152
Cardio Diagnostics
CDIO
$4.85M
– –
-3,311
Closed -$996K
DSL
1153
DoubleLine Income Solutions Fund
DSL
$1.22B
– –
-108,687
Closed -$1.17M
EUDA icon
1154
EUDA Health Holdings
EUDA
$57.7M
– –
-3,563
Closed -$713K
GDEVW icon
1155
GDEV Inc Warrant
GDEVW
$60.8K
$0 ﹤0.01%
159,632
– –
GMAB icon
1156
Genmab
GMAB
$17.8B
– –
-30,625
Closed -$984K
HOLOW icon
1157
MicroCloud Hologram Inc Warrant
HOLOW
– –
-24,000
Closed -$2K
HYT icon
1158
BlackRock Corporate High Yield Fund
HYT
$1.35B
– –
-10,191
Closed -$87K
ICU icon
1159
SeaStar Medical
ICU
$14.6M
– –
-122
Closed -$313K
MDAI icon
1160
Spectral AI
MDAI
$52.5M
– –
-446,865
Closed -$4.4M
NHS
1161
Neuberger High Yield Strategies Fund Inc
NHS
$251M
– –
-22,267
Closed -$176K
OPTX icon
1162
Syntec Optics
OPTX
$281M
– –
-500,354
Closed -$5.04M
PANW icon
1163
Palo Alto Networks
PANW
$261B
– –
-4,122
Closed -$338K
PGEN icon
1164
Precigen
PGEN
$1.95B
– –
-23,855
Closed -$51K
ROG icon
1165
Rogers Corp
ROG
$2.25B
– –
-119,093
Closed -$28.8M
RVPHW
1166
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
– –
-32,704
Closed -$6K
SCLX icon
1167
Scilex Holding
SCLX
$49.4M
– –
-3,742
Closed -$1.35M
SCLXW icon
1168
Scilex Holding Co Warrant
SCLXW
$2.37M
– –
-39,615
Closed -$7K
SDA icon
1169
SunCar Technology Group
SDA
$76.5M
– –
-34,000
Closed -$350K
SKYH.WS icon
1170
Sky Harbour Group Warrants
SKYH.WS
$17.4M
– –
-13,108
Closed -$5K
TLSI icon
1171
TriSalus Life Sciences
TLSI
$269M
– –
-400,717
Closed -$3.98M
TYGO icon
1172
Tigo Energy
TYGO
$127M
– –
-371,166
Closed -$3.72M
ZVSA
1173
DELISTED
ZyVersa Therapeutics
ZVSA
– –
-523
Closed -$1.83M
SOC icon
1174
Sable Offshore Corp
SOC
$840M
– –
-230,073
Closed -$2.26M
GTI
1175
DELISTED
Graphjet Technology
GTI
– –
-2,083
Closed -$1.27M
45 46
47
48 49

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DTC
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AWA
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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.