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
AONC
276
DELISTED
American Oncology Network, Inc. Class A Common Stock
AONC
$2.76M 0.07%
274,819
– –
AGAC
277
DELISTED
African Gold Acquisition Corp
AGAC
$2.75M 0.07%
273,566
– –
DALS
278
DELISTED
DA32 Life Science Tech Acquisition Corp. Class A Common Stock
DALS
$2.75M 0.07%
277,328
+20,000
+8% +$197K
APCA
279
DELISTED
AP Acquisition Corp
APCA
$2.72M 0.07%
262,838
– –
GSD
280
DELISTED
Global Systems Dynamics Inc. Class A Common Stock
GSD
$2.69M 0.07%
260,321
+35,000
+16% +$358K
MSGS icon
281
Madison Square Garden
MSGS
$9.57B
$2.68M 0.07%
+14,814
New +$2.32M
CIIG
282
DELISTED
CIIG Capital Partners II, Inc. Class A Common Stock
CIIG
$2.59M 0.07%
254,414
+50,000
+24% +$503K
SKYA
283
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$2.59M 0.07%
257,555
– –
KCGI
284
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
$2.57M 0.07%
251,671
– –
LCAA
285
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$2.55M 0.07%
252,294
– –
GRML
286
Greenland Mines Ltd
GRML
$27M
$2.54M 0.07%
250,000
– –
OHAA
287
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
$2.54M 0.07%
253,448
-220,128
-46% -$2.2M
GLST
288
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$2.53M 0.06%
+250,000
New +$2.52M
PNTM
289
DELISTED
Pontem Corporation
PNTM
$2.53M 0.06%
250,000
-250,000
-50% -$2.51M
HSPOU
290
DELISTED
Horizon Space Acquisition I Corp Unit
HSPOU
$2.52M 0.06%
+250,000
New +$2.52M
LDHA
291
DELISTED
LDH Growth Corp I Class A Ordinary Shares
LDHA
$2.5M 0.06%
248,100
– –
LBAI
292
DELISTED
Lakeland Bancorp Inc
LBAI
$2.48M 0.06%
140,560
+29,131
+26% +$519K
EOCW
293
DELISTED
Elliott Opportunity II Corp.
EOCW
$2.47M 0.06%
245,000
– –
ALSA
294
DELISTED
Alpha Star Acquisition Corp
ALSA
$2.47M 0.06%
240,668
+100,000
+71% +$1.02M
ACAC
295
DELISTED
Acri Capital Acquisition Corp
ACAC
$2.46M 0.06%
239,998
– –
APMI
296
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.42M 0.06%
244,830
– –
BGSX
297
DELISTED
Build Acquisition Corp.
BGSX
$2.4M 0.06%
239,242
+137,465
+135% +$1.37M
MTAL
298
DELISTED
Metals Acquisition
MTAL
$2.37M 0.06%
237,231
– –
MCAA
299
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$2.37M 0.06%
228,456
– –
ALOR
300
DELISTED
ALSP Orchid Acquisition Corp I
ALOR
$2.34M 0.06%
228,752
– –
10 11
12
13 14

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.