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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
SVII
51
DELISTED
Spring Valley Acquisition Corp II
SVII
$5.34M 0.24%
498,944
+40,000
+9% +$425K
XFIN
52
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$5.32M 0.24%
500,000
– –
GDV icon
53
Gabelli Dividend & Income Trust
GDV
$2.6B
$5.27M 0.24%
271,013
+142,141
+110% +$2.97M
BIOS
54
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
$5.23M 0.24%
482,993
– –
BZAI
55
Blaize Holdings
BZAI
$129M
$5.17M 0.23%
489,332
– –
RVT icon
56
Royce Value Trust
RVT
$2.21B
$5.11M 0.23%
397,112
+224,945
+131% +$3.08M
USAR
57
USA Rare Earth Inc
USAR
$3.46B
$5.1M 0.23%
+499,998
New +$5.08M
SBXC
58
DELISTED
SilverBox Corp III
SBXC
$5.1M 0.23%
498,390
– –
JPC icon
59
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$5.08M 0.23%
802,725
+461,304
+135% +$2.98M
FRBN
60
DELISTED
Forbion European Acquisition Corp. Class A Ordinary Shares
FRBN
$5.03M 0.23%
459,272
– –
HQH
61
abrdn Healthcare Investors
HQH
$1.23B
$4.96M 0.22%
319,150
+177,748
+126% +$2.97M
FORL
62
DELISTED
Four Leaf Acquisition Corp
FORL
$4.87M 0.22%
464,956
– –
MUC icon
63
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$4.86M 0.22%
508,322
+256,925
+102% +$2.69M
CETU
64
DELISTED
Cetus Capital Acquisition Corp. Class A Common Stock
CETU
$4.86M 0.22%
464,573
– –
OSRH
65
OSR Health
OSRH
$14.8M
$4.68M 0.21%
449,702
+349,702
+350% +$3.62M
SEDA
66
DELISTED
SDCL EDGE Acquisition Corporation
SEDA
$4.67M 0.21%
441,019
– –
MUI
67
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$4.44M 0.2%
436,976
+204,839
+88% +$2.26M
JFR icon
68
Nuveen Floating Rate Income Fund
JFR
$1.23B
$4.4M 0.2%
+535,791
New +$4.32M
LFAC
69
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
$4.34M 0.19%
397,909
– –
NFJ
70
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$4.32M 0.19%
381,403
+173,589
+84% +$2.12M
CMCA
71
DELISTED
Capitalworks Emerging Markets Acquisition Corp Class A Ordinary Shares
CMCA
$4.32M 0.19%
400,000
– –
MQY icon
72
BlackRock MuniYield Quality Fund
MQY
$807M
$4.31M 0.19%
421,374
+210,302
+100% +$2.36M
SOAR icon
73
Volato Group
SOAR
$6.97M
$4.29M 0.19%
15,987
– –
DUET
74
DELISTED
DUET Acquisition Corp. Class A Common Stock
DUET
$4.26M 0.19%
397,745
+150,000
+61% +$1.6M
MYI icon
75
BlackRock MuniYield Quality Fund III
MYI
$709M
$4.25M 0.19%
444,830
+222,316
+100% +$2.34M
1 2
3
4 5

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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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AWA
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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.