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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
NEA icon
351
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
$1.85M 0.05%
162,747
+94,047
+137% +$1.03M
BMAQ
352
DELISTED
Blockchain Moon Acquisition Corp. Common Stock
BMAQ
$1.85M 0.05%
181,095
– –
ADX icon
353
Adams Diversified Equity Fund
ADX
$3.11B
$1.84M 0.05%
126,804
+17,563
+16% +$266K
NAD icon
354
Nuveen Quality Municipal Income Fund
NAD
$2.72B
$1.8M 0.05%
152,601
+102,198
+203% +$1.15M
CURR
355
Currenc Group
CURR
$372M
$1.8M 0.05%
173,298
– –
CCAI
356
DELISTED
Cascadia Acquisition Corp. Class A Common Stock
CCAI
$1.77M 0.05%
175,338
– –
DSAQ
357
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$1.75M 0.05%
170,550
– –
JPS
358
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.75M 0.05%
257,994
-319
-0.1% -$2.17K
PANA
359
DELISTED
Panacea Acquisition Corp. II Class A Ordinary Shares
PANA
$1.75M 0.04%
173,400
– –
DECA
360
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.73M 0.04%
168,412
– –
HUDAU
361
DELISTED
Hudson Acquisition I Corp. Unit
HUDAU
$1.71M 0.04%
+167,927
New +$1.7M
OCAX
362
DELISTED
OCA Acquisition Corp. Class A Common Stock
OCAX
$1.71M 0.04%
166,759
– –
TCVA
363
DELISTED
TCV Acquisition Corp. Class A Ordinary Shares
TCVA
$1.71M 0.04%
169,135
– –
SDAC
364
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$1.66M 0.04%
165,425
– –
LCW
365
DELISTED
Learn CW Investment Corporation Class A Ordinary Shares
LCW
$1.64M 0.04%
162,728
– –
NVG icon
366
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
$1.6M 0.04%
+131,955
New +$1.55M
MUC icon
367
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$1.6M 0.04%
148,958
+124,439
+508% +$1.33M
MUI
368
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$1.6M 0.04%
141,173
+73,762
+109% +$814K
NAC icon
369
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$1.58M 0.04%
+142,956
New +$1.55M
EIM
370
Eaton Vance Municipal Bond Fund
EIM
$493M
$1.56M 0.04%
150,418
+23,870
+19% +$236K
LVAC
371
DELISTED
LAVA Medtech Acquisition Corp. Class A Common Stock
LVAC
$1.56M 0.04%
151,896
– –
DTRT
372
DELISTED
DTRT Health Acquisition Corp. Class A Common Stock
DTRT
$1.55M 0.04%
149,436
-388,532
-72% -$3.98M
MYD
373
DELISTED
BlackRock MuniYield Fund
MYD
$1.54M 0.04%
148,094
+16,547
+13% +$169K
BWAC
374
DELISTED
BETTER WORLD ACQUISITION CORP. Common Stock
BWAC
$1.53M 0.04%
146,800
– –
MQY icon
375
BlackRock MuniYield Quality Fund
MQY
$810M
$1.53M 0.04%
132,018
+61,905
+88% +$700K
13 14
15
16 17

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GA
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CIS
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EMPI
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HCM
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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.