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
AFT
426
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$491K 0.02%
38,905
+10,291
+36% +$133K
DMYY
427
DELISTED
dMY Squared
DMYY
$470K 0.01%
45,899
– –
ZLS
428
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$464K 0.01%
45,440
+4,940
+12% +$49.9K
ISD
429
PGIM High Yield Bond Fund
ISD
$415M
$463K 0.01%
37,920
-4,447
-10% -$55.4K
JRO
430
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$455K 0.01%
56,738
+21,393
+61% +$176K
VTN icon
431
Invesco Trust for Investment Grade New York Municipals
VTN
$161M
$451K 0.01%
43,149
+10,376
+32% +$108K
BMEZ icon
432
BlackRock Health Sciences Trust II
BMEZ
$965M
$450K 0.01%
+26,928
New +$434K
IDE
433
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$429K 0.01%
44,406
+17,011
+62% +$165K
SCRMW
434
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$420K 0.01%
1,908,768
-91,231
-5% -$22.4K
MQT
435
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$415K 0.01%
39,989
+11,017
+38% +$115K
SWSS
436
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
$411K 0.01%
40,448
-43,056
-52% -$272K
GLO
437
Clough Global Opportunities Fund
GLO
$247M
$408K 0.01%
+83,342
New +$411K
FTHY
438
First Trust High Yield Opportunities 2027 Term Fund
FTHY
$502M
$391K 0.01%
+28,019
New +$396K
BRW
439
Saba Capital Income & Opportunities Fund
BRW
$337M
$380K 0.01%
46,687
-5,478
-11% -$44.2K
BCV
440
Bancroft Fund
BCV
$135M
$375K 0.01%
22,087
+1,240
+6% +$22K
GLQ
441
Clough Global Equity Fund
GLQ
$153M
$371K 0.01%
+61,225
New +$377K
IGR
442
CBRE Global Real Estate Income Fund
IGR
$724M
$367K 0.01%
+69,099
New +$431K
FEN
443
DELISTED
First Trust Energy Income and Growth Fund
FEN
$360K 0.01%
+27,700
New +$379K
GHIXW
444
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$358K 0.01%
1,555,216
-28,113
-2% -$6.79K
MHF
445
Western Asset Municipal High Income Fund
MHF
$152M
$354K 0.01%
53,006
+6,450
+14% +$42.2K
RVT icon
446
Royce Value Trust
RVT
$2.22B
$352K 0.01%
+25,936
New +$364K
PPHP
447
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$350K 0.01%
33,000
– –
IGD
448
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$348K 0.01%
68,221
+36,088
+112% +$191K
STEW
449
SRH Total Return Fund
STEW
$1.79B
$346K 0.01%
+28,169
New +$355K
WEA
450
Western Asset Premier Bond Fund
WEA
$123M
$346K 0.01%
33,913
-558
-2% -$5.96K
16 17
18
19 20

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
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
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 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.