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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
XBPEW
526
XBP Europe Holdings Warrant
XBPEW
$12.4K ﹤0.01%
49,486
-25,514
-34% -$2.32K
COOLW
527
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$12.3K ﹤0.01%
133,333
– –
HAIAW
528
DELISTED
Healthcare AI Acquisition Corp. Warrants
HAIAW
$12.1K ﹤0.01%
275,549
– –
CDTTW
529
CDT Equity Inc Warrant
CDTTW
$12K ﹤0.01%
267,396
-22,675
-8% -$1.92K
MCACW
530
DELISTED
Monterey Capital Acquisition Corporation Warrants
MCACW
$11.6K ﹤0.01%
290,925
– –
BNZIW icon
531
Banzai International Warrant
BNZIW
$131K
$11.4K ﹤0.01%
100,000
– –
EUDAW icon
532
EUDA Health Holdings Warrant
EUDAW
$219K
$11.1K ﹤0.01%
143,162
-545
-0.4% -$37
AILEW
533
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$11K ﹤0.01%
61,000
– –
ZURAW
534
DELISTED
Zura Bio Limited Warrants
ZURAW
$11K ﹤0.01%
33,576
-6,655
-17% -$2.65K
FNVTW
535
DELISTED
Finnovate Acquisition Corp. Warrants
FNVTW
$10.9K ﹤0.01%
232,724
– –
AEAEW
536
DELISTED
AltEnergy Acquisition Corp Warrant
AEAEW
$10.8K ﹤0.01%
146,656
– –
YOTAW
537
DELISTED
Yotta Acquisition Corporation Warrant
YOTAW
$10.8K ﹤0.01%
541,763
– –
BURU.WS
538
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$10.7K ﹤0.01%
496,339
-17,793
-3% -$601
BCSAW
539
DELISTED
Blockchain Coinvestors Acquisition Corp. I Warrant
BCSAW
$10.5K ﹤0.01%
189,873
– –
AERTW
540
Aeries Technology Warrant
AERTW
$10.3K ﹤0.01%
241,591
– –
PPHPR
541
DELISTED
PHP Ventures Acquisition Corp. Rights
PPHPR
$10.3K ﹤0.01%
68,740
– –
MITAW
542
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$10.1K ﹤0.01%
84,369
– –
LOCC.WS
543
DELISTED
Live Oak Crestview Climate Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOCC.WS
$10K ﹤0.01%
131,506
– –
RMCOW icon
544
Royalty Management Holding Warrant
RMCOW
$1.49M
$9.98K ﹤0.01%
100,000
– –
TGAAW
545
DELISTED
Target Global Acquisition I Corp. Warrant
TGAAW
$9.94K ﹤0.01%
165,647
– –
AACIW
546
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$9.94K ﹤0.01%
135,025
– –
AAC.WS
547
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
$9.91K ﹤0.01%
14,999
– –
HSPOW
548
DELISTED
Horizon Space Acquisition I Corp Warrant
HSPOW
$9.82K ﹤0.01%
246,133
– –
FIACW
549
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$9.78K ﹤0.01%
122,225
– –
RFACW
550
DELISTED
RF Acquisition Corp. Warrants
RFACW
$9.75K ﹤0.01%
374,950
– –
20 21
22
23 24

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HCM
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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.