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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
CMBT
301
CMB.TECH NV
CMBT
$4.45B
$2.33M 0.06%
136,667
– –
SGII
302
DELISTED
Seaport Global Acquisition II Corp. Class A Common Stock
SGII
$2.3M 0.06%
225,290
+50,000
+29% +$505K
OPA
303
DELISTED
Magnum Opus Acquisition Limited
OPA
$2.25M 0.06%
223,414
– –
FTII
304
DELISTED
FutureTech II Acquisition Corp. Class A Common Stock
FTII
$2.25M 0.06%
217,408
– –
JWAC
305
DELISTED
Jupiter Wellness Acquisition Corp. Class A Common Stock
JWAC
$2.24M 0.06%
214,489
– –
GDNR
306
DELISTED
Gardiner Healthcare Acquisitions Corp. Common Stock
GDNR
$2.22M 0.06%
215,172
– –
TOAC
307
DELISTED
Talon 1 Acquisition Corp. Class A Ordinary Shares
TOAC
$2.22M 0.06%
214,388
– –
ACDI
308
DELISTED
Ascendant Digital Acquisition Corp. III
ACDI
$2.21M 0.06%
214,267
– –
CBRG
309
DELISTED
Chain Bridge I Class A Ordinary Shares
CBRG
$2.2M 0.06%
214,108
– –
DUET
310
DELISTED
DUET Acquisition Corp. Class A Common Stock
DUET
$2.19M 0.06%
219,331
– –
UHG
311
DELISTED
United Homes Group
UHG
$2.19M 0.06%
217,500
+75,000
+53% +$747K
EONR
312
EON Resources
EONR
$26.4M
$2.19M 0.06%
213,800
+65,000
+44% +$658K
KACL
313
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
$2.18M 0.06%
210,696
– –
CHAA
314
DELISTED
Catcha Investment Corp
CHAA
$2.17M 0.06%
214,730
– –
BSAQ
315
DELISTED
Black Spade Acquisition Co
BSAQ
$2.16M 0.06%
216,014
– –
GDST
316
DELISTED
Goldenstone Acquisition Limited Common Stock
GDST
$2.13M 0.05%
208,300
– –
VSEE
317
VSee Health
VSEE
$3.92M
$2.12M 0.05%
200,000
– –
GOGN
318
DELISTED
GoGreen Investments Corporation
GOGN
$2.09M 0.05%
201,782
+75,000
+59% +$769K
IBER
319
DELISTED
Ibere Pharmaceuticals
IBER
$2.08M 0.05%
206,415
– –
GENQ
320
DELISTED
Genesis Unicorn Capital Corp. Class A Common Stock
GENQ
$2.06M 0.05%
202,980
– –
ENER
321
DELISTED
Accretion Acquisition Corp
ENER
$2.06M 0.05%
204,062
– –
EMCG
322
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.05M 0.05%
+200,000
New +$2.02M
BMAC
323
DELISTED
Black Mountain Acquisition Corp.
BMAC
$2.05M 0.05%
201,159
+50,000
+33% +$505K
ACAQ
324
DELISTED
Athena Consumer Acquisition Corp.
ACAQ
$2.05M 0.05%
197,930
-53,360
-21% -$544K
ADRT
325
DELISTED
Ault Disruptive Technologies Corporation
ADRT
$2.04M 0.05%
198,780
– –
11 12
13
14 15

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HCM
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HPG
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DTC
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AWA
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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.