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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
+2.49%
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
$2.32B
AUM Growth
-$949M
Cap. Flow
-$1.61B
Cap. Flow %
-69.36%
Top 10 Hldgs %
14.11%
Holding
1,103
New
71
Increased
136
Reduced
472
Closed
195

Top Buys

Rank Stock Value
1
AACT.U
Ares Acquisition Corp II Units
AACT.U
+$22.4M
2
LSI
Life Storage, Inc.
LSI
+$18.8M
3
NATI
National Instruments Corp
NATI
+$18.6M
4
TRTN
Triton International Limited
TRTN
+$16.8M
5
ISEE
IVERIC bio, Inc. Common Stock
ISEE
+$15.9M

Top Sells

Rank Stock Value
1
OSH
Oak Street Health, Inc.
OSH
+$38.9M
2
AQUA
Evoqua Water Technologies Corp. Common Stock
AQUA
+$35.5M
3
AUY
Yamana Gold, Inc.
AUY
+$33M
4
TA
TravelCenters of America LLC
TA
+$31.5M
5
VMW
VMware, Inc
VMW
+$29.2M

Sector Composition

Rank Sector Weight
1 Financials 29.16%
2 Healthcare 7.3%
3 Technology 7.28%
4 Industrials 4.01%
5 Consumer Discretionary 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ECDA
251
DELISTED
ECD Automotive Design
ECDA
$1.47M 0.06%
708
-7
-1% -$14.4K
BNY
252
DELISTED
BlackRock New York Municipal Income Trust
BNY
$1.47M 0.06%
142,309
+22,598
+19% +$230K
DSM
253
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$1.46M 0.06%
256,832
+71,552
+39% +$409K
GODNU
254
DELISTED
Golden Star Acquisition Corporation Unit
GODNU
$1.46M 0.06%
+140,000
New +$1.43M
FCT
255
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$1.46M 0.06%
147,032
+38,376
+35% +$372K
EVM
256
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$1.45M 0.06%
162,830
+6,012
+4% +$53.3K
KIO
257
KKR Income Opportunities Fund
KIO
$450M
$1.44M 0.06%
124,025
-14,245
-10% -$159K
NQP
258
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.44M 0.06%
127,811
+29,733
+30% +$333K
NAN icon
259
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$1.41M 0.06%
131,283
+28,702
+28% +$311K
IIM icon
260
Invesco Value Municipal Income Trust
IIM
$583M
$1.4M 0.06%
118,414
+57,337
+94% +$677K
ALSA
261
DELISTED
Alpha Star Acquisition Corp
ALSA
$1.34M 0.06%
125,153
-110,303
-47% -$1.17M
JQC icon
262
Nuveen Credit Strategies Income Fund
JQC
$702M
$1.34M 0.06%
265,091
+89,748
+51% +$448K
EFT
263
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$1.33M 0.06%
114,264
+45,302
+66% +$519K
MAV
264
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.29M 0.06%
163,907
+37,365
+30% +$297K
DIST
265
DELISTED
Distoken Acquisition Corp
DIST
$1.29M 0.06%
125,000
– –
HWEL
266
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
$1.29M 0.06%
+125,076
New +$1.28M
CTOR
267
Citius Oncology
CTOR
$52.3M
$1.28M 0.06%
121,349
-147
-0.1% -$1.54K
PHT
268
DELISTED
Pioneer High Income Fund
PHT
$1.25M 0.05%
186,686
+45,543
+32% +$305K
PHD
269
DELISTED
Pioneer Floating Rate Fund
PHD
$1.25M 0.05%
144,281
+57,291
+66% +$491K
JAQC
270
DELISTED
Jupiter Acquisition Corporation Common stock
JAQC
$1.25M 0.05%
121,760
-366,778
-75% -$3.73M
EFR
271
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$1.24M 0.05%
105,216
+29,350
+39% +$334K
ARDC
272
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.23M 0.05%
99,502
+54,483
+121% +$654K
MVT
273
DELISTED
BlackRock MuniVest Fund II
MVT
$1.2M 0.05%
112,668
+32,512
+41% +$341K
MIY icon
274
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$1.2M 0.05%
108,279
+43,975
+68% +$485K
SWSS
275
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
$1.19M 0.05%
115,326
+74,878
+185% +$770K
9 10
11
12 13

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JWBC
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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
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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
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AQR Arbitrage's Q2 2023 Portfolio in Review

As of Q2 2023, AQR Arbitrage held 1,103 positions worth $2.32B, down 29% from $3.27B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Arbitrage withdrew a net $1.61B in Q2 2023, closing 195 positions and reducing 472 holdings. Its most notable exit was Oak Street Health, Inc., an estimated $38.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 29% of assets, down from 34% a quarter earlier, followed by Healthcare and Technology.

Against the trend, AQR Arbitrage opened a new position in Ares Acquisition Corp II Units worth $22.7M.

  • AQR Arbitrage's largest Q2 2023 buy was Ares Acquisition Corp II Units: 2,200,000 shares worth $22.7M.
  • AQR Arbitrage added most to Concord Acquisition Corp II in Q2 2023, an estimated $9.21M increase.
  • AQR Arbitrage's biggest Q2 2023 reduction was VMware, Inc, cutting an estimated $29.2M.
  • AQR Arbitrage fully exited Oak Street Health, Inc. in Q2 2023, selling an estimated $38.9M.
  • AQR Arbitrage's ten largest holdings make up 14% of its $2.32B portfolio in Q2 2023.
  • AQR Arbitrage opened 71 new positions and closed 195 in Q2 2023.
  • AQR Arbitrage's portfolio value fell 29% quarter-over-quarter to $2.32B.

Based on AQR Arbitrage's 13F filing for Q2 2023, filed 14 Aug 2023.