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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
PRPC
151
DELISTED
CC Neuberger Principal Holdings III
PRPC
$5.44M 0.14%
538,994
– –
HORI
152
DELISTED
Emerging Markets Horizon Corp. Class A Ordinary Shares
HORI
$5.37M 0.14%
525,720
– –
AHRN
153
DELISTED
Ahren Acquisition Corp
AHRN
$5.35M 0.14%
519,469
– –
CPAA
154
DELISTED
Conyers Park III Acquisition Corp. Class A Common Stock
CPAA
$5.33M 0.14%
540,269
+35,000
+7% +$343K
SVFB
155
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
$5.28M 0.14%
524,172
– –
BPAC
156
DELISTED
Bullpen Parlay Acquisition Company Class A Ordinary Share
BPAC
$5.26M 0.13%
513,243
– –
VMCA
157
DELISTED
Valuence Merger Corp. I Class A Ordinary Shares
VMCA
$5.22M 0.13%
499,996
– –
AVAC
158
DELISTED
Avalon Acquisition Inc. Class A Common Stock
AVAC
$5.14M 0.13%
501,556
– –
TVGN icon
159
Tevogen Bio Holdings
TVGN
$18.9M
$5.12M 0.13%
9,905
– –
ELIQ
160
DELISTED
Electriq Power Holdings, Inc.
ELIQ
$5.09M 0.13%
500,000
-937,051
-65% -$9.38M
ZCAR
161
DELISTED
Zoomcar
ZCAR
$5.09M 0.13%
247
– –
TLGY
162
DELISTED
TLGY Acquisition Corporation Class A Ordinary Share
TLGY
$5.08M 0.13%
495,404
– –
BOCN
163
DELISTED
Blue Ocean Acquisition Corp Class A Ordinary Shares
BOCN
$5.06M 0.13%
491,840
– –
GMFI
164
DELISTED
Aetherium Acquisition Corp
GMFI
$5.04M 0.13%
496,212
– –
FRBN
165
DELISTED
Forbion European Acquisition Corp. Class A Ordinary Shares
FRBN
$5.02M 0.13%
485,027
– –
AIMBU
166
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$4.95M 0.13%
493,000
– –
COCH icon
167
Envoy Medical
COCH
$51M
$4.94M 0.13%
489,251
+67,875
+16% +$675K
ADAL
168
DELISTED
Anthemis Digital Acquisitions I Corp Class A Ordinary Shares
ADAL
$4.93M 0.13%
480,580
– –
FMIV
169
DELISTED
Forum Merger IV Corporation Class A Common stock
FMIV
$4.9M 0.13%
487,224
+26,000
+6% +$258K
JAQC
170
DELISTED
Jupiter Acquisition Corporation Common stock
JAQC
$4.84M 0.12%
488,538
– –
SVII
171
DELISTED
Spring Valley Acquisition Corp II
SVII
$4.77M 0.12%
+470,748
New +$4.76M
SCOB
172
DELISTED
ScION Tech Growth II Class A Ordinary Shares
SCOB
$4.74M 0.12%
468,500
– –
CCV
173
DELISTED
Churchill Capital Corp V
CCV
$4.7M 0.12%
472,557
– –
TETC
174
DELISTED
Tech and Energy Transition Corporation Class A Common Stock
TETC
$4.68M 0.12%
466,651
+105,923
+29% +$1.05M
ARTE
175
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
$4.67M 0.12%
455,396
+250,000
+122% +$2.51M
5 6
7
8 9

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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.