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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
QDROW
701
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$750 ﹤0.01%
15,000
– –
NSTB.WS
702
DELISTED
Northern Star Investment Corp. II Redeemable warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTB.WS
$722 ﹤0.01%
24,799
– –
JWSM.WS
703
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$700 ﹤0.01%
17,500
– –
SATX.WS.A
704
DELISTED
SatixFy Communications Ltd.
SATX.WS.A
$684 ﹤0.01%
43,295
-1,206
-3% -$91
MACAW
705
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$664 ﹤0.01%
20,000
– –
LFACW
706
DELISTED
LF Capital Acquisition Corp. II Warrants
LFACW
$616 ﹤0.01%
166,444
– –
MTRYW
707
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$601 ﹤0.01%
20,940
– –
TMPOW
708
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$571 ﹤0.01%
63,424
-21,992
-26% -$385
SMXWW
709
SMX (Security Matters) Public Ltd Warrant
SMXWW
$1.14M
$566 ﹤0.01%
49,620
-26,094
-34% -$504
BOAC.WS
710
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$566 ﹤0.01%
65,000
– –
CSTA.WS
711
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$520 ﹤0.01%
19,332
– –
FRXB.WS
712
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
$512 ﹤0.01%
24,399
– –
JUN.WS
713
DELISTED
Juniper II Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
JUN.WS
$376 ﹤0.01%
144,532
– –
SAMAW
714
DELISTED
Schultze Special Purpose Acquisition Corp. II Warrant
SAMAW
$370 ﹤0.01%
74,009
– –
FEXDW
715
DELISTED
Fintech Ecosystem Development Corp. Warrant
FEXDW
$278 ﹤0.01%
12,334
– –
RACYW
716
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$5 ﹤0.01%
455,187
– –
GDEVW icon
717
GDEV Inc Warrant
GDEVW
$64.8K
$1 ﹤0.01%
137,759
-21,873
-14% -$3.38K
AACT.U
718
DELISTED
Ares Acquisition Corp II Units
AACT.U
– –
-2,200,000
Closed -$22.7M
ABLLW
719
DELISTED
Abacus Life Warrant
ABLLW
– –
-300,000
Closed -$82.2K
ALCYU
720
DELISTED
Alchemy Investments Acquisition Corp 1 Units
ALCYU
– –
-403,500
Closed -$4.13M
AMPX.WS icon
721
PUT
Amprius Technologies Warrants
AMPX.WS
$360M
– –
-386,220
Closed -$185K
BETRW icon
722
Better Home & Finance Warrant
BETRW
– –
-12,500
Closed -$316
BFZ
723
DELISTED
BlackRock CA Municipal Income Trust
BFZ
– –
-19,298
Closed -$229K
BGT icon
724
BlackRock Floating Rate Income Trust
BGT
$322M
– –
-70,178
Closed -$818K
BTM
725
DELISTED
Bitcoin Depot
BTM
– –
-100,000
Closed -$7.33M
27 28
29
30 31

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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.