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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
FCT
251
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$1.27M 0.06%
126,563
-20,469
-14% -$205K
JAQC
252
DELISTED
Jupiter Acquisition Corporation Common stock
JAQC
$1.25M 0.06%
121,760
– –
VTN icon
253
Invesco Trust for Investment Grade New York Municipals
VTN
$162M
$1.25M 0.06%
136,986
+64,847
+90% +$640K
JRS icon
254
Nuveen Real Estate Income Fund
JRS
$252M
$1.19M 0.05%
177,890
+136,612
+331% +$996K
PHD
255
DELISTED
Pioneer Floating Rate Fund
PHD
$1.18M 0.05%
131,106
-13,175
-9% -$118K
LIBY
256
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
$1.13M 0.05%
103,561
– –
GLO
257
Clough Global Opportunities Fund
GLO
$248M
$1.12M 0.05%
253,757
+170,415
+204% +$827K
SPEC
258
DELISTED
Spectaire Holdings, Inc. Common Stock
SPEC
$1.11M 0.05%
100,000
– –
ADX icon
259
Adams Diversified Equity Fund
ADX
$3.11B
$1.11M 0.05%
66,415
-89,970
-58% -$1.55M
BSL
260
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$169M
$1.1M 0.05%
83,384
+1,237
+2% +$16.2K
VSAC
261
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$1.09M 0.05%
99,604
– –
LBBB
262
DELISTED
Lakeshore Acquisition II Corp. Ordinary Shares
LBBB
$1.08M 0.05%
99,766
– –
HYB
263
DELISTED
New America High Income Fund, Inc.
HYB
$1.08M 0.05%
166,122
+71,846
+76% +$481K
AFAR
264
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$1.08M 0.05%
100,000
– –
NVAC
265
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$1.07M 0.05%
99,348
– –
ATEK
266
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$1.07M 0.05%
99,000
– –
ENER
267
DELISTED
Accretion Acquisition Corp
ENER
$1.05M 0.05%
100,164
– –
LGI
268
Lazard Global Total Return & Income Fund
LGI
$235M
$1.05M 0.05%
75,663
+53,210
+237% +$793K
TMTC
269
DELISTED
TMT Acquisition Corp Ordinary Shares
TMTC
$1.04M 0.05%
100,000
– –
QOMO
270
DELISTED
Qomolangma Acquisition Corp. Common Stock
QOMO
$1.04M 0.05%
97,890
– –
HPLT
271
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
$1.03M 0.05%
97,782
– –
GRX
272
Gabelli Healthcare & Wellness Trust
GRX
$143M
$1.01M 0.05%
117,494
+61,828
+111% +$590K
OAKU
273
DELISTED
Oak Woods Acquisition Corp
OAKU
$992K 0.04%
95,000
– –
ITAQ
274
DELISTED
Industrial Tech Acquisitions II, Inc. Class A Common Stock
ITAQ
$989K 0.04%
94,777
– –
PARA
275
DELISTED
Paramount Global Class B
PARA
$983K 0.04%
76,165
+60,685
+392% +$899K
9 10
11
12 13

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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.