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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
STET
101
DELISTED
ST Energy Transition I Ltd.
STET
$7.59M 0.19%
742,375
– –
LUNR icon
102
Intuitive Machines
LUNR
$2.07B
$7.51M 0.19%
749,999
– –
BZAI
103
Blaize Holdings
BZAI
$129M
$7.47M 0.19%
735,343
– –
SPEC
104
DELISTED
Spectaire Holdings, Inc. Common Stock
SPEC
$7.41M 0.19%
721,976
– –
LIVB
105
DELISTED
LIV Capital Acquisition Corp. II Class A Ordinary Shares
LIVB
$7.39M 0.19%
719,888
– –
NVAC
106
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$7.37M 0.19%
727,489
+39,000
+6% +$391K
MSAI icon
107
MultiSensor AI
MSAI
$9.77M
$7.32M 0.19%
17,901
+750
+4% +$303K
LOKM
108
DELISTED
Live Oak Mobility Acquisition Corp.
LOKM
$7.22M 0.19%
718,169
+50,000
+7% +$497K
KYCH
109
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
$7.2M 0.18%
711,971
– –
NFYS
110
DELISTED
Enphys Acquisition Corp.
NFYS
$7.16M 0.18%
714,286
– –
AFAR
111
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$7.11M 0.18%
690,000
– –
VAQC
112
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$7.07M 0.18%
700,000
– –
YOTA
113
DELISTED
Yotta Acquisition Corporation Common Stock
YOTA
$7.03M 0.18%
700,000
– –
APGB
114
DELISTED
Apollo Strategic Growth Capital II
APGB
$6.84M 0.18%
682,409
– –
GBBK
115
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$6.82M 0.18%
675,000
– –
PORT
116
DELISTED
Southport Acquisition Corporation
PORT
$6.7M 0.17%
657,928
+50,000
+8% +$503K
BCSA
117
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
$6.66M 0.17%
647,106
– –
SCUA
118
DELISTED
Sculptor Acquisition Corp I
SCUA
$6.65M 0.17%
648,432
– –
DISA
119
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$6.54M 0.17%
648,599
– –
FLYX icon
120
flyExclusive
FLYX
$60.1M
$6.48M 0.17%
650,009
– –
CFFS
121
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$6.46M 0.17%
633,432
– –
WAVC
122
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
$6.44M 0.17%
642,932
– –
BIOS
123
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
$6.41M 0.16%
623,954
– –
MBAC
124
DELISTED
M3-Brigade Acquisition II Corp.
MBAC
$6.41M 0.16%
639,749
– –
GAQ
125
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$6.4M 0.16%
632,246
– –
3 4
5
6 7

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GA
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CIS
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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.