We are live on ! Find out more
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
HMAC
851
DELISTED
Hainan Manaslu Acquisition Corp. Ordinary shares
HMAC
– –
-193,206
Closed -$2.04M
APMI
852
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
– –
-238,866
Closed -$2.46M
AFTR.WS
853
DELISTED
AfterNext HealthTech Acquisition Corp Warrants
AFTR.WS
– –
-121,697
Closed -$10.5K
AFTR
854
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
– –
-175,880
Closed -$1.82M
BSAQ.WS
855
DELISTED
Black Spade Acquisition Co Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BSAQ.WS
– –
-125,000
Closed -$19.5K
BSAQ
856
DELISTED
Black Spade Acquisition Co
BSAQ
– –
-220,546
Closed -$2.28M
KDNY
857
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-113,518
Closed -$4.36M
CPAA
858
DELISTED
Conyers Park III Acquisition Corp. Class A Common Stock
CPAA
– –
-1,002,567
Closed -$10.2M
CPAAW
859
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
– –
-369,216
Closed -$18.5K
DICE
860
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
– –
-341,883
Closed -$15.9M
PDCE
861
DELISTED
PDC Energy, Inc.
PDCE
– –
-191,527
Closed -$13.6M
BWCAW
862
DELISTED
Blue Whale Acquisition Corp I Warrant
BWCAW
– –
-71,546
Closed -$6.89K
BWC
863
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
– –
-673,868
Closed -$6.84M
GENQ
864
DELISTED
Genesis Unicorn Capital Corp. Class A Common Stock
GENQ
– –
-195,982
Closed -$2.11M
ARBGW
865
DELISTED
Aequi Acquisition Corp warrants
ARBGW
– –
-143,333
Closed -$3.6K
GENQW
866
DELISTED
Genesis Unicorn Capital Corp. Warrants
GENQW
– –
-203,381
Closed -$16.2K
CPUH.WS
867
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
– –
-33,674
Closed -$16.8K
UNVR
868
DELISTED
Univar Solutions Inc.
UNVR
– –
-372,003
Closed -$13.3M
UTAAW
869
DELISTED
UTA Acquisition Corporation Warrants
UTAAW
– –
-133,319
Closed -$8.43K
DALS
870
DELISTED
DA32 Life Science Tech Acquisition Corp. Class A Common Stock
DALS
– –
-401,880
Closed -$4.12M
AJRD
871
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-413,508
Closed -$22.7M
ABST
872
DELISTED
Absolute Software Corp
ABST
– –
-743,678
Closed -$8.52M
BLNGW
873
DELISTED
Belong Acquisition Corp. Warrant
BLNGW
– –
-148,200
Closed -$2.33K
HMA.WS
874
DELISTED
Heartland Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
HMA.WS
– –
-679,120
Closed -$9.3K
TWCBW
875
DELISTED
Bilander Acquisition Corp. Warrant
TWCBW
– –
-135,129
Closed -$11K
33 34
35
36 37

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.