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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
HZNP
1
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$63.8M 1.95%
584,621
+59,091
+11% +$6.53M
SCRM
2
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$57.3M 1.76%
5,649,130
-225,068
-4% -$2.27M
ATVI
3
DELISTED
Activision Blizzard
ATVI
$49M 1.5%
577,514
-144,560
-20% -$11.2M
VMW
4
DELISTED
VMware, Inc
VMW
$46.6M 1.43%
374,240
-108,211
-22% -$13M
CVII
5
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$41.2M 1.26%
4,060,260
+101,890
+3% +$1.02M
AJRD
6
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$41.1M 1.26%
731,661
+534,870
+272% +$29.9M
TXNM
7
TXNM Energy Inc
TXNM
$6.47B
$40.3M 1.23%
827,965
+23,605
+3% +$1.16M
OSH
8
DELISTED
Oak Street Health, Inc.
OSH
$38.9M 1.19%
+1,004,598
New +$32.4M
AQUA
9
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$35.5M 1.09%
+714,968
New +$33.4M
ACI icon
10
Albertsons Companies
ACI
$5.4B
$33.2M 1.02%
1,607,195
+886,706
+123% +$18.3M
BKI
11
DELISTED
Black Knight, Inc. Common Stock
BKI
$33M 1.01%
581,009
-77,410
-12% -$4.63M
AUY
12
DELISTED
Yamana Gold, Inc.
AUY
$33M 1.01%
5,639,407
-1,218,882
-18% -$6.93M
TA
13
DELISTED
TravelCenters of America LLC
TA
$31.5M 0.96%
+364,237
New +$23.9M
NUVA
14
DELISTED
NuVasive, Inc.
NUVA
$29.6M 0.91%
+725,411
New +$31M
GHIX
15
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$29.4M 0.9%
2,912,341
-155,480
-5% -$1.56M
SIMO icon
16
Silicon Motion
SIMO
$9.19B
$29.2M 0.9%
446,246
-42,668
-9% -$2.8M
TSEM icon
17
Tower Semiconductor
TSEM
$26.4B
$27.3M 0.84%
642,974
-45,290
-7% -$1.89M
MAXR
18
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$26.3M 0.8%
514,428
+21,898
+4% +$1.12M
SAVE
19
DELISTED
Spirit Airlines, Inc.
SAVE
$26M 0.8%
1,512,269
+469,227
+45% +$8.77M
IRBT
20
DELISTED
iRobot
IRBT
$25.7M 0.79%
588,175
-76,612
-12% -$3.39M
FOCS
21
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$22.3M 0.68%
+430,012
New +$20.7M
RADI
22
DELISTED
Radius Global Infrastructure, Inc. Class A Common Stock
RADI
$20.8M 0.64%
+1,415,298
New +$19.2M
FHN icon
23
First Horizon
FHN
$12.1B
$19.8M 0.61%
1,120,118
-840,792
-43% -$18.7M
UNVR
24
DELISTED
Univar Solutions Inc.
UNVR
$19.7M 0.6%
+561,625
New +$19M
SGEN
25
DELISTED
Seagen Inc. Common Stock
SGEN
$19.7M 0.6%
+97,082
New +$15.6M
1
2 3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.