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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
AERT
251
Aeries Technology
AERT
$37.7M
$3.22M 0.08%
39,627
– –
BLEU
252
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$3.2M 0.08%
319,112
– –
SZZL
253
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
$3.07M 0.08%
299,994
– –
PLMJ
254
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$3.07M 0.08%
304,997
– –
ONYX
255
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$3.06M 0.08%
297,136
– –
FGMC
256
DELISTED
FG Merger Corp. Common Stock
FGMC
$3.06M 0.08%
299,988
– –
SVFA
257
DELISTED
SVF Investment Corp. Class A Ordinary Shares
SVFA
$3.06M 0.08%
302,332
– –
APXI
258
DELISTED
APx Acquisition Corp. I Class A Ordinary Share
APXI
$3.03M 0.08%
296,976
– –
IPVI
259
DELISTED
InterPrivate IV InfraTech Partners Inc. Class A Common Stock
IPVI
$3.03M 0.08%
295,757
+3,457
+1% +$34.5K
RFP
260
DELISTED
Resolute Forest Products Inc.
RFP
$3.03M 0.08%
140,287
-285,785
-67% -$5.98M
TWNI
261
DELISTED
Tailwind International Acquisition Corp.
TWNI
$3.03M 0.08%
300,000
– –
JUGG
262
DELISTED
Jaws Juggernaut Acquisition Corporation Class A Ordinary Share
JUGG
$3.03M 0.08%
301,000
– –
FAAS
263
DELISTED
DigiAsia
FAAS
$3.02M 0.08%
294,000
– –
CNTM
264
DELISTED
ConnectM Technology Solutions, Inc. Common Stock
CNTM
$3M 0.08%
300,000
– –
QTI
265
QT Imaging Holdings
QTI
$38.1M
$3M 0.08%
294,358
– –
NHIC
266
DELISTED
NewHold Investment Corp. II Class A Common Stock
NHIC
$3M 0.08%
297,930
– –
TPBA
267
DELISTED
TPB Acquisition Corporation I Class A Ordinary Share
TPBA
$3M 0.08%
298,751
– –
LNZA icon
268
LanzaTech
LNZA
$62.7M
$2.99M 0.08%
2,995
– –
AWIN
269
DELISTED
AERWINS Technologies Inc
AWIN
$2.96M 0.08%
2,823
– –
ZG icon
270
Zillow
ZG
$7.17B
$2.87M 0.07%
+92,000
New +$3.01M
TWCB
271
DELISTED
Bilander Acquisition Corp. Class A Common Stock
TWCB
$2.84M 0.07%
286,963
+28,435
+11% +$278K
AACI
272
DELISTED
Armada Acquisition Corp. I Common Stock
AACI
$2.8M 0.07%
274,665
– –
LBBB
273
DELISTED
Lakeshore Acquisition II Corp. Ordinary Shares
LBBB
$2.8M 0.07%
274,996
– –
FRLA
274
DELISTED
Fortune Rise Acquisition Corporation Class A Common Stock
FRLA
$2.79M 0.07%
270,754
– –
AOGO
275
DELISTED
Arogo Capital Acquisition Corp. Class A Common Stock
AOGO
$2.77M 0.07%
273,456
– –
9 10
11
12 13

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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.