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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
TWCB
876
DELISTED
Bilander Acquisition Corp. Class A Common Stock
TWCB
– –
-280,428
Closed -$2.85M
HMA
877
DELISTED
Heartland Media Acquisition Corp.
HMA
– –
-875,329
Closed -$9.23M
GGAAW
878
DELISTED
Genesis Growth Tech Acquisition Corp. Warrant
GGAAW
– –
-476,794
Closed -$62K
ENTF
879
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
– –
-106,060
Closed -$1.13M
ENTFW
880
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Warrant
ENTFW
– –
-241,708
Closed -$13.3K
SDACW
881
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
– –
-60,349
Closed -$1.81K
ESHAU
882
DELISTED
ESH Acquisition Corp. Unit
ESHAU
– –
-600,000
Closed -$6.08M
VBOC
883
DELISTED
Viscogliosi Brothers Acquisition Corp Common Stock
VBOC
– –
-290,821
Closed -$3.06M
LSI
884
DELISTED
Life Storage, Inc.
LSI
– –
-140,978
Closed -$18.7M
VBOCW
885
DELISTED
Viscogliosi Brothers Acquisition Corp Warrant
VBOCW
– –
-72,429
Closed -$2.49K
ARYE
886
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
– –
-48,850
Closed -$506K
FMIVW
887
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
– –
-150,000
Closed -$75
SCAQW
888
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
– –
-200,000
Closed -$400
HWKZ
889
DELISTED
Hawks Acquisition Corp
HWKZ
– –
-367,713
Closed -$3.77M
DOMA.WS
890
DELISTED
Doma Holdings, Inc. Warrants, Every 25 warrants will be exercisable for one share of Common Stock at an exercise price of $287.50 per share of Common Stock
DOMA.WS
– –
-36,491
Closed -$613
ISEE
891
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-450,361
Closed -$17.7M
BWACW
892
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
– –
-90,000
Closed -$1.51K
CRECW
893
DELISTED
Crescera Capital Acquisition Corp Warrant
CRECW
– –
-94,760
Closed -$4.6K
BWAC
894
DELISTED
BETTER WORLD ACQUISITION CORP. Common Stock
BWAC
– –
-145,039
Closed -$1.58M
GLTA.WS
895
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
– –
-85,688
Closed -$4.93K
VECT
896
DELISTED
VectivBio Holding AG Ordinary Shares
VECT
– –
-52,648
Closed -$888K
CORS.WS
897
DELISTED
Corsair Partnering Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CORS.WS
– –
-113,998
Closed -$923
CORS
898
DELISTED
Corsair Partnering Corporation
CORS
– –
-707,554
Closed -$7.33M
GOGN
899
DELISTED
GoGreen Investments Corporation
GOGN
– –
-203,290
Closed -$2.25M
DSEY
900
DELISTED
Diversey Holdings, Ltd. Ordinary Shares
DSEY
– –
-1,262,707
Closed -$10.6M
33 34 35
36
37

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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.