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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
KACLW
676
DELISTED
Kairous Acquisition Corp. Limited Warrants
KACLW
$1.76K ﹤0.01%
88,229
– –
ADOCW
677
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$1.75K ﹤0.01%
100,000
– –
COEPW
678
DELISTED
Coeptis Therapeutics Warrants
COEPW
$1.74K ﹤0.01%
45,745
-31,854
-41% -$1.3K
PRENW
679
Prenetics Global Ltd Warrant
PRENW
$136K
$1.73K ﹤0.01%
43,279
-7,813
-15% -$457
IPVF.WS
680
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$1.73K ﹤0.01%
31,400
– –
HHGCW
681
DELISTED
HHG Capital Corporation Warrant
HHGCW
$1.71K ﹤0.01%
24,420
– –
HPLTW
682
DELISTED
Home Plate Acquisition Corporation Warrant
HPLTW
$1.7K ﹤0.01%
49,318
– –
BENFW icon
683
Beneficient Warrant
BENFW
$186K
$1.67K ﹤0.01%
43,304
-64,547
-60% -$2.9K
AMODW
684
Alpha Modus Holdings Warrant
AMODW
$1.6K ﹤0.01%
61,625
– –
BNIXW
685
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$1.6K ﹤0.01%
64,098
– –
TRCA.WS
686
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$1.55K ﹤0.01%
20,702
– –
LSBPW
687
DELISTED
LakeShore Biopharma Warrants
LSBPW
$1.49K ﹤0.01%
42,640
-14,967
-26% -$781
EACPW
688
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$1.42K ﹤0.01%
61,000
– –
SLACW
689
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$1.35K ﹤0.01%
29,999
– –
NRACW
690
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$1.3K ﹤0.01%
50,000
– –
OUSTW
691
DELISTED
Ouster Inc Warrants
OUSTW
$1.25K ﹤0.01%
62,132
-9,695
-13% -$328
NOVVW
692
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$1.24K ﹤0.01%
72,560
– –
PPHPW
693
DELISTED
PHP Ventures Acquisition Corp. Warrants
PPHPW
$1.22K ﹤0.01%
34,370
– –
MRT.WS
694
DELISTED
Marti Technologies, Inc. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
MRT.WS
$1.15K ﹤0.01%
+63,455
New +$3.71K
LDTCW
695
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$1.08K ﹤0.01%
16,666
– –
ML.WS
696
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
$1.07K ﹤0.01%
23,178
-40,884
-64% -$1.75K
LBBBW
697
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
$1.02K ﹤0.01%
60,262
– –
FSRXW
698
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$952 ﹤0.01%
29,748
– –
HHLA.WS
699
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$910 ﹤0.01%
32,149
– –
BLUA.WS
700
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$805 ﹤0.01%
16,666
– –
26 27
28
29 30

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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.