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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
+5.97%
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
$3.27B
AUM Growth
-$632M
Cap. Flow
-$1.44B
Cap. Flow %
-44.24%
Top 10 Hldgs %
13.91%
Holding
1,305
New
79
Increased
148
Reduced
585
Closed
257

Top Buys

Rank Stock Value
1
AQUA
Evoqua Water Technologies Corp. Common Stock
AQUA
+$33.4M
2
OSH
Oak Street Health, Inc.
OSH
+$32.4M
3
NUVA
NuVasive, Inc.
NUVA
+$31M
4
AJRD
Aerojet Rocketdyne Holdings
AJRD
+$29.9M
5
TA
TravelCenters of America LLC
TA
+$23.9M

Top Sells

Rank Stock Value
1
LHCG
LHC Group LLC
LHCG
+$53.5M
2
IAA
IAA, Inc. Common Stock
IAA
+$48.8M
3
SGFY
Signify Health, Inc.
SGFY
+$42.3M
4
MYOV
Myovant Sciences Ltd.
MYOV
+$37.4M
5
ONEM
1Life Healthcare
ONEM
+$33.5M

Sector Composition

Rank Sector Weight
1 Financials 33.63%
2 Technology 9.69%
3 Healthcare 6.39%
4 Industrials 6.36%
5 Consumer Discretionary 3.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MUJ icon
326
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$1.29M 0.04%
112,470
+71,314
+173% +$815K
DIST
327
DELISTED
Distoken Acquisition Corp
DIST
$1.27M 0.04%
+125,000
New +$1.27M
HFRO
328
Highland Opportunities and Income Fund
HFRO
$403M
$1.27M 0.04%
144,302
+116,124
+412% +$1.15M
CTOR
329
Citius Oncology
CTOR
$51.7M
$1.26M 0.04%
121,496
-3,504
-3% -$36K
BNY
330
DELISTED
BlackRock New York Municipal Income Trust
BNY
$1.24M 0.04%
119,711
+21,084
+21% +$223K
BGB
331
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.23M 0.04%
115,617
+48,405
+72% +$528K
MHN
332
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$1.23M 0.04%
115,655
+24,613
+27% +$260K
CETUU
333
DELISTED
Cetus Capital Acquisition Corp. Unit
CETUU
$1.19M 0.04%
+115,000
New +$1.18M
NAN icon
334
Nuveen New York Quality Municipal Income Fund
NAN
$370M
$1.13M 0.03%
102,581
+27,304
+36% +$299K
NQP
335
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.12M 0.03%
98,078
+32,959
+51% +$377K
PSQH icon
336
PSQ Holdings
PSQH
$10.3M
$1.12M 0.03%
7,347
– –
DSM
337
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$1.11M 0.03%
185,280
+59,094
+47% +$346K
ENTF
338
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$1.11M 0.03%
106,060
+6,060
+6% +$62.9K
VKI icon
339
Invesco Advantage Municipal Income Trust II
VKI
$396M
$1.09M 0.03%
122,796
+23,875
+24% +$208K
LIBY
340
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
$1.09M 0.03%
103,902
-6,504
-6% -$67.5K
MHI
341
DELISTED
Pioneer Municipal High Income Fund
MHI
$1.09M 0.03%
122,373
+42,360
+53% +$378K
BSGA
342
DELISTED
Blue Safari Group Acquisition Corp. Class A Ordinary Share
BSGA
$1.09M 0.03%
100,100
– –
CLDI icon
343
Calidi Biotherapeutics
CLDI
$2.11M
$1.08M 0.03%
880
– –
FCT
344
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$1.08M 0.03%
108,656
+68,285
+169% +$671K
PEO
345
Adams Natural Resources Fund
PEO
$733M
$1.08M 0.03%
54,537
+37,625
+222% +$776K
EVN
346
Eaton Vance Municipal Income Trust
EVN
$422M
$1.05M 0.03%
103,684
+19,599
+23% +$201K
AIB
347
DELISTED
AIB Acquisition Corp
AIB
$1.05M 0.03%
100,001
-248,729
-71% -$2.59M
LBBB
348
DELISTED
Lakeshore Acquisition II Corp. Ordinary Shares
LBBB
$1.05M 0.03%
100,000
-174,996
-64% -$1.81M
VSAC
349
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$1.05M 0.03%
99,736
– –
MAV
350
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.04M 0.03%
126,542
+32,278
+34% +$267K
12 13
14
15 16

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
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AQR Arbitrage's Q1 2023 Portfolio in Review

As of Q1 2023, AQR Arbitrage held 1,305 positions worth $3.27B, down 16% from $3.9B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Arbitrage withdrew a net $1.44B in Q1 2023, closing 257 positions and reducing 585 holdings. Its most notable exit was LHC Group LLC, an estimated $53.5M position sold in full.

By sector, the portfolio is most concentrated in Financials at 34% of assets, down from 37% a quarter earlier, followed by Technology and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Evoqua Water Technologies Corp. Common Stock worth $35.5M.

  • AQR Arbitrage's largest Q1 2023 buy was Evoqua Water Technologies Corp. Common Stock: 714,968 shares worth $35.5M.
  • AQR Arbitrage added most to Aerojet Rocketdyne Holdings in Q1 2023, an estimated $29.9M increase.
  • AQR Arbitrage's biggest Q1 2023 reduction was First Horizon, cutting an estimated $18.7M.
  • AQR Arbitrage fully exited LHC Group LLC in Q1 2023, selling an estimated $53.5M.
  • AQR Arbitrage's ten largest holdings make up 14% of its $3.27B portfolio in Q1 2023.
  • AQR Arbitrage opened 79 new positions and closed 257 in Q1 2023.
  • AQR Arbitrage's portfolio value fell 16% quarter-over-quarter to $3.27B.

Based on AQR Arbitrage's 13F filing for Q1 2023, filed 15 May 2023.