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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
PNST
76
DELISTED
Pinstripes Holdings, Inc.
PNST
$9.34M 0.24%
914,979
– –
SHAP
77
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
$9.26M 0.24%
905,579
– –
ASBP
78
Aspire Biopharma
ASBP
$9.4M
$9.14M 0.23%
739
– –
DHAI
79
DELISTED
DIH Holdings US
DHAI
$8.98M 0.23%
35,104
-4,000
-10% -$1.01M
TGAA
80
DELISTED
Target Global Acquisition I Corp. Class A Ordinary Share
TGAA
$8.97M 0.23%
875,917
– –
JUN
81
DELISTED
Juniper II Corp.
JUN
$8.9M 0.23%
875,166
+20,000
+2% +$202K
AVEO
82
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$8.88M 0.23%
+594,245
New +$8.23M
ATEK
83
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$8.88M 0.23%
883,578
+82,550
+10% +$824K
WEL
84
DELISTED
Integrated Wellness Acquisition Corp
WEL
$8.64M 0.22%
837,812
– –
KNSW
85
DELISTED
KnightSwan Acquisition Corporation
KNSW
$8.56M 0.22%
841,140
+50,000
+6% +$505K
TGR
86
DELISTED
Kimbell Tiger Acquisition Corporation
TGR
$8.48M 0.22%
825,080
+69,000
+9% +$703K
TRAQ
87
DELISTED
Trine II Acquisition Corp.
TRAQ
$8.44M 0.22%
818,927
– –
CNDA
88
DELISTED
Concord Acquisition Corp II
CNDA
$8.37M 0.21%
841,154
+115,785
+16% +$1.14M
MBSC
89
DELISTED
M3-Brigade Acquisition III Corp.
MBSC
$8.29M 0.21%
817,776
+468,000
+134% +$4.72M
PPYA
90
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$8.28M 0.21%
811,706
– –
RENE
91
DELISTED
Cartesian Growth Corp II
RENE
$8.21M 0.21%
799,993
– –
VMGA
92
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
$8.18M 0.21%
805,433
– –
PTOC
93
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
$8.18M 0.21%
810,032
+170,258
+27% +$1.69M
CSLM
94
DELISTED
CSLM Acquisition Corp. Class A Ordinary Share
CSLM
$8.01M 0.21%
790,837
– –
ACRO
95
DELISTED
Acropolis Infrastructure Acquisition Corp
ACRO
$8M 0.21%
807,238
+443,000
+122% +$4.36M
ALCE
96
DELISTED
Alternus Clean Energy Inc
ALCE
$7.99M 0.21%
31,648
– –
PRLH
97
DELISTED
Pearl Holdings Acquisition Corp Class A Ordinary Shares
PRLH
$7.67M 0.2%
750,208
– –
EVE
98
DELISTED
EVe Mobility Acquisition Corp
EVE
$7.65M 0.2%
742,398
– –
AILE
99
DELISTED
iLearningEngines, Inc. Common Stock
AILE
$7.63M 0.2%
759,301
+130,091
+21% +$1.29M
BTM
100
DELISTED
Bitcoin Depot
BTM
$7.61M 0.2%
107,143
– –
2 3
4
5 6

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GA
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EMPI
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HCM
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HPG
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DTC
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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.