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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
DECAW
551
DELISTED
Denali Capital Acquisition Corp. Warrant
DECAW
$9.73K ﹤0.01%
162,244
– –
ZEOWW
552
Zeo Energy Corp Warrants
ZEOWW
$160K
$9.57K ﹤0.01%
265,868
– –
DUETW
553
DELISTED
DUET Acquisition Corp. Warrant
DUETW
$9.24K ﹤0.01%
247,820
– –
ACAXW
554
DELISTED
Alset Capital Acquisition Corp Warrant
ACAXW
$9.23K ﹤0.01%
156,787
-21,982
-12% -$932
INVZW
555
DELISTED
Innoviz Technologies Warrant
INVZW
$9.08K ﹤0.01%
12,438
-20,948
-63% -$16.7K
SHAP.WS
556
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
$9.02K ﹤0.01%
308,980
– –
ADOCR
557
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$9K ﹤0.01%
100,000
– –
FLFVW
558
DELISTED
Feutune Light Acquisition Corporation Warrant
FLFVW
$8.98K ﹤0.01%
359,290
– –
GDNRW
559
DELISTED
Gardiner Healthcare Acquisitions Corp. Warrant
GDNRW
$8.84K ﹤0.01%
147,334
– –
LGVCW
560
DELISTED
LAMF Global Ventures Corp. I Warrant
LGVCW
$8.77K ﹤0.01%
94,582
– –
CRGOW icon
561
Freightos Ltd Warrant
CRGOW
$2.28M
$8.68K ﹤0.01%
66,306
-2,092
-3% -$324
CNGLW
562
DELISTED
Canna-Global Acquisition Corp Warrant
CNGLW
$8.58K ﹤0.01%
487,676
– –
RCFA.WS
563
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$8.56K ﹤0.01%
118,227
– –
BREZR
564
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$8.5K ﹤0.01%
100,000
– –
HCMAW
565
DELISTED
HCM Acquisition Corp Warrant
HCMAW
$8.35K ﹤0.01%
485,346
– –
ACAHW
566
DELISTED
Atlantic Coastal Acquisition Corp. Warrant
ACAHW
$8.3K ﹤0.01%
296,331
– –
MSSAW
567
DELISTED
Metal Sky Star Acquisition Corporation Warrant
MSSAW
$8.28K ﹤0.01%
435,555
– –
NPABW
568
DELISTED
New Providence Acquisition Corp. II Warrant
NPABW
$8.2K ﹤0.01%
143,529
– –
ALTUW
569
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$8.1K ﹤0.01%
135,000
– –
NVACW
570
DELISTED
NorthView Acquisition Corporation Warrant
NVACW
$8.04K ﹤0.01%
217,170
– –
FTIIW
571
DELISTED
FutureTech II Acquisition Corp. Warrant
FTIIW
$7.96K ﹤0.01%
116,001
– –
AAGRW
572
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$7.9K ﹤0.01%
113,664
– –
CFFSW
573
DELISTED
CF Acquisition Corp. VII Warrant
CFFSW
$7.82K ﹤0.01%
139,709
– –
SUAC.WS
574
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
$7.73K ﹤0.01%
309,225
– –
BSLKW
575
DELISTED
Bolt Projects Holdings Warrant
BSLKW
$7.66K ﹤0.01%
211,702
– –
21 22
23
24 25

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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.