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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
TENKR
426
DELISTED
TenX Keane Acquisition Right
TENKR
$28.9K ﹤0.01%
121,392
– –
SVIIW
427
DELISTED
Spring Valley Acquisition Corp II Warrant
SVIIW
$28.9K ﹤0.01%
229,541
– –
ENERR
428
DELISTED
Accretion Acquisition Corp Right
ENERR
$28.6K ﹤0.01%
444,295
– –
MOBVW
429
DELISTED
Mobiv Acquisition Corp Warrant
MOBVW
$28.3K ﹤0.01%
404,298
– –
BLACR
430
DELISTED
Bellevue Life Sciences Acquisition Corp. Rights
BLACR
$28K ﹤0.01%
100,000
– –
EONR.WS
431
EON Resources Warrants
EONR.WS
$1.49M
$27.6K ﹤0.01%
145,022
– –
USCTW
432
DELISTED
Roth CH Acquisition Co. Warrant
USCTW
$27.5K ﹤0.01%
338,259
– –
SBXC.WS
433
DELISTED
SilverBox Corp III Redeemable warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SBXC.WS
$26.8K ﹤0.01%
166,129
– –
BZAIW
434
Blaize Holdings Warrants
BZAIW
$6.89M
$26.7K ﹤0.01%
1,172,880
– –
SEDA.WS
435
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$26.7K ﹤0.01%
266,635
– –
PEGRW
436
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$26K ﹤0.01%
216,907
– –
CETUR
437
DELISTED
Cetus Capital Acquisition Corp. Right
CETUR
$25.8K ﹤0.01%
114,912
– –
PORT.WS
438
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$25.8K ﹤0.01%
477,203
– –
CNDA.WS
439
DELISTED
Concord Acquisition Corp II Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CNDA.WS
$25.5K ﹤0.01%
244,040
– –
GATEW
440
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$25.4K ﹤0.01%
1,380,948
– –
SAGAR
441
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
$25.2K ﹤0.01%
195,179
– –
CXAC.WS
442
DELISTED
C5 Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
CXAC.WS
$25.1K ﹤0.01%
677,864
– –
GLSTR
443
DELISTED
Global Star Acquisition, Inc. Right
GLSTR
$24.7K ﹤0.01%
205,392
– –
MCAAW
444
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$24.6K ﹤0.01%
153,624
– –
TETEW
445
DELISTED
Technology & Telecommunication Acquisition Corporation Warrant
TETEW
$24.4K ﹤0.01%
542,947
– –
GLLIR
446
DELISTED
Globalink Investment Inc. Rights
GLLIR
$24.2K ﹤0.01%
192,445
– –
LBBBR
447
DELISTED
Lakeshore Acquisition II Corp. Rights
LBBBR
$24.1K ﹤0.01%
120,525
– –
EFHTR
448
DELISTED
EF Hutton Acquisition Corporation I Rights
EFHTR
$24K ﹤0.01%
141,422
– –
DISTR
449
DELISTED
Distoken Acquisition Corporation Right
DISTR
$23.8K ﹤0.01%
125,000
– –
OAKUR
450
DELISTED
Oak Woods Acquisition Corp Right
OAKUR
$23.8K ﹤0.01%
95,000
– –
16 17
18
19 20

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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.