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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
LEO
451
BNY Mellon Strategic Municipals
LEO
$387M
$884K 0.02%
144,758
+7,023
+5% +$43K
THQ
452
abrdn Healthcare Opportunities Fund
THQ
$773M
$881K 0.02%
44,454
+26,850
+153% +$530K
JCIC
453
DELISTED
Jack Creek Investment Corp. Class A Ordinary Shares
JCIC
$877K 0.02%
86,552
– –
AOD
454
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$864K 0.02%
110,727
+86,939
+365% +$672K
XBP icon
455
XBP Global Holdings
XBP
$41.3M
$862K 0.02%
8,282
– –
VKI icon
456
Invesco Advantage Municipal Income Trust II
VKI
$394M
$850K 0.02%
98,921
+50,393
+104% +$421K
BOE icon
457
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$840K 0.02%
87,882
+52,323
+147% +$491K
EVN
458
Eaton Vance Municipal Income Trust
EVN
$422M
$830K 0.02%
+84,085
New +$828K
CSTA
459
DELISTED
Constellation Acquisition Corp I
CSTA
$827K 0.02%
81,764
– –
FMN
460
Federated Hermes Premier Municipal Income Fund
FMN
$86.7M
$826K 0.02%
78,651
+22,363
+40% +$232K
FSRX
461
DELISTED
FinServ Acquisition Corp. II Class A Common Stock
FSRX
$824K 0.02%
82,175
+55,000
+202% +$547K
BLUA
462
DELISTED
BlueRiver Acquisition Corp.
BLUA
$822K 0.02%
81,559
– –
FATP
463
DELISTED
Fat Projects Acquisition Corp Class A Ordinary Share
FATP
$811K 0.02%
80,000
– –
NAN icon
464
Nuveen New York Quality Municipal Income Fund
NAN
$370M
$805K 0.02%
75,277
+37,711
+100% +$391K
TRUG icon
465
TruGolf
TRUG
$1.36M
$797K 0.02%
150
-296
-66% -$1.5M
NBH
466
Neuberger Municipal Fund Inc
NBH
$305M
$788K 0.02%
75,615
+26,911
+55% +$281K
REVE
467
DELISTED
Alpine Acquisition Corp
REVE
$783K 0.02%
74,998
– –
PLTNU
468
DELISTED
Plutonian Acquisition Corp. Unit
PLTNU
$774K 0.02%
+77,000
New +$776K
DMF
469
DELISTED
BNY Mellon Municipal Income
DMF
$771K 0.02%
123,116
+29,894
+32% +$185K
MAV
470
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$764K 0.02%
94,264
+38,416
+69% +$301K
HQL
471
abrdn Life Sciences Investors
HQL
$588M
$763K 0.02%
53,711
+43,681
+436% +$633K
PHT
472
DELISTED
Pioneer High Income Fund
PHT
$752K 0.02%
115,757
+42,925
+59% +$283K
JMAC
473
DELISTED
Maxpro Capital Acquisition Corp. Class A Common Stock
JMAC
$748K 0.02%
72,000
+50,000
+227% +$510K
LVRA
474
DELISTED
Levere Holdings Corp. Class A Ordinary Shares
LVRA
$740K 0.02%
73,299
– –
MTRY
475
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$734K 0.02%
71,076
– –
17 18
19
20 21

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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.