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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
BTMWW
726
DELISTED
Bitcoin Depot Inc Warrant
BTMWW
– –
-721,036
Closed -$97.3K
CDT icon
727
CDT Equity Inc
CDT
$1.93M
– –
0
– -$787K
CLDI icon
728
Calidi Biotherapeutics
CLDI
$1.93M
– –
-337
Closed -$424K
DSU icon
729
BlackRock Debt Strategies Fund
DSU
$591M
– –
-111,402
Closed -$1.09M
DTI icon
730
Drilling Tools International
DTI
$81.2M
– –
-12,478
Closed -$54.4K
EOSEW
731
DELISTED
Eos Energy Enterprises Warrant
EOSEW
– –
-84,871
Closed -$119K
ERC
732
Allspring Multi-Sector Income Fund
ERC
$255M
– –
-25,430
Closed -$235K
EVG
733
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-16,690
Closed -$164K
FRA icon
734
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
– –
-66,108
Closed -$807K
HUBCW icon
735
Hub Cyber Security Warrant 2/27/28
HUBCW
$225K
– –
-86,629
Closed -$2.73K
HYT icon
736
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-37,676
Closed -$336K
LNZAW icon
737
LanzaTech Global Warrant
LNZAW
$4M
– –
-100,018
Closed -$39.1K
MDAIW icon
738
Spectral AI Warrants
MDAIW
$5.79M
– –
-41,665
Closed -$2.5K
MEGI
739
MainStay CBRE Global Infrastructure Megatrends Term Fund
MEGI
$786M
– –
-16,637
Closed -$228K
NBXG
740
Neuberger Next Generation Connectivity Fund Inc
NBXG
$1.18B
– –
-23,508
Closed -$256K
NNAVW
741
DELISTED
NextNav Inc Warrant
NNAVW
– –
-53,188
Closed -$37.2K
NTRS icon
742
Northern Trust
NTRS
$22.2B
– –
-5,000
Closed -$369K
OABIW icon
743
OmniAb Inc Warrant
OABIW
– –
-50,169
Closed -$38.6K
ONMD icon
744
OneMedNet
ONMD
$35M
– –
-52,667
Closed -$576K
PSQH icon
745
PSQ Holdings
PSQH
$11.2M
– –
-6,581
Closed -$1.01M
PSQH.WS icon
746
PSQ Holdings, Inc. Warrants, Each whole warrant exercisable for 1/15th of a share of Class A common stock at an exercise price of $172.50 per share
PSQH.WS
$1.08M
– –
-161,993
Closed -$124K
PTA icon
747
Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
PTA
$1.04B
– –
-23,847
Closed -$416K
RDZN icon
748
Roadzen
RDZN
$101M
– –
-420,776
Closed -$4.48M
SHFSW icon
749
SHF Holdings Warrants
SHFSW
– –
-14,777
Closed -$272
SIMO icon
750
Silicon Motion
SIMO
$9.19B
– –
-239,116
Closed -$17.2M
28 29
30
31 32

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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.