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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
SMIH
1101
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
– –
-25,000
Closed -$252K
FTPA
1102
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
– –
-189,304
Closed -$1.9M
FRON
1103
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
– –
-61,752
Closed -$622K
FTPAW
1104
DELISTED
FTAC Parnassus Acquisition Corp. Warrant
FTPAW
– –
-71,714
Closed -$1.43K
GWIIW
1105
DELISTED
Good Works II Acquisition Corp. Warrant
GWIIW
– –
-287,818
Closed -$20.9K
FRONW
1106
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
– –
-27,943
Closed -$324
TBSAW
1107
DELISTED
TB SA Acquisition Corp Warrant
TBSAW
– –
-49,999
Closed -$1.52K
AGGRW
1108
DELISTED
Agile Growth Corp Warrant
AGGRW
– –
-16,666
Closed -$168
ACQRW
1109
DELISTED
Independence Holdings Corp. Warrant
ACQRW
– –
-15,000
Closed -$92
CLAA
1110
DELISTED
Colonnade Acquisition Corp. II
CLAA
– –
-55,634
Closed -$560K
HORI
1111
DELISTED
Emerging Markets Horizon Corp. Class A Ordinary Shares
HORI
– –
-525,720
Closed -$5.37M
CLAA.WS
1112
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
– –
-10,139
Closed -$507
ACQR
1113
DELISTED
Independence Holdings Corp. Class A Ordinary Share
ACQR
– –
-1,053,359
Closed -$10.6M
AGGR
1114
DELISTED
Agile Growth Corp
AGGR
– –
-103,849
Closed -$1.05M
PDOT.WS
1115
DELISTED
Peridot Acquisition Corp. II Redeemable warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PDOT.WS
– –
-19,999
Closed -$934
PDOT
1116
DELISTED
Peridot Acquisition Corp. II
PDOT
– –
-100,000
Closed -$1.01M
PTOC
1117
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
– –
-810,032
Closed -$8.18M
PTOCW
1118
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
– –
-299,999
Closed -$510
MYOV
1119
DELISTED
Myovant Sciences Ltd.
MYOV
– –
-1,387,550
Closed -$37.4M
VVNT
1120
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
– –
-986,602
Closed -$11.7M
HORIW
1121
DELISTED
Emerging Markets Horizon Corp. Warrants
HORIW
– –
-262,860
Closed -$1.71K
WPCB
1122
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
– –
-40,000
Closed -$404K
SVFB
1123
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
– –
-524,172
Closed -$5.28M
ESM.WS
1124
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
– –
-33,332
Closed -$3.88K
WPCA
1125
DELISTED
Warburg Pincus Capital Corporation I-A
WPCA
– –
-358,180
Closed -$3.62M
43 44
45
46 47

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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.