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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
GVCI
376
DELISTED
Green Visor Financial Technology Acquisition Corp. I Class A Ordinary Shares
GVCI
$1.52M 0.04%
147,030
– –
PNAC
377
DELISTED
Prime Number Acquisition I Corp. Class A Common Stock
PNAC
$1.52M 0.04%
149,995
– –
SCMA
378
DELISTED
Seaport Calibre Materials Acquisition Corp. Class A Common Stock
SCMA
$1.52M 0.04%
148,130
– –
BLE
379
DELISTED
BlackRock Municipal Income Trust II
BLE
$1.52M 0.04%
147,175
+23,232
+19% +$235K
MACA
380
DELISTED
Moringa Acquisition Corp Class A Ordinary Shares
MACA
$1.52M 0.04%
150,000
– –
NAAC
381
DELISTED
North Atlantic Acquisition Corporation Class A Ordinary Share
NAAC
$1.52M 0.04%
150,000
– –
VBOC
382
DELISTED
Viscogliosi Brothers Acquisition Corp Common Stock
VBOC
$1.52M 0.04%
149,997
– –
NRAC
383
DELISTED
Northern Revival Acquisition Corporation Class A Ordinary Share
NRAC
$1.51M 0.04%
150,000
– –
ASCA
384
DELISTED
A SPAC I Acquisition Corp. Class A Ordinary Share
ASCA
$1.51M 0.04%
148,394
– –
VMO icon
385
Invesco Municipal Opportunity Trust
VMO
$650M
$1.51M 0.04%
152,544
+42,327
+38% +$393K
ABGI
386
DELISTED
ABG Acquisition Corp. I
ABGI
$1.51M 0.04%
149,800
– –
BNNR
387
DELISTED
Banner Acquisition Corp. Class A Common Stock
BNNR
$1.51M 0.04%
149,470
– –
AQU
388
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$1.5M 0.04%
+150,000
New +$1.5M
DMYS
389
DELISTED
dMY Technology Group, Inc. VI
DMYS
$1.5M 0.04%
149,468
+67,052
+81% +$667K
RMCO icon
390
Royalty Management
RMCO
$36.1M
$1.5M 0.04%
149,850
– –
MVLA
391
DELISTED
Movella Holdings Inc. Common Stock
MVLA
$1.48M 0.04%
146,444
– –
THAC
392
DELISTED
Thrive Acquisition Corporation Class A ordinary shares
THAC
$1.47M 0.04%
142,630
– –
LGVC
393
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$1.46M 0.04%
142,844
– –
GSQB
394
DELISTED
G Squared Ascend II Inc.
GSQB
$1.45M 0.04%
143,346
+75,000
+110% +$752K
ECDA
395
DELISTED
ECD Automotive Design
ECDA
$1.45M 0.04%
+725
New +$1.45M
BFK
396
DELISTED
BlackRock Municipal Income Trust
BFK
$1.42M 0.04%
141,070
+51,750
+58% +$504K
VKQ icon
397
Invesco Municipal Trust
VKQ
$537M
$1.42M 0.04%
142,974
+38,563
+37% +$360K
VCV icon
398
Invesco California Value Municipal Income Trust
VCV
$514M
$1.32M 0.03%
139,334
+63,944
+85% +$593K
MHD icon
399
BlackRock MuniHoldings Fund
MHD
$598M
$1.29M 0.03%
106,274
+66,811
+169% +$767K
VGM icon
400
Invesco Trust Investment Grade Municipals
VGM
$550M
$1.29M 0.03%
128,080
+42,523
+50% +$407K
14 15
16
17 18

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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.