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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
GLO
376
Clough Global Opportunities Fund
GLO
$249M
$418K 0.02%
83,342
– –
PTA icon
377
Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
PTA
$1.04B
$416K 0.02%
+23,847
New +$403K
BF.B icon
378
Brown-Forman Class B
BF.B
$12B
$412K 0.02%
+6,173
New +$395K
SOR
379
Source Capital
SOR
$369M
$405K 0.02%
+10,574
New +$396K
BGH
380
Barings Global Short Duration High Yield Fund
BGH
$281M
$403K 0.02%
30,942
+6,980
+29% +$91.2K
WEA
381
Western Asset Premier Bond Fund
WEA
$123M
$397K 0.02%
39,001
+5,088
+15% +$52.6K
BCV
382
Bancroft Fund
BCV
$136M
$383K 0.02%
22,388
+301
+1% +$4.98K
MNP
383
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$372K 0.02%
31,770
+13,357
+73% +$157K
NTRS icon
384
Northern Trust
NTRS
$22.2B
$369K 0.02%
+5,000
New +$384K
MHF
385
Western Asset Municipal High Income Fund
MHF
$151M
$360K 0.02%
54,937
+1,931
+4% +$12.5K
BTT icon
386
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$359K 0.02%
+17,256
New +$364K
LGI
387
Lazard Global Total Return & Income Fund
LGI
$235M
$350K 0.02%
+22,453
New +$337K
PPHP
388
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$338K 0.01%
31,500
-1,500
-5% -$16.1K
HYT icon
389
BlackRock Corporate High Yield Fund
HYT
$1.36B
$336K 0.01%
37,676
+22,276
+145% +$193K
FSD
390
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$336K 0.01%
29,334
+13,613
+87% +$153K
ISD
391
PGIM High Yield Bond Fund
ISD
$414M
$327K 0.01%
26,313
-11,607
-31% -$143K
EMF
392
Templeton Emerging Markets Fund
EMF
$314M
$316K 0.01%
26,731
+8,500
+47% +$98.5K
HGLB
393
Highland Global Allocation Fund
HGLB
$173M
$310K 0.01%
+35,890
New +$313K
VFL
394
DELISTED
abrdn National Municipal Income Fund
VFL
$309K 0.01%
30,785
+20,576
+202% +$211K
JRS icon
395
Nuveen Real Estate Income Fund
JRS
$251M
$307K 0.01%
+41,278
New +$301K
WRAC
396
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$298K 0.01%
28,708
-21,192
-42% -$219K
ADOC
397
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$296K 0.01%
26,884
– –
SDHY
398
PGIM Short Duration High Yield Opportunities Fund
SDHY
$392M
$295K 0.01%
+19,793
New +$293K
BNIX
399
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$275K 0.01%
26,277
-78
-0.3% -$813
WTMA
400
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$269K 0.01%
25,389
-77
-0.3% -$807
14 15
16
17 18

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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 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.