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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
KIO
326
KKR Income Opportunities Fund
KIO
$448M
$318K 0.01%
26,587
-97,438
-79% -$1.16M
GHIXW
327
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$306K 0.01%
1,527,830
– –
HEQ
328
John Hancock Hedged Equity & Income Fund
HEQ
$139M
$301K 0.01%
+31,477
New +$328K
AEF
329
abrdn Emerging Markets Equity Income Fund
AEF
$352M
$297K 0.01%
62,366
+45,013
+259% +$231K
PFO
330
Flaherty & Crumrine Preferred and Income Opportunity Fund
PFO
$118M
$295K 0.01%
+39,585
New +$306K
JGGCR
331
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
$290K 0.01%
1,425,167
– –
BRW
332
Saba Capital Income & Opportunities Fund
BRW
$336M
$281K 0.01%
36,613
+11,606
+46% +$90.7K
BNIX
333
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$280K 0.01%
26,277
– –
BGH
334
Barings Global Short Duration High Yield Fund
BGH
$283M
$279K 0.01%
21,930
-9,012
-29% -$119K
KDKRW
335
Kodiak AI Warrants
KDKRW
$259K 0.01%
+1,099,999
New +$319K
GHY
336
PGIM Global High Yield Fund
GHY
$479M
$254K 0.01%
23,531
-64,893
-73% -$726K
NMAI icon
337
Nuveen Multi-Asset Income Fund
NMAI
$459M
$247K 0.01%
22,196
-34,739
-61% -$407K
JHS
338
John Hancock Income Securities Trust
JHS
$127M
$219K 0.01%
21,315
+7,623
+56% +$81.5K
SWZ
339
Swiss Helvetia Fund
SWZ
$76.2M
$218K 0.01%
28,529
+11,123
+64% +$90.6K
ISD
340
PGIM High Yield Bond Fund
ISD
$418M
$217K 0.01%
18,404
-7,909
-30% -$96.7K
FEXD
341
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$212K 0.01%
19,948
– –
PCK
342
DELISTED
Pimco California Municipal Income Fund II
PCK
$189K 0.01%
+37,573
New +$214K
IVCBW
343
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$189K 0.01%
633,294
– –
IHD
344
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
$177K 0.01%
35,823
– –
ESHAR
345
DELISTED
ESH Acquisition Corp Right
ESHAR
$146K 0.01%
+600,000
New +$105K
VCXB.WS
346
DELISTED
10X Capital Venture Acquisition Corp III Warrants
VCXB.WS
$141K 0.01%
780,731
– –
ATAKR
347
DELISTED
Aurora Technology Acquisition Corp. Rights
ATAKR
$131K 0.01%
933,094
– –
WEA
348
Western Asset Premier Bond Fund
WEA
$123M
$123K 0.01%
12,158
-26,843
-69% -$288K
GBBKR
349
DELISTED
Global Blockchain Acquisition Corp. Right
GBBKR
$120K 0.01%
654,647
– –
FRBNW
350
DELISTED
Forbion European Acquisition Corp. Warrants
FRBNW
$116K 0.01%
155,300
– –
12 13
14
15 16

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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.