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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
CPAQ
176
DELISTED
Counter Press Acquisition Corporation Class A Ordinary Share
CPAQ
$4.67M 0.12%
454,732
– –
BWC
177
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
$4.66M 0.12%
475,595
+100,000
+27% +$973K
RFAC
178
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$4.65M 0.12%
459,555
– –
CHEA
179
DELISTED
Chenghe Acquisition Co. Class A Ordinary Share
CHEA
$4.64M 0.12%
450,397
– –
EVGR
180
DELISTED
Evergreen Corporation Class A Ordinary Share
EVGR
$4.63M 0.12%
450,000
– –
RDZN icon
181
Roadzen
RDZN
$101M
$4.59M 0.12%
446,213
– –
USCT
182
DELISTED
Roth CH Acquisition Co. Class A Ordinary Shares
USCT
$4.57M 0.12%
443,480
– –
CYCU
183
Cycurion Inc
CYCU
$3.67M
$4.57M 0.12%
14,445
– –
NETC
184
DELISTED
Nabors Energy Transition Corp.
NETC
$4.54M 0.12%
441,702
– –
MSSA
185
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
$4.53M 0.12%
445,000
– –
TRIS
186
DELISTED
Tristar Acquisition I Corp.
TRIS
$4.53M 0.12%
447,605
– –
VPCB
187
DELISTED
VPC Impact Acquisition Holdings II Class A ordinary shre
VPCB
$4.52M 0.12%
446,813
– –
ICNC
188
DELISTED
Iconic Sports Acquisition Corp.
ICNC
$4.51M 0.12%
437,662
– –
PEGR
189
DELISTED
Project Energy Reimagined Acquisition Corp. Class A Ordinary Share
PEGR
$4.48M 0.11%
444,640
– –
FRSG
190
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
$4.47M 0.11%
444,700
– –
FICV
191
DELISTED
Frontier Investment Corp Class A Ordinary Shares
FICV
$4.43M 0.11%
440,336
– –
MOBV
192
DELISTED
Mobiv Acquisition Corp Class A Common Stock
MOBV
$4.39M 0.11%
+415,000
New +$4.19M
NBST
193
DELISTED
Newbury Street Acquisition Corporation Common Stock
NBST
$4.35M 0.11%
434,780
+65,000
+18% +$645K
ASCB
194
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$4.35M 0.11%
424,997
– –
CDT icon
195
CDT Equity Inc
CDT
$1.93M
– –
0
– –
BYNO
196
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$4.33M 0.11%
424,996
– –
PFTA
197
DELISTED
Perception Capital Corp. III Class A Ordinary Share
PFTA
$4.31M 0.11%
429,963
– –
PSPC
198
DELISTED
Post Holdings Partnering Corporation
PSPC
$4.26M 0.11%
429,210
– –
XFIN
199
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$4.23M 0.11%
414,634
– –
LFAC
200
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
$4.18M 0.11%
407,186
– –
6 7
8
9 10

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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.