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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
BGT icon
326
BlackRock Floating Rate Income Trust
BGT
$322M
$818K 0.04%
70,178
+18,661
+36% +$211K
MSSA
327
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
$810K 0.04%
73,697
-181
-0.2% -$1.9K
FRA icon
328
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$807K 0.03%
66,108
-4,275
-6% -$50.5K
FTHY
329
First Trust High Yield Opportunities 2027 Term Fund
FTHY
$499M
$794K 0.03%
57,845
+29,826
+106% +$411K
PLTN
330
DELISTED
Plutonian Acquisition Corp. Common Stock
PLTN
$790K 0.03%
76,066
-392
-0.5% -$4.04K
CDT icon
331
CDT Equity Inc
CDT
$1.93M
– –
0
– –
MTRY
332
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$778K 0.03%
71,050
-26
-0% -$284
DNAD
333
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
$752K 0.03%
72,667
– –
GLQ
334
Clough Global Equity Fund
GLQ
$154M
$740K 0.03%
118,544
+57,319
+94% +$344K
VTN icon
335
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$737K 0.03%
72,139
+28,990
+67% +$295K
MQT
336
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$737K 0.03%
73,251
+33,262
+83% +$336K
IDE
337
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$732K 0.03%
74,188
+29,782
+67% +$285K
CPZ
338
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$702K 0.03%
45,354
+28,076
+162% +$427K
TY icon
339
TRI-Continental Corp
TY
$1.86B
$700K 0.03%
+25,540
New +$678K
DIAX
340
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$669K 0.03%
+47,388
New +$687K
MEOA
341
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
$668K 0.03%
59,876
– –
NMAI icon
342
Nuveen Multi-Asset Income Fund
NMAI
$460M
$664K 0.03%
+56,935
New +$660K
BKN
343
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$662K 0.03%
+56,925
New +$656K
NCAC
344
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$661K 0.03%
60,323
– –
IGICW
345
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$648K 0.03%
1,059,211
-12,660
-1% -$7.33K
CET
346
Central Securities Corp
CET
$1.54B
$642K 0.03%
+17,596
New +$617K
MPA icon
347
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$640K 0.03%
54,715
+9,814
+22% +$112K
ASGI
348
abrdn Global Infrastructure Income Fund
ASGI
$776M
$638K 0.03%
+35,882
New +$634K
HYB
349
DELISTED
New America High Income Fund, Inc.
HYB
$627K 0.03%
94,276
+44,056
+88% +$291K
ENX
350
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$617K 0.03%
65,620
-7,575
-10% -$72.1K
12 13
14
15 16

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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
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
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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.