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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
AEON icon
201
AEON Biopharma
AEON
$11.1M
$4.13M 0.11%
5,704
+1,292
+29% +$926K
SHUA
202
DELISTED
SHUAA Partners Acquisition Corp I Class A Ordinary Share
SHUA
$4.12M 0.11%
399,994
– –
RMGC
203
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$4.11M 0.11%
406,777
– –
CLRC
204
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$4.1M 0.11%
399,798
– –
ITAQ
205
DELISTED
Industrial Tech Acquisitions II, Inc. Class A Common Stock
ITAQ
$4.07M 0.1%
399,996
– –
AEAE
206
DELISTED
AltEnergy Acquisition Corp
AEAE
$4.07M 0.1%
397,892
– –
ZT
207
DELISTED
Zimmer Energy Transition Acquisition Corp. Class A Common Stock
ZT
$4.07M 0.1%
408,998
– –
MPRA
208
DELISTED
Mercato Partners Acquisition Corporation Class A Common Stock
MPRA
$4.04M 0.1%
395,544
+26,000
+7% +$263K
SAMA
209
DELISTED
Schultze Special Purpose Acquisition Corp. II Class A Common Stock
SAMA
$4.03M 0.1%
398,959
+250,000
+168% +$2.5M
SLVR
210
DELISTED
SilverSPAC Inc. Class A Ordinary Share
SLVR
$4.02M 0.1%
401,582
– –
TWLV
211
DELISTED
Twelve Seas Investment Company II Class A Common Stock
TWLV
$4.01M 0.1%
398,294
+20,000
+5% +$199K
AAC
212
DELISTED
Ares Acquisition Corporation
AAC
$4.01M 0.1%
398,334
– –
IVCP
213
DELISTED
Swiftmerge Acquisition Corp. Class A Ordinary Share
IVCP
$4.01M 0.1%
395,960
– –
TWOA
214
DELISTED
two
TWOA
$4M 0.1%
397,300
– –
MNTN
215
DELISTED
Everest Consolidator Acquisition Corporation
MNTN
$4M 0.1%
390,888
– –
PEPL
216
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
$3.97M 0.1%
388,080
– –
NSTD
217
DELISTED
Northern Star Investment Corp. IV
NSTD
$3.95M 0.1%
393,012
+84,000
+27% +$836K
FRXB
218
DELISTED
Forest Road Acquisition Corp. II
FRXB
$3.94M 0.1%
392,246
+25,000
+7% +$249K
LOCC
219
DELISTED
Live Oak Crestview Climate Acquisition Corp.
LOCC
$3.92M 0.1%
394,205
– –
CORS
220
DELISTED
Corsair Partnering Corporation
CORS
$3.92M 0.1%
394,177
+52,183
+15% +$515K
SBC
221
SBC Medical Group
SBC
$314M
$3.84M 0.1%
+375,000
New +$3.79M
XAGE
222
DELISTED
Longevity Health Holdings, Inc. Common Stock
XAGE
$3.84M 0.1%
12,925
– –
BACA
223
DELISTED
Berenson Acquisition Corp. I
BACA
$3.84M 0.1%
382,242
+69,000
+22% +$688K
SOAR icon
224
Volato Group
SOAR
$6.97M
$3.81M 0.1%
14,979
– –
AIEV
225
DELISTED
Thunder Power Holdings, Inc. Common Stock
AIEV
$3.76M 0.1%
370,000
– –
7 8
9
10 11

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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.