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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
DNAD
476
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
$730K 0.02%
72,667
– –
DSM
477
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$729K 0.02%
126,186
+90,553
+254% +$512K
NQP
478
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$725K 0.02%
65,119
+39,946
+159% +$439K
BGR icon
479
BlackRock Energy and Resources Trust
BGR
$406M
$717K 0.02%
57,184
-29,260
-34% -$365K
BGB
480
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$711K 0.02%
67,212
+47,352
+238% +$505K
LDP icon
481
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$706K 0.02%
37,115
+10,917
+42% +$205K
ADOC
482
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$704K 0.02%
67,210
– –
PIAI
483
DELISTED
Prime Impact Acquisition I
PIAI
$699K 0.02%
68,130
– –
NKGN
484
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$697K 0.02%
70,000
+35,000
+100% +$346K
PHD
485
DELISTED
Pioneer Floating Rate Fund
PHD
$692K 0.02%
78,912
+18,647
+31% +$163K
MSDA
486
DELISTED
MSD Acquisition Corp. Class A Ordinary Shares
MSDA
$692K 0.02%
68,492
– –
GHY
487
PGIM Global High Yield Fund
GHY
$480M
$691K 0.02%
+63,733
New +$689K
MHI
488
DELISTED
Pioneer Municipal High Income Fund
MHI
$687K 0.02%
80,013
+11,425
+17% +$97.2K
ENX
489
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$685K 0.02%
76,054
+17,526
+30% +$154K
LHC
490
DELISTED
Leo Holdings Corp. II
LHC
$675K 0.02%
66,870
– –
PGSS
491
DELISTED
Pegasus Digital Mobility Acquisition Corp.
PGSS
$670K 0.02%
65,146
– –
PRBM
492
DELISTED
Parabellum Acquisition Corp.
PRBM
$662K 0.02%
65,025
-65,022
-50% -$653K
NUO
493
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$650K 0.02%
51,243
-2,006
-4% -$24.6K
VHAQ
494
DELISTED
Viveon Health Acquisition Corp.
VHAQ
$639K 0.02%
60,000
– –
IIM icon
495
Invesco Value Municipal Income Trust
IIM
$590M
$638K 0.02%
+52,959
New +$619K
MTN icon
496
Vail Resorts
MTN
$5.6B
$634K 0.02%
2,694
+700
+35% +$164K
MVT
497
DELISTED
BlackRock MuniVest Fund II
MVT
$634K 0.02%
60,701
+31,577
+108% +$324K
IGICW
498
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$634K 0.02%
1,092,274
-19,729
-2% -$12.5K
EFR
499
Eaton Vance Senior Floating-Rate Fund
EFR
$312M
$633K 0.02%
57,892
+40,409
+231% +$452K
BGX
500
Blackstone Long-Short Credit Income Fund
BGX
$136M
$632K 0.02%
58,263
+20,695
+55% +$227K
18 19
20
21 22

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.