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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
SUAC
51
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
$12.5M 0.32%
1,226,362
– –
AIRJ
52
Montana Technologies Corp
AIRJ
$302M
$12.4M 0.32%
1,232,118
+100,000
+9% +$995K
POSH
53
DELISTED
Poshmark, Inc. Class A Common Stock
POSH
$12.4M 0.32%
+692,228
New +$12.3M
VCXB
54
DELISTED
10X Capital Venture Acquisition Corp III
VCXB
$12.3M 0.32%
1,208,942
-383,320
-24% -$3.91M
FLD
55
Fold Holdings
FLD
$22.9M
$12.1M 0.31%
1,210,072
+374,936
+45% +$3.72M
VVNT
56
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
$11.7M 0.3%
+986,602
New +$8.88M
HCMA
57
DELISTED
HCM Acquisition Corp Class A Ordinary Shares
HCMA
$11.3M 0.29%
1,105,764
– –
LATG
58
DELISTED
Chenghe Acquisition I Co. Class A Ordinary Shares
LATG
$11.2M 0.29%
1,092,502
– –
AJRD
59
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$11M 0.28%
+196,791
New +$9.75M
GXII
60
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$10.9M 0.28%
1,085,317
– –
HMA
61
DELISTED
Heartland Media Acquisition Corp.
HMA
$10.7M 0.27%
1,049,152
+50,000
+5% +$505K
ACQR
62
DELISTED
Independence Holdings Corp. Class A Ordinary Share
ACQR
$10.6M 0.27%
1,053,359
– –
STI icon
63
Solidion Technology
STI
$56.1M
$10.6M 0.27%
19,780
– –
BFAC
64
DELISTED
Battery Future Acquisition Corp.
BFAC
$10.6M 0.27%
1,031,512
– –
OKLO
65
Oklo
OKLO
$7B
$10.3M 0.26%
1,037,813
+515,213
+99% +$5.07M
HCNE
66
DELISTED
Jaws Hurricane Acquisition Corp. Class A Common Stock
HCNE
$10.3M 0.26%
1,029,000
+787,000
+325% +$7.77M
GGAA
67
DELISTED
Genesis Growth Tech Acquisition Corp. Class A Ordinary Shares
GGAA
$10.2M 0.26%
989,922
– –
SPCM
68
DELISTED
Sound Point Acquisition Corp I, Ltd Class A Ordinary Share
SPCM
$10.1M 0.26%
979,998
– –
RJAC
69
DELISTED
Jackson Acquisition Company
RJAC
$10.1M 0.26%
995,723
+130,000
+15% +$1.3M
SKGR
70
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
$9.98M 0.26%
979,998
– –
MEKA
71
DELISTED
MELI Kaszek Pioneer Corp Class A Ordinary Shares
MEKA
$9.97M 0.26%
1,000,000
+150,000
+18% +$1.49M
PLAO
72
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$9.92M 0.25%
959,382
-240,612
-20% -$2.47M
ABP
73
DELISTED
Abpro Holdings
ABP
$9.85M 0.25%
32,225
– –
LITT
74
DELISTED
Logistics Innovation Technologies Corp. Class A Common Stock
LITT
$9.75M 0.25%
965,503
+192,705
+25% +$1.9M
MTVC
75
DELISTED
Motive Capital Corp II
MTVC
$9.39M 0.24%
918,270
– –
1 2
3
4 5

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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.