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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
GOGN.WS
901
DELISTED
GoGreen Investments Corporation Redeemable Warrants
GOGN.WS
– –
-95,179
Closed -$93.3K
GSRMR
902
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
– –
-45,298
Closed -$142K
EOCW
903
DELISTED
Elliott Opportunity II Corp.
EOCW
– –
-245,000
Closed -$2.54M
DNAD
904
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
– –
-72,667
Closed -$752K
DNAB
905
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
– –
-192,454
Closed -$1.99M
WTMA
906
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
– –
-25,389
Closed -$269K
MNTN
907
DELISTED
Everest Consolidator Acquisition Corporation
MNTN
– –
-379,992
Closed -$4.05M
UBA
908
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
– –
-166,472
Closed -$3.54M
GFX.WS
909
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
– –
-87,500
Closed -$11.4K
JSD
910
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
– –
-49,149
Closed -$568K
JRO
911
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
– –
-224,550
Closed -$1.75M
MEOA
912
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
– –
-59,876
Closed -$668K
MEOAW
913
DELISTED
Minority Equality Opportunities Acquisition Inc. Warrants
MEOAW
– –
-98,720
Closed -$7.92K
BITE
914
DELISTED
Bite Acquisition Corp.
BITE
– –
-25,937
Closed -$268K
EDTXW
915
DELISTED
EdtechX Holdings Acquisition Corp. II Warrant
EDTXW
– –
-73,875
Closed -$1.61K
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.