We are live on ! Find out more
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
TWNK
26
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$9.5M 0.43%
+285,330
New +$7.64M
SKGR
27
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
$9.07M 0.41%
844,552
– –
IRBT
28
DELISTED
iRobot
IRBT
$8.39M 0.38%
221,300
-4,076
-2% -$164K
NEA icon
29
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$8.24M 0.37%
851,689
+482,839
+131% +$5.07M
CXAC
30
DELISTED
C5 Acquisition Corporation
CXAC
$8.16M 0.37%
743,846
– –
NAD icon
31
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$7.75M 0.35%
764,459
+418,324
+121% +$4.55M
RENE
32
DELISTED
Cartesian Growth Corp II
RENE
$7.2M 0.32%
667,062
– –
NZF icon
33
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$7.12M 0.32%
682,265
+292,331
+75% +$3.31M
ESTE
34
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$7.04M 0.32%
+347,917
New +$6.07M
RPT
35
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$7.04M 0.32%
+666,385
New +$7.13M
NVG icon
36
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$6.86M 0.31%
664,933
+349,495
+111% +$3.94M
OKLO
37
Oklo
OKLO
$7B
$6.85M 0.31%
661,969
-730,000
-52% -$7.56M
ESHA
38
DELISTED
ESH Acquisition Corp
ESHA
$6.83M 0.31%
+675,000
New +$6.81M
NXGN
39
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$6.66M 0.3%
+280,860
New +$5.29M
CFFS
40
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$6.55M 0.29%
612,419
– –
JPS
41
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$6.45M 0.29%
1,044,984
+648,764
+164% +$4.13M
LBAI
42
DELISTED
Lakeland Bancorp Inc
LBAI
$6.43M 0.29%
509,266
+12,025
+2% +$166K
PACW
43
DELISTED
PacWest Bancorp
PACW
$6.16M 0.28%
+779,031
New +$6.5M
CIR
44
DELISTED
CIRCOR International, Inc
CIR
$6.15M 0.28%
110,287
+23,124
+27% +$1.29M
CD
45
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
$6.11M 0.27%
+736,000
New +$5.99M
PRLH
46
DELISTED
Pearl Holdings Acquisition Corp Class A Ordinary Shares
PRLH
$6.03M 0.27%
562,511
– –
WRK
47
DELISTED
WestRock Company
WRK
$5.94M 0.27%
+165,902
New +$5.44M
NAC icon
48
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$5.86M 0.26%
607,323
+328,946
+118% +$3.45M
PLAO
49
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$5.64M 0.25%
513,635
– –
TBMC
50
DELISTED
Trailblazer Merger Corp I
TBMC
$5.57M 0.25%
538,763
– –
1
2
3 4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
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 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.