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
LHAA
1326
DELISTED
Lerer Hippeau Acquisition Corp. Class A Common Stock
LHAA
– –
-597,900
Closed -$5.88M
EPWR
1327
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
– –
-358,162
Closed -$3.54M
SSAA
1328
DELISTED
Science Strategic Acquisition Corp. Alpha Class A Common Stock
SSAA
– –
-155,248
Closed -$1.53M
BLTSW
1329
DELISTED
Bright Lights Acquisition Corp. Warrant
BLTSW
– –
-52,499
Closed -$2K
BSKYW
1330
DELISTED
Big Sky Growth Partners, Inc. Warrant
BSKYW
– –
-132,189
Closed -$11K
BSKY
1331
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
– –
-10,000
Closed -$98K
SSAAW
1332
DELISTED
Science Strategic Acquisition Corp. Alpha Warrant
SSAAW
– –
-40,333
Closed -$2K
BLTS
1333
DELISTED
Bright Lights Acquisition Corp. Class A Common Stock
BLTS
– –
-48,690
Closed -$483K
DHBC
1334
DELISTED
DHB Capital Corp. Class A common stock
DHBC
– –
-355,528
Closed -$3.5M
DHBCW
1335
DELISTED
DHB Capital Corp. Warrant
DHBCW
– –
-66,666
Closed -$4K
FCAX.WS
1336
DELISTED
Fortress Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FCAX.WS
– –
-10,599
Closed -$1K
SCLE
1337
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
– –
-36,292
Closed -$357K
SCLEW
1338
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
– –
-29,249
Closed -$2K
SHACW
1339
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
– –
-63,499
Closed -$3K
SHAC
1340
DELISTED
SCP & CO Healthcare Acquisition Company Class A Common Stock
SHAC
– –
-133,124
Closed -$1.31M
VTIQ
1341
DELISTED
VectoIQ Acquisition Corp. II Class A Common Stock
VTIQ
– –
-59,148
Closed -$584K
VTIQW
1342
DELISTED
VectoIQ Acquisition Corp. II Warrant
VTIQW
– –
-39,999
Closed -$5K
AFACW
1343
DELISTED
Arena Fortify Acquisition Corp. Warrant
AFACW
– –
-91,851
Closed -$8K
KAHC.WS
1344
DELISTED
KKR Acquisition Holdings I Corp. Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
KAHC.WS
– –
-40,825
Closed -$5K
FTCVW
1345
DELISTED
FinTech Acquisition Corp. V Warrant
FTCVW
– –
-49,999
Closed -$2K
CLIM
1346
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
– –
-127,548
Closed -$1.26M
OEPW
1347
DELISTED
One Equity Partners Open Water I Corp. Class A Common Stock
OEPW
– –
-221,174
Closed -$2.18M
AFAC
1348
DELISTED
Arena Fortify Acquisition Corp. Class A Common Stock
AFAC
– –
-183,702
Closed -$1.84M
OEPWW
1349
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
– –
-39,999
Closed -$2K
ZWRK
1350
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
– –
-182,665
Closed -$1.8M
52 53
54
55 56

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.