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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
PHYT
326
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.04M 0.05%
197,512
– –
BRAC
327
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.03M 0.05%
198,898
– –
HMAC
328
DELISTED
Hainan Manaslu Acquisition Corp. Ordinary shares
HMAC
$2.03M 0.05%
+200,000
New +$2.02M
AXAC
329
DELISTED
AXIOS Sustainable Growth Acquisition Corporation
AXAC
$2.03M 0.05%
197,188
-92,658
-32% -$947K
GTAC
330
DELISTED
Global Technology Acquisition Corp. I Class A Ordinary Shares
GTAC
$2.03M 0.05%
197,494
– –
CCTS
331
DELISTED
Cactus Acquisition Corp. 1 Limited Class A Ordinary Share
CCTS
$2.03M 0.05%
197,618
– –
NFNT
332
DELISTED
Infinite Acquisition Corp.
NFNT
$2.03M 0.05%
197,802
– –
CREC
333
DELISTED
Crescera Capital Acquisition Corp Class A Ordinary Shares
CREC
$2.02M 0.05%
198,056
– –
LION
334
DELISTED
Lionheart III Corp Class A Common Stock
LION
$2.02M 0.05%
197,998
+50,000
+34% +$506K
EBAC
335
DELISTED
European Biotech Acquisition Corp. Class A Ordinary Shares
EBAC
$2.02M 0.05%
200,208
– –
NZF icon
336
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$2.02M 0.05%
166,961
+45,193
+37% +$523K
DEVS
337
DELISTED
DevvStream Corp
DEVS
$2.01M 0.05%
19,786
– –
ORIA
338
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$2.01M 0.05%
200,000
– –
PNBK icon
339
Patriot National Bancorp
PNBK
$127M
$2.01M 0.05%
189,455
– –
BHAC
340
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$2M 0.05%
198,609
– –
BRIV
341
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$2M 0.05%
200,512
+100,000
+99% +$987K
PARA
342
DELISTED
Paramount Global Class B
PARA
$2M 0.05%
120,446
– –
CDAQ
343
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.98M 0.05%
197,592
– –
DNAB
344
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.97M 0.05%
195,200
– –
FTPA
345
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$1.9M 0.05%
189,304
+175,000
+1,223% +$1.74M
RCFA
346
DELISTED
Perception Capital Corp. IV
RCFA
$1.89M 0.05%
183,872
– –
AFTR
347
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$1.88M 0.05%
187,498
– –
LDTC
348
DELISTED
LeddarTech
LDTC
$1.87M 0.05%
375,576
– –
ROCL
349
DELISTED
Roth CH Acquisition V Co. Common Stock
ROCL
$1.86M 0.05%
184,158
– –
VGAS icon
350
Verde Clean Fuels
VGAS
$26.2M
$1.85M 0.05%
203,626
+50,000
+33% +$505K
12 13
14
15 16

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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.