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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
AGD
276
abrdn Global Dynamic Dividend Fund
AGD
$315M
$970K 0.04%
111,965
+49,564
+79% +$462K
SAGA
277
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
$962K 0.04%
87,897
– –
BMAC
278
DELISTED
Black Mountain Acquisition Corp.
BMAC
$953K 0.04%
89,285
– –
RMT
279
Royce Micro-Cap Trust
RMT
$743M
$950K 0.04%
114,693
+45,469
+66% +$401K
KYCH
280
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
$948K 0.04%
89,032
-503,780
-85% -$5.31M
FLC
281
Flaherty & Crumrine Total Return Fund
FLC
$174M
$937K 0.04%
68,465
+53,719
+364% +$760K
FSD
282
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$919K 0.04%
85,753
+56,419
+192% +$630K
LGVC
283
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$878K 0.04%
82,000
– –
IDE
284
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$867K 0.04%
91,945
+17,757
+24% +$174K
VFL
285
DELISTED
abrdn National Municipal Income Fund
VFL
$866K 0.04%
100,579
+69,794
+227% +$670K
ASGI
286
abrdn Global Infrastructure Income Fund
ASGI
$772M
$865K 0.04%
53,720
+17,838
+50% +$311K
GDNR
287
DELISTED
Gardiner Healthcare Acquisitions Corp. Common Stock
GDNR
$852K 0.04%
79,008
– –
EFR
288
Eaton Vance Senior Floating-Rate Fund
EFR
$313M
$808K 0.04%
66,689
-38,527
-37% -$464K
MSSA
289
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
$806K 0.04%
73,697
– –
PLTN
290
DELISTED
Plutonian Acquisition Corp. Common Stock
PLTN
$804K 0.04%
76,066
– –
MTRY
291
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$795K 0.04%
71,050
– –
BGX
292
Blackstone Long-Short Credit Income Fund
BGX
$136M
$786K 0.04%
67,509
-34,262
-34% -$395K
BGR icon
293
BlackRock Energy and Resources Trust
BGR
$416M
$775K 0.03%
59,149
+11,486
+24% +$145K
AVK
294
Advent Convertible and Income Fund
AVK
$542M
$768K 0.03%
+75,185
New +$834K
MNP
295
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$759K 0.03%
71,714
+39,944
+126% +$455K
EFT
296
Eaton Vance Floating-Rate Income Trust
EFT
$284M
$755K 0.03%
61,292
-52,972
-46% -$640K
FWONA icon
297
Liberty Media Series A
FWONA
$22.3B
$730K 0.03%
+12,905
New +$786K
AFT
298
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$728K 0.03%
54,153
-19,504
-26% -$258K
MFM
299
Aberdeen Municipal Income Fund
MFM
$222M
$724K 0.03%
159,041
-12,791
-7% -$64.2K
SBI
300
Western Asset Intermediate Muni Fund
SBI
$108M
$670K 0.03%
93,622
+33,473
+56% +$252K
10 11
12
13 14

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.