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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
WTMA
576
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$268K 0.01%
26,320
– –
BNIX
577
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$268K 0.01%
26,355
– –
EMF
578
Templeton Emerging Markets Fund
EMF
$312M
$260K 0.01%
22,773
+7,733
+51% +$86.8K
BTT icon
579
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$259K 0.01%
+12,160
New +$256K
SMIH
580
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
$252K 0.01%
25,000
– –
IDE
581
Voya Infrastructure, Industrials and Materials Fund
IDE
$200M
$251K 0.01%
+27,395
New +$253K
GAM
582
General American Investors Company
GAM
$1.54B
$215K 0.01%
+5,949
New +$216K
FEXD
583
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$205K 0.01%
19,976
– –
IGA
584
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$192K ﹤0.01%
+22,029
New +$192K
TIOA
585
DELISTED
Tio Tech A Class A Ordinary Share
TIOA
$184K ﹤0.01%
18,180
– –
MNP
586
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$183K ﹤0.01%
+15,679
New +$180K
AIF
587
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$182K ﹤0.01%
+14,994
New +$182K
YTPG
588
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$176K ﹤0.01%
17,909
– –
IGD
589
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$506M
$174K ﹤0.01%
+32,133
New +$169K
JSD
590
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$169K ﹤0.01%
+14,234
New +$170K
AENT icon
591
Alliance Entertainment
AENT
$305M
$163K ﹤0.01%
16,038
– –
IHD
592
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
$161K ﹤0.01%
31,181
+800
+3% +$4.06K
GXIIW
593
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
$158K ﹤0.01%
199,998
– –
AMPX.WS icon
594
Amprius Technologies Warrants
AMPX.WS
$383M
$151K ﹤0.01%
520,956
-355,238
-41% -$126K
GDL
595
GDL Fund
GDL
$91.8M
$147K ﹤0.01%
+18,721
New +$148K
MBSC.WS
596
DELISTED
M3-Brigade Acquisition III Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
MBSC.WS
$139K ﹤0.01%
331,036
– –
RCACW
597
DELISTED
Revelstone Capital Acquisition Corp. Warrant
RCACW
$136K ﹤0.01%
674,997
– –
ATAKR
598
DELISTED
Aurora Technology Acquisition Corp. Rights
ATAKR
$127K ﹤0.01%
977,600
– –
HWEL
599
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
$126K ﹤0.01%
12,700
– –
GGAAW
600
DELISTED
Genesis Growth Tech Acquisition Corp. Warrant
GGAAW
$124K ﹤0.01%
494,961
– –
22 23
24
25 26

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GA
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CIS
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EMPI
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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.