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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
AFB
426
AllianceBernstein National Municipal Income Fund
AFB
$313M
$1.03M 0.03%
97,874
+48,600
+99% +$508K
STRE
427
DELISTED
Supernova Partners Acquisition Company III, Ltd.
STRE
$1.02M 0.03%
101,500
– –
AVHI
428
DELISTED
Achari Ventures Holdings Corp I
AVHI
$1.02M 0.03%
100,000
– –
QOMOU
429
DELISTED
Qomolangma Acquisition Corp. Unit
QOMOU
$1.01M 0.03%
100,000
– –
SPKB
430
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$1.01M 0.03%
100,000
– –
PDOT
431
DELISTED
Peridot Acquisition Corp. II
PDOT
$1.01M 0.03%
100,000
– –
AISP
432
Airship AI Holdings
AISP
$67.8M
$1.01M 0.03%
99,996
– –
HPLT
433
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
$1M 0.03%
99,280
– –
WRAC
434
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$1M 0.03%
99,900
+49,900
+100% +$507K
MCAG
435
DELISTED
Mountain Crest Acquisition Corp. V Common Stock
MCAG
$1M 0.03%
+100,000
New +$1M
CPAR
436
DELISTED
Catalyst Partners Acquisition Corp. Class A Ordinary Share
CPAR
$998K 0.03%
98,980
– –
CTAQ
437
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
$993K 0.03%
96,996
– –
BNY
438
DELISTED
BlackRock New York Municipal Income Trust
BNY
$993K 0.03%
98,627
+39,486
+67% +$389K
HQH
439
abrdn Healthcare Investors
HQH
$1.25B
$977K 0.03%
+54,267
New +$1.01M
FOXW
440
DELISTED
FoxWayne Enterprises Acquisition Corp. Class A Common Stock
FOXW
$954K 0.02%
94,130
– –
BTZ icon
441
BlackRock Credit Allocation Income Trust
BTZ
$931M
$938K 0.02%
92,832
-39,364
-30% -$400K
MHN
442
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$935K 0.02%
91,042
+35,972
+65% +$357K
APN
443
DELISTED
Apeiron Capital Investment Corp
APN
$934K 0.02%
91,007
-309,514
-77% -$3.15M
SAGA
444
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
$932K 0.02%
89,495
-109,382
-55% -$1.1M
KIO
445
KKR Income Opportunities Fund
KIO
$450M
$931K 0.02%
84,563
+20,428
+32% +$229K
TZPS
446
DELISTED
TZP Strategies Acquisition Corp. Class A Ordinary Share
TZPS
$928K 0.02%
91,842
– –
PACX
447
DELISTED
Pioneer Merger Corp. Class A Ordinary Share
PACX
$913K 0.02%
90,000
– –
DSU icon
448
BlackRock Debt Strategies Fund
DSU
$590M
$912K 0.02%
99,179
+30,703
+45% +$286K
MVF
449
DELISTED
BlackRock MuniVest Fund
MVF
$910K 0.02%
129,866
+79,621
+158% +$534K
NRK icon
450
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$904M
$910K 0.02%
88,717
+73,861
+497% +$743K
16 17
18
19 20

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CIS
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EMPI
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HCM
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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.