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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+2.49%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
AUM
$2.32B
AUM Growth
-$949M
Cap. Flow
-$1.6B
Cap. Flow %
-69.27%
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 Miscellaneous 43.24%
2 Financials 29.16%
3 Healthcare 7.3%
4 Technology 7.28%
5 Industrials 4.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IGA
351
Voya Global Advantage and Premium Opportunity Fund
IGA
$161M
$611K 0.03%
71,555
+39,870
+126% +$333K
RMT
352
Royce Micro-Cap Trust
RMT
$751M
$606K 0.03%
+69,224
New +$582K
AGD
353
abrdn Global Dynamic Dividend Fund
AGD
$313M
$595K 0.03%
62,401
+40,484
+185% +$380K
ONMD icon
354
OneMedNet
ONMD
$39.2M
$576K 0.02%
52,667
– –
BGR icon
355
BlackRock Energy and Resources Trust
BGR
$447M
$574K 0.02%
47,663
+337
+0.7% +$4.05K
SCD
356
LMP Capital and Income Fund
SCD
$354M
$574K 0.02%
44,778
+22,285
+99% +$273K
INSI
357
DELISTED
Insight Select Income Fund
INSI
$571K 0.02%
36,518
+836
+2% +$13.2K
CHW
358
Calamos Global Dynamic Income Fund
CHW
$547M
$569K 0.02%
+94,548
New +$557K
JSD
359
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$568K 0.02%
49,149
+30,567
+164% +$354K
ZTR
360
Virtus Total Return Fund
ZTR
$334M
$561K 0.02%
92,234
+67,723
+276% +$422K
GRX
361
Gabelli Healthcare & Wellness Trust
GRX
$144M
$554K 0.02%
55,666
+23,946
+75% +$239K
GAQ
362
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$550K 0.02%
52,253
-554,365
-91% -$5.79M
AIF
363
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$542K 0.02%
42,702
+25,680
+151% +$317K
AVHI
364
DELISTED
Achari Ventures Holdings Corp I
AVHI
$536K 0.02%
49,943
-56
-0.1% -$595
CAUD
365
DELISTED
Collective Audience, Inc.. Common Stock
CAUD
$530K 0.02%
50,000
– –
CLRC
366
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$529K 0.02%
49,568
-343,174
-87% -$3.62M
AMOD
367
Alpha Modus Holdings
AMOD
$9.83M
$525K 0.02%
1,262
-4
-0.3% -$1.65K
LDP icon
368
Cohen & Steers Duration Preferred & Income Fund
LDP
$589M
$512K 0.02%
28,133
+10,740
+62% +$188K
CYCU
369
Cycurion Inc
CYCU
$87.3M
$512K 0.02%
208
-2
-1% -$4.9K
HCVI
370
DELISTED
Hennessy Capital Investment Corp. VI Class A Common Stock
HCVI
$506K 0.02%
49,098
– –
ARYE
371
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$506K 0.02%
48,850
– –
DMYY
372
DELISTED
dMY Squared
DMYY
$471K 0.02%
45,899
– –
SBI
373
Western Asset Intermediate Muni Fund
SBI
$105M
$458K 0.02%
60,149
+16,579
+38% +$128K
ZLS
374
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$456K 0.02%
43,940
-1,500
-3% -$15.4K
CLDI icon
375
Calidi Biotherapeutics
CLDI
$3.41M
$424K 0.02%
21
-34
-62% -$676K
13 14
15
16 17

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FMI
Fiduciary Management Inc Milwaukee, Wisconsin $7.03B AUM 11.68% 1-Year Est. Return
PL
Perpetual Ltd Sydney, New South Wales, Australia $7B AUM 19.75% 1-Year Est. Return
AACR
ACR Alpine Capital Research St. Louis, Missouri $7.04B AUM 28% 1-Year Est. Return
AS
Aware Super Sydney, Australia $7.06B AUM
CIS
Capital International Sarl Los Angeles, California $7.06B AUM 36.47% 1-Year Est. Return
BHM
Briar Hall Management Nashville, Tennessee $6.98B AUM 9.39% 1-Year Est. Return
BFS
Bradley Foster & Sargent Hartford, Connecticut $7.06B AUM 27.24% 1-Year Est. Return
FWI
Facet Wealth Inc Baltimore, Maryland $6.98B AUM 18.78% 1-Year Est. Return

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 $1.6B 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 Miscellaneous at 43% of assets, up from 32% a quarter earlier, followed by Financials and Healthcare.

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.