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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
SKGRW
376
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$61.4K ﹤0.01%
473,002
– –
GODNR
377
DELISTED
Golden Star Acquisition Corporation Rights
GODNR
$60.2K ﹤0.01%
+140,000
New +$40.8K
ACAQ.WS
378
DELISTED
Athena Consumer Acquisition Corp. Redeemable warrants included as part of the units, each whole warrant exercisable for one share of Class A common stock for $11.50 per share
ACAQ.WS
$59K ﹤0.01%
163,767
– –
MCACR
379
DELISTED
Monterey Capital Acquisition Corporation Rights
MCACR
$58.9K ﹤0.01%
294,492
– –
BFAC.WS
380
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$58.3K ﹤0.01%
530,225
– –
MCAFR
381
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$58K ﹤0.01%
200,090
– –
FLYX.WS icon
382
flyExclusive Inc Warrants
FLYX.WS
$57.8K ﹤0.01%
338,480
– –
MSSAR
383
DELISTED
Metal Sky Star Acquisition Corporation Right
MSSAR
$56.7K ﹤0.01%
435,555
– –
JGGCW
384
DELISTED
Jaguar Global Growth Corporation I Warrant
JGGCW
$56.4K ﹤0.01%
704,533
-8,050
-1% -$799
ATMVR
385
DELISTED
AlphaVest Acquisition Corp Right
ATMVR
$55.2K ﹤0.01%
344,586
– –
ISRLW
386
DELISTED
Israel Acquisitions Corp Warrant
ISRLW
$54.7K ﹤0.01%
397,864
– –
BWAQR
387
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$53.2K ﹤0.01%
308,142
– –
ABPWW
388
DELISTED
Abpro Holdings Warrant
ABPWW
$52.2K ﹤0.01%
652,964
– –
IGTAR
389
DELISTED
Inception Growth Acquisition Limited Rights
IGTAR
$52K ﹤0.01%
288,767
– –
HWELW
390
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
$51K ﹤0.01%
300,000
– –
NKGNW
391
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$50.6K ﹤0.01%
128,188
– –
ASCBR
392
DELISTED
A SPAC II Acquisition Corp. Right
ASCBR
$50.1K ﹤0.01%
408,681
– –
MARXR
393
DELISTED
Mars Acquisition Corp. Rights
MARXR
$47.7K ﹤0.01%
175,000
– –
BRACR
394
DELISTED
Broad Capital Acquisition Corp Rights
BRACR
$46.7K ﹤0.01%
228,043
– –
FLFVR
395
DELISTED
Feutune Light Acquisition Corporation Right
FLFVR
$45.9K ﹤0.01%
359,290
– –
AMBI.WS
396
DELISTED
Ambipar Emergency Response Warrants
AMBI.WS
$43.6K ﹤0.01%
88,476
-33,136
-27% -$18.1K
RENEW
397
DELISTED
Cartesian Growth Corporation II Warrant
RENEW
$43.5K ﹤0.01%
256,173
– –
MPRAW
398
DELISTED
Mercato Partners Acquisition Corporation Warrant
MPRAW
$43.2K ﹤0.01%
205,934
-8,067
-4% -$874
USARW
399
DELISTED
USA Rare Earth Inc Warrant
USARW
$43K ﹤0.01%
+249,998
New +$50K
IRRX.WS
400
DELISTED
Integrated Rail and Resources Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
IRRX.WS
$42.5K ﹤0.01%
166,597
– –
14 15
16
17 18

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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.