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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
ELIQ
801
DELISTED
Electriq Power Holdings, Inc.
ELIQ
– –
-498,405
Closed -$5.27M
NOGNW
802
DELISTED
Nogin, Inc. Warrant
NOGNW
– –
-86,018
Closed -$1.02K
HWEL
803
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
– –
-125,076
Closed -$1.29M
SGII
804
DELISTED
Seaport Global Acquisition II Corp. Class A Common Stock
SGII
– –
-197,980
Closed -$2.06M
LOCC
805
DELISTED
Live Oak Crestview Climate Acquisition Corp.
LOCC
– –
-518,365
Closed -$5.31M
JGGC
806
DELISTED
Jaguar Global Growth Corporation I Class A Ordinary Shares
JGGC
– –
-1,232,802
Closed -$13M
AAC
807
DELISTED
Ares Acquisition Corporation
AAC
– –
-398,334
Closed -$4.21M
ARTE
808
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
– –
-451,296
Closed -$4.8M
NFNT
809
DELISTED
Infinite Acquisition Corp.
NFNT
– –
-188,023
Closed -$1.99M
ACAQ
810
DELISTED
Athena Consumer Acquisition Corp.
ACAQ
– –
-199,668
Closed -$2.06M
IGICW
811
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
– –
-1,059,211
Closed -$648K
MPRA
812
DELISTED
Mercato Partners Acquisition Corporation Class A Common Stock
MPRA
– –
-149,151
Closed -$1.57M
TRTN
813
DELISTED
Triton International Limited
TRTN
– –
-206,870
Closed -$17.2M
SYNH
814
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-285,669
Closed -$12M
SLVR
815
DELISTED
SilverSPAC Inc. Class A Ordinary Share
SLVR
– –
-394,446
Closed -$4.1M
SLVRW
816
DELISTED
SilverSPAC Inc. Warrant
SLVRW
– –
-98,473
Closed -$5.5K
ICNC.WS
817
DELISTED
Iconic Sports Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ICNC.WS
– –
-241,596
Closed -$19.1K
GFGDR
818
DELISTED
The Growth for Good Acquisition Corporation Right
GFGDR
– –
-689,193
Closed -$96.5K
GFGDW
819
DELISTED
The Growth for Good Acquisition Corporation Warrant
GFGDW
– –
-344,596
Closed -$27.6K
GFGD
820
DELISTED
The Growth for Good Acquisition Corporation Class A Ordinary Shares
GFGD
– –
-472,348
Closed -$4.93M
ADERW
821
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
– –
-100,000
Closed -$5.24K
RADI
822
DELISTED
Radius Global Infrastructure, Inc. Class A Common Stock
RADI
– –
-864,567
Closed -$12.9M
CHEAW
823
DELISTED
Chenghe Acquisition Co. Warrant
CHEAW
– –
-220,635
Closed -$11.3K
MBSC
824
DELISTED
M3-Brigade Acquisition III Corp.
MBSC
– –
-610,503
Closed -$6.37M
MBSC.WS
825
DELISTED
M3-Brigade Acquisition III Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
MBSC.WS
– –
-326,814
Closed -$144K
31 32
33
34 35

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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.