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
CITEW
501
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$15K ﹤0.01%
299,098
– –
HOVRW icon
502
New Horizon Aircraft Ltd
HOVRW
$11.9M
$14.9K ﹤0.01%
230,000
– –
EVE.WS
503
DELISTED
EVe Mobility Acquisition Corp Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EVE.WS
$14.7K ﹤0.01%
367,217
– –
AIBBR
504
DELISTED
AIB Acquisition Corp Right
AIBBR
$14.6K ﹤0.01%
145,810
– –
SZZLW
505
DELISTED
Sizzle Acquisition Corp. Warrant
SZZLW
$14.5K ﹤0.01%
96,963
– –
IGTAW
506
DELISTED
Inception Growth Acquisition Limited Warrants
IGTAW
$14.4K ﹤0.01%
144,383
– –
TRTL.WS
507
DELISTED
TortoiseEcofin Acquisition Corp. III Warrant, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TRTL.WS
$14.4K ﹤0.01%
84,456
– –
CMPOW
508
DELISTED
CompoSecure Inc Warrant
CMPOW
$14.4K ﹤0.01%
21,746
-17,998
-45% -$15.9K
KYCHW
509
DELISTED
Keyarch Acquisition Corporation Warrant
KYCHW
$14.3K ﹤0.01%
341,676
– –
KACLR
510
DELISTED
Kairous Acquisition Corp. Limited Rights
KACLR
$14.2K ﹤0.01%
176,458
– –
TLGYW
511
DELISTED
TLGY Acquisition Corporation Warrant
TLGYW
$13.9K ﹤0.01%
278,062
– –
EVGRW
512
DELISTED
Evergreen Corporation Warrant
EVGRW
$13.7K ﹤0.01%
332,544
– –
PLTNR
513
DELISTED
Plutonian Acquisition Corp. Rights
PLTNR
$13.7K ﹤0.01%
76,066
– –
VMCAW
514
DELISTED
Valuence Merger Corp. I Warrant
VMCAW
$13.6K ﹤0.01%
242,499
– –
BTWNW
515
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$13.6K ﹤0.01%
40,000
– –
CYCUW
516
Cycurion Inc Warrant
CYCUW
$198K
$13.6K ﹤0.01%
423,227
– –
GMFIW
517
DELISTED
Aetherium Acquisition Corp Warrant
GMFIW
$13.5K ﹤0.01%
514,961
– –
BOCNW
518
DELISTED
Blue Ocean Acquisition Corp Warrants
BOCNW
$13K ﹤0.01%
262,802
– –
BRLSW icon
519
Borealis Foods Inc Warrant
BRLSW
$12.8K ﹤0.01%
73,236
– –
OSI.WS
520
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$12.8K ﹤0.01%
422,280
– –
GAQ.WS
521
DELISTED
Generation Asia I Acquisition Limited Redeemable Warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GAQ.WS
$12.6K ﹤0.01%
217,532
– –
CSLMW
522
DELISTED
CSLM Acquisition Corp. Warrant
CSLMW
$12.6K ﹤0.01%
358,668
– –
MAQCW
523
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$12.5K ﹤0.01%
196,555
– –
SHUAW
524
DELISTED
SHUAA Partners Acquisition Corp I Warrant
SHUAW
$12.5K ﹤0.01%
196,879
– –
FRLAW
525
DELISTED
Fortune Rise Acquisition Corporation Warrant
FRLAW
$12.4K ﹤0.01%
155,473
– –
19 20
21
22 23

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.