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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
UHGWW
1001
DELISTED
United Homes Group Warrant
UHGWW
$3.23K ﹤0.01%
30,749
– –
COCHW icon
1002
Envoy Medical Warrant
COCHW
$540K
$3.17K ﹤0.01%
83,398
– –
JUGGW
1003
DELISTED
Jaws Juggernaut Acquisition Corporation Warrant
JUGGW
$3.14K ﹤0.01%
50,000
– –
LBBBW
1004
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
$3.13K ﹤0.01%
62,498
– –
RJAC.WS
1005
DELISTED
Jackson Acquisition Company Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
RJAC.WS
$3.04K ﹤0.01%
532,838
– –
CXAIW icon
1006
CXApp Inc Warrant
CXAIW
$3.01K ﹤0.01%
99,999
– –
MMVWW
1007
DELISTED
MultiMetaVerse Holdings Limited Warrant
MMVWW
$3K ﹤0.01%
30,000
– –
MSDAW
1008
DELISTED
MSD Acquisition Corp. Warrant
MSDAW
$3K ﹤0.01%
40,000
– –
CRECW
1009
DELISTED
Crescera Capital Acquisition Corp Warrant
CRECW
$2.98K ﹤0.01%
99,028
– –
BRLSW icon
1010
Borealis Foods Inc Warrant
BRLSW
$2.98K ﹤0.01%
75,000
– –
DPCSW
1011
DELISTED
DP Cap Acquisition Corp I Warrants
DPCSW
$2.97K ﹤0.01%
148,563
– –
TOACW
1012
DELISTED
Talon 1 Acquisition Corp. Warrant
TOACW
$2.97K ﹤0.01%
148,568
– –
APXIW
1013
DELISTED
APx Acquisition Corp. I Warrant
APXIW
$2.97K ﹤0.01%
148,488
– –
GTACW
1014
DELISTED
Global Technology Acquisition Corp. I Warrant
GTACW
$2.96K ﹤0.01%
98,747
– –
MNTN.WS
1015
DELISTED
Everest Consolidator Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A Common Stock, at an exercise price of $11.50
MNTN.WS
$2.95K ﹤0.01%
195,444
– –
SGHLW
1016
DELISTED
Signal Hill Acquisition Corp. Warrant
SGHLW
$2.88K ﹤0.01%
287,498
– –
HHGCR
1017
DELISTED
HHG Capital Corporation Rights
HHGCR
$2.75K ﹤0.01%
25,000
– –
VSACW
1018
DELISTED
Vision Sensing Acquisition Corp. Warrants
VSACW
$2.75K ﹤0.01%
93,742
– –
PIAI.WS
1019
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$2.65K ﹤0.01%
133,333
– –
SDAWW
1020
SunCar Technology Group Warrant
SDAWW
$12.3M
$2.54K ﹤0.01%
34,000
– –
ROSS.WS
1021
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$2.5K ﹤0.01%
49,999
– –
NRACW
1022
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$2.5K ﹤0.01%
50,000
– –
CLDI.WS
1023
DELISTED
Calidi Biotherapeutics, Inc. Redeemable Warrants, each whole warrant exercisable for 1/10th of a share of Common Stock at an exercise price of $115.00
CLDI.WS
$2.5K ﹤0.01%
49,998
– –
KSICW
1024
DELISTED
Kadem Sustainable Impact Corporation Warrant
KSICW
$2.45K ﹤0.01%
237,499
– –
SDACW
1025
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
$2.41K ﹤0.01%
60,349
– –
39 40
41
42 43

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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.