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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
NFJ
401
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$1.28M 0.03%
113,608
+76,295
+204% +$865K
IQI icon
402
Invesco Quality Municipal Securities
IQI
$526M
$1.27M 0.03%
135,169
+29,259
+28% +$274K
CTOR
403
Citius Oncology
CTOR
$53M
$1.27M 0.03%
+125,000
New +$1.27M
BLNG
404
DELISTED
Belong Acquisition Corp. Class A Common Stock
BLNG
$1.27M 0.03%
128,000
– –
EVM
405
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$1.26M 0.03%
145,973
+34,677
+31% +$296K
MYI icon
406
BlackRock MuniYield Quality Fund III
MYI
$711M
$1.25M 0.03%
111,768
+89,877
+411% +$955K
MYN icon
407
BlackRock MuniYield New York Quality Fund
MYN
$373M
$1.18M 0.03%
119,939
+57,761
+93% +$553K
FTF
408
Franklin Limited Duration Income Trust
FTF
$233M
$1.15M 0.03%
185,319
+29,281
+19% +$182K
GDV icon
409
Gabelli Dividend & Income Trust
GDV
$2.62B
$1.15M 0.03%
+55,715
New +$1.14M
NIE
410
Virtus Equity & Convertible Income Fund
NIE
$715M
$1.15M 0.03%
62,902
+9,441
+18% +$196K
CRZN
411
DELISTED
Corazon Capital V838 Monoceros Corp Class A Ordinary Shares
CRZN
$1.14M 0.03%
112,848
– –
GIAC
412
DELISTED
Gesher I Acquisition Corp. Class A Ordinary Shares
GIAC
$1.14M 0.03%
111,846
– –
LIBY
413
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
$1.13M 0.03%
110,406
-38,164
-26% -$387K
BCX icon
414
BlackRock Resources & Commodities Strategy Trust
BCX
$892M
$1.12M 0.03%
111,918
+86,382
+338% +$820K
MMU
415
Western Asset Managed Municipals Fund
MMU
$549M
$1.11M 0.03%
110,273
+36,385
+49% +$361K
PSQH icon
416
PSQ Holdings
PSQH
$10.3M
$1.1M 0.03%
7,347
+4,667
+174% +$689K
RKTA
417
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$1.1M 0.03%
108,450
– –
JQC icon
418
Nuveen Credit Strategies Income Fund
JQC
$704M
$1.08M 0.03%
211,382
-4,956
-2% -$25.3K
CLDI icon
419
Calidi Biotherapeutics
CLDI
$2.15M
$1.07M 0.03%
880
+542
+160% +$649K
SCAQ
420
DELISTED
Stratim Cloud Acquisition Corp. Class A Common Stock
SCAQ
$1.07M 0.03%
106,313
+68,613
+182% +$681K
AGGR
421
DELISTED
Agile Growth Corp
AGGR
$1.05M 0.03%
103,849
– –
BSGA
422
DELISTED
Blue Safari Group Acquisition Corp. Class A Ordinary Share
BSGA
$1.05M 0.03%
100,100
– –
ROSE
423
DELISTED
Rose Hill Acquisition Corporation Class A Ordinary Shares
ROSE
$1.05M 0.03%
100,000
– –
VSAC
424
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$1.03M 0.03%
99,736
– –
ENTF
425
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$1.03M 0.03%
100,000
– –
15 16
17
18 19

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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.