We are live on ! Find out more
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
FATP
376
DELISTED
Fat Projects Acquisition Corp Class A Ordinary Share
FATP
$836K 0.03%
80,000
– –
BTZ icon
377
BlackRock Credit Allocation Income Trust
BTZ
$934M
$835K 0.03%
81,122
-11,710
-13% -$125K
FRA icon
378
BlackRock Floating Rate Income Strategies Fund
FRA
$382M
$823K 0.03%
70,383
+42,236
+150% +$495K
BGX
379
Blackstone Long-Short Credit Income Fund
BGX
$136M
$808K 0.02%
74,037
+15,774
+27% +$178K
TRUG icon
380
TruGolf
TRUG
$1.29M
$795K 0.02%
150
– –
EFT
381
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$794K 0.02%
68,962
+24,349
+55% +$284K
BFZ
382
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$791K 0.02%
67,622
+15,152
+29% +$171K
PLTN
383
DELISTED
Plutonian Acquisition Corp. Common Stock
PLTN
$783K 0.02%
+76,458
New +$778K
CDT icon
384
CDT Equity Inc
CDT
$1.79M
– –
0
– –
MSSA
385
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
$771K 0.02%
73,878
-371,122
-83% -$3.84M
PHD
386
DELISTED
Pioneer Floating Rate Fund
PHD
$757K 0.02%
86,990
+8,078
+10% +$72.8K
MTRY
387
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$756K 0.02%
71,076
– –
IIM icon
388
Invesco Value Municipal Income Trust
IIM
$588M
$745K 0.02%
61,077
+8,118
+15% +$99.5K
DNAD
389
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
$743K 0.02%
72,667
– –
PGSS
390
DELISTED
Pegasus Digital Mobility Acquisition Corp.
PGSS
$727K 0.02%
69,525
+4,379
+7% +$45.3K
MIY icon
391
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$720K 0.02%
64,304
+32,596
+103% +$372K
MFM
392
Aberdeen Municipal Income Fund
MFM
$222M
$719K 0.02%
134,731
+34,595
+35% +$180K
KTF
393
DWS Municipal Income Trust
KTF
$349M
$719K 0.02%
80,735
+34,645
+75% +$305K
ENX
394
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$711K 0.02%
73,195
-2,859
-4% -$27K
NKGN
395
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$709K 0.02%
70,000
– –
VPV icon
396
Invesco Pennsylvania Value Municipal Income Trust
VPV
$193M
$688K 0.02%
68,531
+14,546
+27% +$147K
BYM
397
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$687K 0.02%
60,058
+20,966
+54% +$240K
GHY
398
PGIM Global High Yield Fund
GHY
$482M
$678K 0.02%
61,813
-1,920
-3% -$21.8K
ECF
399
Ellsworth Growth & Income Fund
ECF
$166M
$672K 0.02%
82,822
+11,741
+17% +$99.7K
JRI icon
400
Nuveen Real Asset Income & Growth Fund
JRI
$356M
$650K 0.02%
55,328
+31,621
+133% +$383K
14 15
16
17 18

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.