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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
GGZ
351
Gabelli Global Small and Mid-Cap Value Trust
GGZ
$123M
$116K 0.01%
+11,158
New +$130K
DMAQR
352
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
$111K 0.01%
369,302
– –
ATEK.WS
353
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$110K ﹤0.01%
845,264
– –
NMT icon
354
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
$109K ﹤0.01%
11,523
– –
GDL
355
GDL Fund
GDL
$91.8M
$108K ﹤0.01%
13,985
-13,366
-49% -$105K
NIOBW
356
NioCorp Developments Ltd Warrant
NIOBW
$54.3M
$101K ﹤0.01%
170,499
-19,558
-10% -$11.2K
TBMCR
357
DELISTED
Trailblazer Merger Corporation I Rights
TBMCR
$97K ﹤0.01%
538,763
– –
PNST.WS
358
DELISTED
Pinstripes Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
PNST.WS
$94.2K ﹤0.01%
519,088
– –
WEL.WS
359
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$89.2K ﹤0.01%
237,873
– –
AMPX.WS icon
360
Amprius Technologies Warrants
AMPX.WS
$383M
$88.8K ﹤0.01%
+295,949
New +$107K
LVROW
361
DELISTED
Lavoro Ltd Warrant
LVROW
$88K ﹤0.01%
117,294
-2,071
-2% -$1.55K
MTAL.WS
362
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$87.1K ﹤0.01%
43,315
-52,879
-55% -$90.7K
FUND
363
Sprott Focus Trust
FUND
$294M
$86.9K ﹤0.01%
+11,568
New +$92.5K
KYCHR
364
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$83.8K ﹤0.01%
697,905
– –
ACAXR
365
DELISTED
Alset Capital Acquisition Corp Right
ACAXR
$82.2K ﹤0.01%
357,538
– –
CLINR
366
DELISTED
Clean Earth Acquisitions Corp. Right
CLINR
$82K ﹤0.01%
621,068
– –
ZPTAW
367
DELISTED
Zapata Computing Holdings Inc. Warrant
ZPTAW
$80.2K ﹤0.01%
254,329
– –
SOC.WS
368
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$80K ﹤0.01%
99,999
– –
NVACR
369
DELISTED
NorthView Acquisition Corporation Rights
NVACR
$75.1K ﹤0.01%
441,777
– –
SLND.WS icon
370
Southland Holdings Warrants
SLND.WS
$1.54M
$71.6K ﹤0.01%
108,502
-43,813
-29% -$36.9K
SVIIR
371
DELISTED
Spring Valley Acquisition Corp II Rights
SVIIR
$68.9K ﹤0.01%
459,084
– –
HCVIW
372
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$67.1K ﹤0.01%
558,924
– –
CSLMR
373
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$65.3K ﹤0.01%
717,337
– –
NETC.WS
374
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$64.1K ﹤0.01%
337,499
– –
YOTAR
375
DELISTED
Yotta Acquisition Corporation Right
YOTAR
$63.7K ﹤0.01%
541,763
– –
13 14
15
16 17

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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.