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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
TRIS.WS
451
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$23.5K ﹤0.01%
324,880
– –
ASCAR
452
DELISTED
A SPAC I Acquisition Corp. Right
ASCAR
$23.5K ﹤0.01%
145,688
– –
FLDDW
453
Fold Holdings Warrant
FLDDW
$1.3M
$23K ﹤0.01%
329,268
– –
SOAR.WS
454
DELISTED
Volato Group, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SOAR.WS
$23K ﹤0.01%
212,574
– –
MBAC.WS
455
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$22.8K ﹤0.01%
499,999
– –
BOWNR
456
DELISTED
Bowen Acquisition Corp Rights
BOWNR
$22.5K ﹤0.01%
+150,000
New +$23.9K
XAGEW
457
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$22.2K ﹤0.01%
96,635
-13,840
-13% -$3.42K
AIMAW
458
DELISTED
Aimfinity Investment Corp I Warrant
AIMAW
$22.2K ﹤0.01%
475,465
– –
SBCWW
459
SBC Medical Group Warrants
SBCWW
$2.99M
$21.9K ﹤0.01%
365,274
– –
NBSTW
460
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$21.8K ﹤0.01%
150,000
– –
BYNOW
461
DELISTED
byNordic Acquisition Corporation Warrant
BYNOW
$20.9K ﹤0.01%
208,527
– –
IVCPW
462
DELISTED
Swiftmerge Acquisition Corp. Warrants
IVCPW
$20.4K ﹤0.01%
204,376
– –
KNSW.WS
463
DELISTED
KnightSwan 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
KNSW.WS
$20.4K ﹤0.01%
563,131
– –
PGSS.WS
464
DELISTED
Pegasus Digital Mobility Acquisition Corp. Redeemable Warrants
PGSS.WS
$20.3K ﹤0.01%
169,111
– –
IVCAW
465
DELISTED
Investcorp AI Acquisition Corp. Warrant
IVCAW
$20.2K ﹤0.01%
288,058
– –
AFARW
466
DELISTED
Aura FAT Projects Acquisition Corp Warrant
AFARW
$20.1K ﹤0.01%
668,803
– –
BMAC.WS
467
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
$20K ﹤0.01%
425,562
– –
GBBKW
468
DELISTED
Global Blockchain Acquisition Corp. Warrant
GBBKW
$19.7K ﹤0.01%
654,647
– –
LIVBW
469
DELISTED
LIV Capital Acquisition Corp. II Warrants
LIVBW
$19.2K ﹤0.01%
513,066
– –
BREZW
470
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$19K ﹤0.01%
100,000
– –
ALSAR
471
DELISTED
Alpha Star Acquisition Corp Rights
ALSAR
$18.9K ﹤0.01%
188,293
– –
BWAQW
472
DELISTED
Blue World Acquisition Corporation Warrant
BWAQW
$18.9K ﹤0.01%
157,472
– –
CONXW
473
DELISTED
CONX Corp. Warrant
CONXW
$18.8K ﹤0.01%
124,999
– –
LCAAW
474
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$18.7K ﹤0.01%
33,332
– –
TGVCW
475
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$18.6K ﹤0.01%
581,796
– –
17 18
19
20 21

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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.