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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
JTAIW
776
DELISTED
Jet.AI Inc. Warrant
JTAIW
– –
-121,400
Closed -$5.47K
TCOA
777
DELISTED
Zalatoris Acquisition Corp.
TCOA
– –
-324,231
Closed -$3.36M
CNDA
778
DELISTED
Concord Acquisition Corp II
CNDA
– –
-1,707,243
Closed -$17.5M
CVII
779
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
– –
-3,909,067
Closed -$40.3M
KCGI
780
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
– –
-250,171
Closed -$2.64M
AACI
781
DELISTED
Armada Acquisition Corp. I Common Stock
AACI
– –
-200,000
Closed -$2.1M
CAUD
782
DELISTED
Collective Audience, Inc.. Common Stock
CAUD
– –
-50,000
Closed -$530K
TRIS
783
DELISTED
Tristar Acquisition I Corp.
TRIS
– –
-495,131
Closed -$5.18M
PEGR
784
DELISTED
Project Energy Reimagined Acquisition Corp. Class A Ordinary Share
PEGR
– –
-360,819
Closed -$3.74M
SLNAW
785
DELISTED
Selina Hospitality PLC Warrant
SLNAW
– –
-21,051
Closed -$899
NFYS
786
DELISTED
Enphys Acquisition Corp.
NFYS
– –
-714,286
Closed -$7.42M
AIF
787
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-42,702
Closed -$542K
SWSS
788
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
– –
-115,326
Closed -$1.19M
AONC
789
DELISTED
American Oncology Network, Inc. Class A Common Stock
AONC
– –
-149,885
Closed -$1.55M
AONCW
790
DELISTED
American Oncology Network, Inc. Warrant
AONCW
– –
-29,999
Closed -$4.63K
AIB
791
DELISTED
AIB Acquisition Corp
AIB
– –
-98,799
Closed -$1.07M
AEON.WS
792
DELISTED
AEON Biopharma Inc
AEON.WS
– –
-50,000
Closed -$4.5K
PPHP
793
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
– –
-31,500
Closed -$338K
AVHI
794
DELISTED
Achari Ventures Holdings Corp I
AVHI
– –
-49,943
Closed -$536K
PEPL
795
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
– –
-100,000
Closed -$1.04M
ADOC
796
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
– –
-26,884
Closed -$296K
WRAC
797
DELISTED
Williams Rowland Acquisition Corp.
WRAC
– –
-28,708
Closed -$298K
SZZL
798
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
– –
-148,196
Closed -$1.58M
FICV
799
DELISTED
Frontier Investment Corp Class A Ordinary Shares
FICV
– –
-436,096
Closed -$4.5M
NCAC
800
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
– –
-60,323
Closed -$661K
30 31
32
33 34

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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.