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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
FRON
501
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$622K 0.02%
61,752
– –
MEOA
502
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
$622K 0.02%
59,876
– –
JPC icon
503
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$614K 0.02%
84,349
-43,072
-34% -$312K
MLAC
504
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$591K 0.02%
57,927
– –
ATAQ
505
DELISTED
Altimar Acquisition Corp III
ATAQ
$587K 0.02%
58,320
– –
NCAC
506
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$581K 0.01%
56,574
– –
BFZ
507
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$568K 0.01%
+52,470
New +$555K
ECF
508
Ellsworth Growth & Income Fund
ECF
$168M
$567K 0.01%
71,081
+7,803
+12% +$65.3K
CLAA
509
DELISTED
Colonnade Acquisition Corp. II
CLAA
$560K 0.01%
55,634
– –
QFTA
510
DELISTED
Quantum FinTech Acquisition Corporation
QFTA
$558K 0.01%
55,570
– –
ONMD icon
511
OneMedNet
ONMD
$34.5M
$550K 0.01%
52,667
– –
BETR icon
512
Better Home & Finance Holding
BETR
$421M
$548K 0.01%
1,086
– –
INSI
513
DELISTED
Insight Select Income Fund
INSI
$544K 0.01%
36,029
+7,733
+27% +$117K
HCVI
514
DELISTED
Hennessy Capital Investment Corp. VI Class A Common Stock
HCVI
$530K 0.01%
+53,626
New +$526K
VPV icon
515
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$529K 0.01%
53,985
+30,171
+127% +$292K
AMOD
516
Alpha Modus Holdings
AMOD
$17.7M
$527K 0.01%
1,307
– –
MUA icon
517
BlackRock MuniAssets Fund
MUA
$529M
$520K 0.01%
+48,053
New +$490K
MFM
518
Aberdeen Municipal Income Fund
MFM
$222M
$519K 0.01%
100,136
+15,024
+18% +$74.7K
CAUD
519
DELISTED
Collective Audience, Inc.. Common Stock
CAUD
$518K 0.01%
50,000
– –
MBTC
520
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$508K 0.01%
47,560
– –
FXCO
521
DELISTED
Financial Strategies Acquisition Corp. Class A Common Stock
FXCO
$506K 0.01%
48,998
-295,020
-86% -$2.98M
ISD
522
PGIM High Yield Bond Fund
ISD
$418M
$503K 0.01%
42,367
+28,974
+216% +$349K
IGAC
523
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$503K 0.01%
50,003
– –
BITE
524
DELISTED
Bite Acquisition Corp.
BITE
$498K 0.01%
49,499
-406,376
-89% -$4.05M
EFT
525
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$495K 0.01%
44,613
+33,375
+297% +$377K
19 20
21
22 23

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GA
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CIS
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HCM
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HPG
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DTC
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AWA
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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.