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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
FHLTW
651
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$2.86K ﹤0.01%
111,677
– –
AWINW
652
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$2.84K ﹤0.01%
101,401
-46,692
-32% -$1.55K
FATPW
653
DELISTED
Fat Projects Acquisition Corp Warrant
FATPW
$2.82K ﹤0.01%
78,319
– –
NOTE.WS
654
DELISTED
FiscalNote Holdings Warrants
NOTE.WS
$2.72K ﹤0.01%
15,565
-30,749
-66% -$11.5K
OHAAW
655
DELISTED
OPY Acquisition Corp. I Warrant
OHAAW
$2.71K ﹤0.01%
97,863
– –
BNAIW
656
Brand Engagement Network Warrant
BNAIW
$2.26M
$2.71K ﹤0.01%
33,865
– –
TWLVW
657
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$2.59K ﹤0.01%
49,999
– –
SNAXW
658
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$2.54K ﹤0.01%
213,113
-11,694
-5% -$214
CCTSW
659
DELISTED
Cactus Acquisition Corp. 1 Limited Warrant
CCTSW
$2.48K ﹤0.01%
98,809
– –
OIOWW
660
OIO Group Warrants
OIOWW
$2.4K ﹤0.01%
+123,336
New +$3.61K
ASCAW
661
DELISTED
A SPAC I Acquisition Corp. Warrant
ASCAW
$2.35K ﹤0.01%
106,869
– –
DISAW
662
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$2.34K ﹤0.01%
49,533
– –
RBT.WS
663
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
$2.32K ﹤0.01%
206,880
-112,617
-35% -$2.78K
CCV.WS
664
DELISTED
Churchill Capital Corp V Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCV.WS
$2.31K ﹤0.01%
12,499
– –
VWEWW
665
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$2.29K ﹤0.01%
152,548
-123,895
-45% -$3.22K
LCW.WS
666
DELISTED
Learn CW Investment Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
LCW.WS
$2.29K ﹤0.01%
79,900
– –
VEEAW
667
Veea Inc Warrant
VEEAW
$2.24K ﹤0.01%
37,394
– –
KRNLW
668
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$2.23K ﹤0.01%
37,499
– –
QOMOW
669
DELISTED
Qomolangma Acquisition Corp. Warrant
QOMOW
$2.21K ﹤0.01%
99,041
– –
RMGCW
670
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$2.04K ﹤0.01%
15,660
– –
ZAPPW
671
DELISTED
Zapp Electric Vehicles Group Limited Warrant
ZAPPW
$2.02K ﹤0.01%
80,513
-44,712
-36% -$1.65K
OPA.WS
672
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
$1.97K ﹤0.01%
49,999
– –
ALSAW
673
DELISTED
Alpha Star Acquisition Corp Warrants
ALSAW
$1.88K ﹤0.01%
188,293
– –
TBCPW
674
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$1.84K ﹤0.01%
26,346
– –
NCNCW
675
DELISTED
noco-noco Inc. Warrant
NCNCW
$1.81K ﹤0.01%
+36,308
New +$2.06K
25 26
27
28 29

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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.