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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
ENCPW
601
DELISTED
Energem Corp Warrant
ENCPW
$5.67K ﹤0.01%
119,380
– –
ROSS.WS
602
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$5.58K ﹤0.01%
49,999
– –
HHGCR
603
DELISTED
HHG Capital Corporation Rights
HHGCR
$5.5K ﹤0.01%
24,420
– –
BHACW
604
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$5.43K ﹤0.01%
98,673
– –
LIBYW
605
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
$5.38K ﹤0.01%
143,219
– –
RDZNW icon
606
Roadzen Inc Warrants
RDZNW
$8.63M
$5.27K ﹤0.01%
148,089
-37,675
-20% -$3.12K
PLTNW
607
DELISTED
Plutonian Acquisition Corp. Warrant
PLTNW
$5.27K ﹤0.01%
75,916
– –
ONYXW
608
DELISTED
Onyx Acquisition Co. I Warrant
ONYXW
$5.26K ﹤0.01%
141,788
– –
HOFVW
609
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$5.25K ﹤0.01%
249,837
-19,216
-7% -$703
AIIOW
610
Robo.ai Inc Warrant
AIIOW
$497K
$5.17K ﹤0.01%
22,393
-68,860
-75% -$19.1K
GDSTW
611
DELISTED
Goldenstone Acquisition Limited Warrants
GDSTW
$5.16K ﹤0.01%
107,060
– –
APXIW
612
DELISTED
APx Acquisition Corp. I Warrant
APXIW
$5.13K ﹤0.01%
139,672
– –
OAKUW
613
DELISTED
Oak Woods Acquisition Corp Warrant
OAKUW
$5.12K ﹤0.01%
95,000
– –
CMCAW
614
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$5.03K ﹤0.01%
174,709
– –
ENERW
615
DELISTED
Accretion Acquisition Corp Warrant
ENERW
$5.02K ﹤0.01%
222,148
– –
CFIVW
616
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$5K ﹤0.01%
99,998
– –
OCAXW
617
DELISTED
OCA Acquisition Corp. Warrant
OCAXW
$5K ﹤0.01%
95,769
– –
ABVEW
618
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$4.92K ﹤0.01%
81,833
– –
EMCGW
619
DELISTED
Embrace Change Acquisition Corp Warrants
EMCGW
$4.83K ﹤0.01%
193,214
– –
BROGW
620
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$4.81K ﹤0.01%
318,547
-31,486
-9% -$759
ABLVW icon
621
Able View Global Warrant
ABLVW
$121K
$4.78K ﹤0.01%
+187,413
New +$9.52K
OSRHW
622
OSR Health Warrant
OSRHW
$4.7K ﹤0.01%
100,000
– –
CCVI.WS
623
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$4.63K ﹤0.01%
28,937
– –
MSAIW icon
624
MultiSensor AI Holdings Warrant
MSAIW
$656K
$4.59K ﹤0.01%
148,023
– –
IXAQW
625
DELISTED
IX Acquisition Corp. Warrant
IXAQW
$4.42K ﹤0.01%
146,851
– –
23 24
25
26 27

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EMPI
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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.