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
DCRDW
1151
DELISTED
Decarbonization Plus Acquisition Corporation IV Warrant
DCRDW
– –
-150,749
Closed -$95.7K
CPAQ
1152
DELISTED
Counter Press Acquisition Corporation Class A Ordinary Share
CPAQ
– –
-454,732
Closed -$4.67M
FTAA
1153
DELISTED
FTAC Athena Acquisition Corp. Class A Ordinary Share
FTAA
– –
-34,387
Closed -$348K
FTAAW
1154
DELISTED
FTAC Athena Acquisition Corp. Warrant
FTAAW
– –
-12,500
Closed -$613
ONEM
1155
DELISTED
1Life Healthcare
ONEM
– –
-2,007,368
Closed -$33.5M
LHCG
1156
DELISTED
LHC Group LLC
LHCG
– –
-331,737
Closed -$53.5M
NVSAW
1157
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
– –
-12,666
Closed -$731
LGAC
1158
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
– –
-619,577
Closed -$6.26M
LGACW
1159
DELISTED
Lazard Growth Acquisition Corp. I Warrants
LGACW
– –
-10,000
Closed -$70
ACDI
1160
DELISTED
Ascendant Digital Acquisition Corp. III
ACDI
– –
-214,267
Closed -$2.21M
ITQRW
1161
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
– –
-19,500
Closed -$146
CTAQW
1162
DELISTED
Carney Technology Acquisition Corp. II Warrant
CTAQW
– –
-203,046
Closed -$13.6K
CTAQ
1163
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
– –
-96,996
Closed -$993K
WQGA.WS
1164
DELISTED
World Quantum Growth Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WQGA.WS
– –
-150,750
Closed -$1.51K
VLDRW
1165
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
– –
-89,248
Closed -$22.8K
SCOB
1166
DELISTED
ScION Tech Growth II Class A Ordinary Shares
SCOB
– –
-468,500
Closed -$4.74M
SCOBW
1167
DELISTED
ScION Tech Growth II Warrants
SCOBW
– –
-16,666
Closed -$60
BACA.WS
1168
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
– –
-37,499
Closed -$1.37K
STOR
1169
DELISTED
STORE Capital Corporation
STOR
– –
-896,238
Closed -$28.7M
SCMAW
1170
DELISTED
Seaport Calibre Materials Acquisition Corp. Warrant
SCMAW
– –
-50,152
Closed -$1.75K
BIOTW
1171
DELISTED
Biotech Acquisition Company Warrant
BIOTW
– –
-26,499
Closed -$1.69K
SCMA
1172
DELISTED
Seaport Calibre Materials Acquisition Corp. Class A Common Stock
SCMA
– –
-148,130
Closed -$1.52M
BIOT
1173
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
– –
-351,148
Closed -$3.55M
MIT
1174
DELISTED
Mason Industrial Technology, Inc.
MIT
– –
-1,582,180
Closed -$15.8M
DTRTW
1175
DELISTED
DTRT Health Acquisition Corp. Warrant
DTRTW
– –
-148,984
Closed -$44.7K
45 46
47
48 49

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.