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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
HHRSW
826
DELISTED
Hammerhead Energy Inc. Warrant
HHRSW
– –
-42,391
Closed -$59.8K
UTAA
827
DELISTED
UTA Acquisition Corporation Class A Ordinary Shares
UTAA
– –
-569,022
Closed -$6.01M
PIAI.WS
828
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
– –
-133,333
Closed -$5.47K
NSTD.WS
829
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
– –
-19,998
Closed -$1.15K
RTL
830
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
– –
-142,874
Closed -$966K
BKI
831
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-288,066
Closed -$17.2M
NUVA
832
DELISTED
NuVasive, Inc.
NUVA
– –
-516,389
Closed -$21.5M
CCAIW
833
DELISTED
Cascadia Acquisition Corp. Warrant
CCAIW
– –
-147,897
Closed -$13K
FOCS
834
DELISTED
Focus Financial Partners Inc. Class A
FOCS
– –
-254,119
Closed -$13.3M
FGMC
835
DELISTED
FG Merger Corp. Common Stock
FGMC
– –
-289,946
Closed -$3.07M
PNACR
836
DELISTED
Prime Number Acquisition I Corp. Right
PNACR
– –
-145,439
Closed -$24.9K
FGMCW
837
DELISTED
FG Merger Corp. Warrant
FGMCW
– –
-217,533
Closed -$15.2K
PNAC
838
DELISTED
Prime Number Acquisition I Corp. Class A Common Stock
PNAC
– –
-145,397
Closed -$1.53M
PNACW
839
DELISTED
Prime Number Acquisition I Corp. Warrant
PNACW
– –
-72,719
Closed -$3.64K
WAVC.WS
840
DELISTED
Waverley Capital Acquisition Corp. 1 Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
WAVC.WS
– –
-172,329
Closed -$6.1K
WAVC
841
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
– –
-639,908
Closed -$6.64M
LATGW
842
DELISTED
LatAmGrowth SPAC Warrants
LATGW
– –
-550,992
Closed -$22K
FORG
843
DELISTED
ForgeRock, Inc.
FORG
– –
-644,972
Closed -$13.2M
ZING
844
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
– –
-1,536,605
Closed -$16M
CBRGW
845
DELISTED
Chain Bridge I Warrants
CBRGW
– –
-141,861
Closed -$7.52K
FRG
846
DELISTED
Franchise Group, Inc.
FRG
– –
-403,610
Closed -$11.6M
ARNC
847
DELISTED
Arconic Corporation
ARNC
– –
-363,210
Closed -$10.7M
HMACR
848
DELISTED
Hainan Manaslu Acquisition Corp. Right
HMACR
– –
-193,214
Closed -$77.3K
APMIW
849
DELISTED
AxonPrime Infrastructure Acquisition Corporation Warrants
APMIW
– –
-163,915
Closed -$4.43K
HMACW
850
DELISTED
Hainan Manaslu Acquisition Corp. Warrant
HMACW
– –
-193,214
Closed -$7.13K
32 33
34
35 36

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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.