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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
BITE
401
DELISTED
Bite Acquisition Corp.
BITE
$268K 0.01%
25,937
-23,562
-48% -$244K
GHIXW
402
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$260K 0.01%
1,527,830
-27,386
-2% -$5.37K
SCRMW
403
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$257K 0.01%
1,892,732
-16,036
-0.8% -$2.85K
NBXG
404
Neuberger Next Generation Connectivity Fund Inc
NBXG
$1.18B
$256K 0.01%
+23,508
New +$238K
PARA
405
DELISTED
Paramount Global Class B
PARA
$246K 0.01%
15,480
-104,966
-87% -$1.9M
ERC
406
Allspring Multi-Sector Income Fund
ERC
$255M
$235K 0.01%
+25,430
New +$229K
BFZ
407
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$229K 0.01%
19,298
-48,324
-71% -$569K
MEGI
408
MainStay CBRE Global Infrastructure Megatrends Term Fund
MEGI
$786M
$228K 0.01%
+16,637
New +$235K
GDL
409
GDL Fund
GDL
$92M
$215K 0.01%
27,351
-2,990
-10% -$23.4K
JGGCR
410
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
$214K 0.01%
1,425,167
-11,807
-0.8% -$1.66K
FLC
411
Flaherty & Crumrine Total Return Fund
FLC
$174M
$212K 0.01%
+14,746
New +$213K
NAZ icon
412
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$212K 0.01%
+19,690
New +$213K
FEXD
413
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$211K 0.01%
19,948
-28
-0.1% -$295
WEL.WS
414
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$200K 0.01%
237,873
-10,675
-4% -$8.81K
GF
415
New Germany Fund
GF
$184M
$199K 0.01%
22,162
+10,640
+92% +$94.7K
BMEZ icon
416
BlackRock Health Sciences Trust II
BMEZ
$957M
$195K 0.01%
11,890
-15,038
-56% -$245K
BRW
417
Saba Capital Income & Opportunities Fund
BRW
$336M
$193K 0.01%
25,007
-21,680
-46% -$172K
IHD
418
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
$187K 0.01%
35,823
– –
AMPX.WS icon
419
PUT
Amprius Technologies Warrants
AMPX.WS
$360M
$185K 0.01%
+386,220
New +$189K
EVG
420
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$164K 0.01%
+16,690
New +$164K
SLND.WS icon
421
Southland Holdings Warrants
SLND.WS
$160K 0.01%
152,315
-38,871
-20% -$33.5K
JHS
422
John Hancock Income Securities Trust
JHS
$126M
$147K 0.01%
+13,692
New +$149K
MBSC.WS
423
DELISTED
M3-Brigade Acquisition III Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
MBSC.WS
$144K 0.01%
326,814
-357
-0.1% -$149
SWZ
424
Swiss Helvetia Fund
SWZ
$76.3M
$143K 0.01%
+17,406
New +$143K
GSRMR
425
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
$142K 0.01%
45,298
-309
-0.7% -$471
15 16
17
18 19

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JWBC
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GA
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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.