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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
THCP
226
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$3.76M 0.1%
374,217
– –
CERO
227
DELISTED
CERo Therapeutics
CERO
$3.74M 0.1%
181
– –
NSTC
228
DELISTED
Northern Star Investment Corp. III
NSTC
$3.73M 0.1%
371,317
+67,000
+22% +$667K
HWKZ
229
DELISTED
Hawks Acquisition Corp
HWKZ
$3.73M 0.1%
373,025
+48,000
+15% +$475K
FWAC
230
DELISTED
Fifth Wall Acquisition Corp. III Class A Ordinary Shares
FWAC
$3.65M 0.09%
363,290
– –
WPCA
231
DELISTED
Warburg Pincus Capital Corporation I-A
WPCA
$3.62M 0.09%
358,180
– –
ALTI icon
232
AlTi Global
ALTI
$378M
$3.62M 0.09%
359,494
+100,000
+39% +$998K
DRAY
233
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
$3.6M 0.09%
353,156
– –
SVNA
234
DELISTED
7 Acquisition Corp
SVNA
$3.57M 0.09%
346,660
– –
AIB
235
DELISTED
AIB Acquisition Corp
AIB
$3.57M 0.09%
348,730
– –
FSNB
236
DELISTED
Fusion Acquisition Corp. II
FSNB
$3.56M 0.09%
354,141
+28,000
+9% +$278K
BIOT
237
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
$3.55M 0.09%
351,148
– –
IGTA
238
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$3.55M 0.09%
349,994
– –
TGVC
239
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$3.54M 0.09%
347,753
– –
ATMVU
240
DELISTED
AlphaVest Acquisition Corp Unit
ATMVU
$3.54M 0.09%
+350,000
New +$3.53M
KSI
241
DELISTED
Kadem Sustainable Impact Corporation Class A common stock
KSI
$3.53M 0.09%
352,268
+27,390
+8% +$272K
PICC
242
DELISTED
Pivotal Investment Corporation III
PICC
$3.49M 0.09%
344,994
+35,000
+11% +$349K
IRRX
243
DELISTED
Integrated Rail and Resources Acquisition Corp.
IRRX
$3.48M 0.09%
342,164
– –
INTE
244
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
$3.48M 0.09%
344,004
– –
TRTL
245
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
$3.39M 0.09%
340,500
– –
TCOA
246
DELISTED
Zalatoris Acquisition Corp.
TCOA
$3.38M 0.09%
336,416
– –
RRAC
247
DELISTED
Rigel Resource Acquisition Corp.
RRAC
$3.31M 0.08%
321,582
– –
PUCK
248
DELISTED
Goal Acquisitions Corp. Common Stock
PUCK
$3.27M 0.08%
325,359
– –
BWAQ
249
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$3.26M 0.08%
319,899
– –
DPCS
250
DELISTED
DP Cap Acquisition Corp I Class A Ordinary Shares
DPCS
$3.22M 0.08%
314,108
– –
8 9
10
11 12

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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.