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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
AIRJW
401
AirJoule Technologies Warrant
AIRJW
$63.7M
$41.9K ﹤0.01%
419,356
– –
HSPOR
402
DELISTED
Horizon Space Acquisition I Corp Right
HSPOR
$41.8K ﹤0.01%
246,133
– –
RFACR
403
DELISTED
RF Acquisition Corp. Rights
RFACR
$41.8K ﹤0.01%
379,435
– –
CLRCR
404
DELISTED
ClimateRock Right
CLRCR
$41.2K ﹤0.01%
389,095
– –
AQUNR
405
DELISTED
Aquaron Acquisition Corp. Rights
AQUNR
$40.9K ﹤0.01%
148,114
– –
HUDAR
406
DELISTED
Hudson Acquisition I Corp. Right
HUDAR
$40.3K ﹤0.01%
167,927
– –
CDAQW
407
DELISTED
Compass Digital Acquisition Corp. Warrant
CDAQW
$40.2K ﹤0.01%
182,735
– –
MNTN.WS
408
DELISTED
Everest Consolidator Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A Common Stock, at an exercise price of $11.50
MNTN.WS
$39.7K ﹤0.01%
188,966
– –
NFYS.WS
409
DELISTED
Enphys Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFYS.WS
$38.1K ﹤0.01%
543,699
– –
RCACW
410
DELISTED
Revelstone Capital Acquisition Corp. Warrant
RCACW
$37.9K ﹤0.01%
632,275
– –
ALCYW
411
DELISTED
Alchemy Investments Acquisition Corp 1 Warrants
ALCYW
$36.3K ﹤0.01%
+201,748
New +$34.9K
RRAC.WS
412
DELISTED
Rigel Resource Acquisition Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RRAC.WS
$35.1K ﹤0.01%
212,704
– –
PPYAW
413
DELISTED
Papaya Growth Opportunity Corp. I Warrant
PPYAW
$35K ﹤0.01%
600,926
– –
PLAOW
414
DELISTED
Patria Latin American Opportunity Acquisition Corp. Warrant
PLAOW
$34.7K ﹤0.01%
578,509
– –
GCTS.WS
415
GCT Semiconductor Holding Warrants
GCTS.WS
$15M
$34.7K ﹤0.01%
578,133
– –
RWODR
416
DELISTED
Redwoods Acquisition Corp. Rights
RWODR
$34.1K ﹤0.01%
243,658
– –
VGASW icon
417
Verde Clean Fuels Warrant
VGASW
$518K
$33.5K ﹤0.01%
153,152
-28,171
-16% -$5.75K
ASBPW
418
Aspire Biopharma Warrant
ASBPW
$579K
$32.4K ﹤0.01%
647,633
– –
FORLW
419
DELISTED
Four Leaf Acquisition Corp Warrants
FORLW
$32.3K ﹤0.01%
464,956
– –
NUBIW
420
DELISTED
Nubia Brand International Corp. Warrant
NUBIW
$32.2K ﹤0.01%
487,520
– –
TCOA.WS
421
DELISTED
Zalatoris Acquisition 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
TCOA.WS
$32K ﹤0.01%
171,770
– –
TMTCR
422
DELISTED
TMT Acquisition Corp Rights
TMTCR
$31.2K ﹤0.01%
100,000
– –
EMCGR
423
DELISTED
Embrace Change Acquisition Corp Rights
EMCGR
$30.8K ﹤0.01%
193,214
– –
CLOER
424
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$29.3K ﹤0.01%
290,100
– –
KCGI.WS
425
DELISTED
Kensington Capital Acquisition Corp. V Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
KCGI.WS
$29.2K ﹤0.01%
252,780
– –
15 16
17
18 19

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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.