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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
JAQCW
576
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
$7.57K ﹤0.01%
221,400
– –
ARTEW
577
DELISTED
Artemis Strategic Investment Corporation Warrant
ARTEW
$7.55K ﹤0.01%
246,599
– –
PLMJW
578
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$7.27K ﹤0.01%
121,099
– –
SGIIW
579
DELISTED
Seaport Global Acquisition II Corp. Warrants
SGIIW
$7.24K ﹤0.01%
131,625
– –
CVIIW
580
DELISTED
Churchill Capital Corp VII Warrants
CVIIW
$7.21K ﹤0.01%
23,400
– –
ROCLW
581
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$7.16K ﹤0.01%
89,490
– –
OTECW
582
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$7.05K ﹤0.01%
256,310
– –
COCHW icon
583
Envoy Medical Warrant
COCHW
$536K
$7.01K ﹤0.01%
82,515
-817
-1% -$50
PFTAW
584
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$6.72K ﹤0.01%
77,950
– –
XFINW
585
DELISTED
ExcelFin Acquisition Corp Warrant
XFINW
$6.62K ﹤0.01%
147,064
– –
DPCSW
586
DELISTED
DP Cap Acquisition Corp I Warrants
DPCSW
$6.57K ﹤0.01%
141,861
– –
BRD.WS
587
DELISTED
Beard Energy Transition Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
BRD.WS
$6.37K ﹤0.01%
212,479
– –
ASCBW
588
DELISTED
A SPAC II Acquisition Corp. Warrant
ASCBW
$6.36K ﹤0.01%
204,340
– –
PHYT.WS
589
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$6.28K ﹤0.01%
96,661
– –
ITAQW
590
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
$6.24K ﹤0.01%
178,238
– –
CLRCW
591
DELISTED
ClimateRock Warrant
CLRCW
$6.23K ﹤0.01%
194,547
– –
APCA.WS
592
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$6.2K ﹤0.01%
124,027
– –
PMGMW
593
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$6.03K ﹤0.01%
120,504
– –
AVHIW
594
DELISTED
Achari Ventures Holdings Corp I Warrant
AVHIW
$6.01K ﹤0.01%
98,682
– –
OPTXW icon
595
Syntec Optics Holdings Warrant
OPTXW
$15.5M
$5.89K ﹤0.01%
130,809
– –
GLSTW
596
DELISTED
Global Star Acquisition, Inc. Warrants
GLSTW
$5.85K ﹤0.01%
205,392
– –
INTEW
597
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$5.79K ﹤0.01%
167,451
– –
ROSEW
598
DELISTED
Rose Hill Acquisition Corporation Warrant
ROSEW
$5.75K ﹤0.01%
99,260
– –
BLEUW
599
DELISTED
bleuacacia ltd Warrants
BLEUW
$5.7K ﹤0.01%
168,595
– –
DMYY.WS
600
DELISTED
dMY Squared Technology Group Warrants
DMYY.WS
$5.69K ﹤0.01%
22,759
– –
22 23
24
25 26

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.