We are live on ! Find out more
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
ECF
301
Ellsworth Growth & Income Fund
ECF
$168M
$615K 0.03%
76,401
-27,550
-27% -$236K
INSI
302
DELISTED
Insight Select Income Fund
INSI
$608K 0.03%
40,450
+3,932
+11% +$60.5K
MPA icon
303
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$607K 0.03%
58,552
+3,837
+7% +$43K
NPV icon
304
Nuveen Virginia Quality Municipal Income Fund
NPV
$213M
$587K 0.03%
+61,750
New +$648K
SCD
305
LMP Capital and Income Fund
SCD
$353M
$579K 0.03%
46,340
+1,562
+3% +$20.1K
MHF
306
Western Asset Municipal High Income Fund
MHF
$152M
$568K 0.03%
93,248
+38,311
+70% +$243K
NAZ icon
307
Nuveen Arizona Quality Municipal Income Fund
NAZ
$156M
$567K 0.03%
58,882
+39,192
+199% +$408K
GAQ
308
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$560K 0.03%
52,253
– –
ENX
309
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$554K 0.02%
66,849
+1,229
+2% +$11.3K
SOR
310
Source Capital
SOR
$372M
$550K 0.02%
14,249
+3,675
+35% +$143K
CLRC
311
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$539K 0.02%
49,568
– –
NNAGU
312
DELISTED
99 Acquisition Group Inc Unit
NNAGU
$519K 0.02%
+50,000
New +$513K
MUA icon
313
BlackRock MuniAssets Fund
MUA
$529M
$487K 0.02%
+54,074
New +$532K
DMYY
314
DELISTED
dMY Squared
DMYY
$480K 0.02%
45,899
– –
OSK icon
315
Oshkosh
OSK
$9.62B
$477K 0.02%
+5,000
New +$485K
ZLS
316
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$469K 0.02%
43,940
– –
HTD
317
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$921M
$455K 0.02%
+25,601
New +$503K
EMF
318
Templeton Emerging Markets Fund
EMF
$314M
$444K 0.02%
39,250
+12,519
+47% +$149K
ETO
319
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$491M
$425K 0.02%
+19,910
New +$453K
PFD
320
Flaherty & Crumrine Preferred and Income Fund
PFD
$145M
$403K 0.02%
+44,171
New +$431K
ARDC
321
Are Dynamic Credit Allocation Fund
ARDC
$296M
$400K 0.02%
31,022
-68,480
-69% -$866K
GF
322
New Germany Fund
GF
$184M
$395K 0.02%
48,405
+26,243
+118% +$231K
BCV
323
Bancroft Fund
BCV
$135M
$365K 0.02%
23,148
+760
+3% +$12.8K
SDHY
324
PGIM Short Duration High Yield Opportunities Fund
SDHY
$395M
$338K 0.02%
23,296
+3,503
+18% +$52.8K
SCRMW
325
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$322K 0.01%
1,892,732
– –
11 12
13
14 15

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.