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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
+2.84%
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
$2.23B
AUM Growth
-$90.9M
Cap. Flow
-$814M
Cap. Flow %
-36.55%
Top 10 Hldgs %
16.3%
Holding
983
New
66
Increased
139
Reduced
79
Closed
197

Top Buys

Rank Stock Value
1
DEN
Denbury Inc.
DEN
+$24.4M
2
CPRI icon
Capri Holdings
CPRI
+$23.6M
3
AMED
Amedisys
AMED
+$23.3M
4
ABCM
Abcam PLC
ABCM
+$23.3M
5
KDK
Kodiak AI
KDK
+$22.5M

Top Sells

Rank Stock Value
1
CVII
Churchill Capital Corp VII Class A Common Stock
CVII
+$40.3M
2
AJRD
Aerojet Rocketdyne Holdings
AJRD
+$22.7M
3
AACT.U
Ares Acquisition Corp II Units
AACT.U
+$22.7M
4
NUVA
NuVasive, Inc.
NUVA
+$21.5M
5
LSI
Life Storage, Inc.
LSI
+$18.7M

Sector Composition

Rank Sector Weight
1 Financials 17.43%
2 Healthcare 8.05%
3 Technology 7.08%
4 Consumer Discretionary 3.37%
5 Consumer Staples 2.82%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HFRO
226
Highland Opportunities and Income Fund
HFRO
$407M
$1.53M 0.07%
190,528
– –
BOWN
227
DELISTED
Bowen Acquisition Corp
BOWN
$1.53M 0.07%
+150,000
New +$1.52M
MQT
228
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$1.53M 0.07%
170,012
+96,761
+132% +$949K
FTHY
229
First Trust High Yield Opportunities 2027 Term Fund
FTHY
$499M
$1.53M 0.07%
114,741
+56,896
+98% +$776K
ASCA
230
DELISTED
A SPAC I Acquisition Corp. Class A Ordinary Share
ASCA
$1.52M 0.07%
140,815
– –
ECDA
231
DELISTED
ECD Automotive Design
ECDA
$1.5M 0.07%
708
– –
DMF
232
DELISTED
BNY Mellon Municipal Income
DMF
$1.49M 0.07%
262,246
+83,580
+47% +$516K
CET
233
Central Securities Corp
CET
$1.54B
$1.45M 0.07%
40,935
+23,339
+133% +$848K
TY icon
234
TRI-Continental Corp
TY
$1.86B
$1.45M 0.07%
54,558
+29,018
+114% +$799K
GODN
235
DELISTED
Golden Star Acquisition Corporation Ordinary Shares
GODN
$1.44M 0.06%
+140,000
New +$1.43M
HGLB
236
Highland Global Allocation Fund
HGLB
$173M
$1.43M 0.06%
179,275
+143,385
+400% +$1.2M
BTX
237
BlackRock Technology and Private Equity Term Trust
BTX
$957M
$1.41M 0.06%
202,945
+58,280
+40% +$445K
FMN
238
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$1.37M 0.06%
142,750
+38,712
+37% +$399K
ALSA
239
DELISTED
Alpha Star Acquisition Corp
ALSA
$1.36M 0.06%
125,153
– –
BF.B icon
240
Brown-Forman Class B
BF.B
$12B
$1.36M 0.06%
23,701
+17,528
+284% +$1.17M
PNBK icon
241
Patriot National Bancorp
PNBK
$132M
$1.35M 0.06%
189,455
– –
PEO
242
Adams Natural Resources Fund
PEO
$759M
$1.34M 0.06%
60,335
-26,361
-30% -$571K
BKN
243
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$1.34M 0.06%
132,436
+75,511
+133% +$844K
IGA
244
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$1.33M 0.06%
160,583
+89,028
+124% +$747K
GLQ
245
Clough Global Equity Fund
GLQ
$154M
$1.32M 0.06%
241,073
+122,529
+103% +$739K
DIST
246
DELISTED
Distoken Acquisition Corp
DIST
$1.32M 0.06%
125,000
– –
VPV icon
247
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$1.31M 0.06%
146,158
+58,522
+67% +$561K
CTOR
248
Citius Oncology
CTOR
$52.3M
$1.3M 0.06%
121,349
– –
PPYA
249
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$1.29M 0.06%
120,342
-115,000
-49% -$1.22M
KVACU icon
250
Keen Vision Acquisition Corp Units
KVACU
$1.28M 0.06%
+125,000
New +$1.27M
8 9
10
11 12

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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 Q3 2023 Portfolio in Review

As of Q3 2023, AQR Arbitrage held 983 positions worth $2.23B, down 3.9% from $2.32B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

AQR Arbitrage withdrew a net $814M in Q3 2023, closing 197 positions and reducing 79 holdings. Its most notable exit was Churchill Capital Corp VII Class A Common Stock, an estimated $40.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 29% a quarter earlier, followed by Healthcare and Technology.

Against the trend, AQR Arbitrage opened a new position in Denbury Inc. worth $26.5M.

  • AQR Arbitrage's largest Q3 2023 buy was Denbury Inc.: 270,057 shares worth $26.5M.
  • AQR Arbitrage added most to Amedisys in Q3 2023, an estimated $23.3M increase.
  • AQR Arbitrage's biggest Q3 2023 reduction was KnightSwan Acquisition Corporation, cutting an estimated $9.47M.
  • AQR Arbitrage fully exited Churchill Capital Corp VII Class A Common Stock in Q3 2023, selling an estimated $40.3M.
  • AQR Arbitrage's ten largest holdings make up 16% of its $2.23B portfolio in Q3 2023.
  • AQR Arbitrage opened 66 new positions and closed 197 in Q3 2023.
  • AQR Arbitrage's portfolio value fell 3.9% quarter-over-quarter to $2.23B.

Based on AQR Arbitrage's 13F filing for Q3 2023, filed 14 Nov 2023.