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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
+2.49%
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
$2.32B
AUM Growth
-$949M
Cap. Flow
-$1.61B
Cap. Flow %
-69.36%
Top 10 Hldgs %
14.11%
Holding
1,103
New
71
Increased
136
Reduced
472
Closed
195

Top Buys

Rank Stock Value
1
AACT.U
Ares Acquisition Corp II Units
AACT.U
+$22.4M
2
LSI
Life Storage, Inc.
LSI
+$18.8M
3
NATI
National Instruments Corp
NATI
+$18.6M
4
TRTN
Triton International Limited
TRTN
+$16.8M
5
ISEE
IVERIC bio, Inc. Common Stock
ISEE
+$15.9M

Top Sells

Rank Stock Value
1
OSH
Oak Street Health, Inc.
OSH
+$38.9M
2
AQUA
Evoqua Water Technologies Corp. Common Stock
AQUA
+$35.5M
3
AUY
Yamana Gold, Inc.
AUY
+$33M
4
TA
TravelCenters of America LLC
TA
+$31.5M
5
VMW
VMware, Inc
VMW
+$29.2M

Sector Composition

Rank Sector Weight
1 Financials 29.16%
2 Healthcare 7.3%
3 Technology 7.28%
4 Industrials 4.01%
5 Consumer Discretionary 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVACW
951
DELISTED
Avalon Acquisition Inc. Warrant
AVACW
– –
-185,235
Closed -$16.7K
STET
952
DELISTED
ST Energy Transition I Ltd.
STET
– –
-705,904
Closed -$7.33M
BPACW
953
DELISTED
Bullpen Parlay Acquisition Company Warrant
BPACW
– –
-331,225
Closed -$11.8K
BPAC
954
DELISTED
Bullpen Parlay Acquisition Company Class A Ordinary Share
BPAC
– –
-501,985
Closed -$5.23M
EOCW.WS
955
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
– –
-96,850
Closed -$7.37K
SPCMW
956
DELISTED
Sound Point Acquisition Corp I, Ltd Warrant
SPCMW
– –
-477,658
Closed -$38.8K
SPCM
957
DELISTED
Sound Point Acquisition Corp I, Ltd Class A Ordinary Share
SPCM
– –
-953,127
Closed -$10.1M
JWAC
958
DELISTED
Jupiter Wellness Acquisition Corp. Class A Common Stock
JWAC
– –
-563,747
Closed -$5.95M
MGI
959
DELISTED
MoneyGram International, Inc. New
MGI
– –
-1,592,298
Closed -$16.6M
JWACR
960
DELISTED
Jupiter Wellness Acquisition Corp. Right
JWACR
– –
-427,672
Closed -$171K
GRCYW
961
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
– –
-150,000
Closed -$3.75K
BRMK
962
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
– –
-410,209
Closed -$1.93M
MNTV
963
DELISTED
Momentive Global Inc. Common Stock
MNTV
– –
-1,917,819
Closed -$17.9M
STET.WS
964
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
– –
-352,522
Closed -$59.9K
PNTM.WS
965
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
– –
-17,666
Closed -$3.03K
PNTM
966
DELISTED
Pontem Corporation
PNTM
– –
-250,000
Closed -$2.58M
SGHL
967
DELISTED
Signal Hill Acquisition Corp. Class A Common Stock
SGHL
– –
-751,122
Closed -$7.8M
SGHLW
968
DELISTED
Signal Hill Acquisition Corp. Warrant
SGHLW
– –
-283,819
Closed -$17K
PSPC
969
DELISTED
Post Holdings Partnering Corporation
PSPC
– –
-429,210
Closed -$4.34M
AQUA
970
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
– –
-714,968
Closed -$35.5M
AXAC.RT
971
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Rights to receive one-tenth (1/10) of one Class A ordinary share
AXAC.RT
– –
-287,403
Closed -$54.6K
AXAC.WS
972
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AXAC.WS
– –
-291,813
Closed -$10.2K
GBRGR
973
DELISTED
Goldenbridge Acquisition Limited Right
GBRGR
– –
-34,000
Closed -$15.4K
FOXO.WS
974
DELISTED
FOXO Technologies Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FOXO.WS
– –
-13,113
Closed -$421
VMGA
975
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
– –
-790,126
Closed -$8.19M
37 38
39
40 41

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AQR Arbitrage's Q2 2023 Portfolio in Review

As of Q2 2023, AQR Arbitrage held 1,103 positions worth $2.32B, down 29% from $3.27B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

AQR Arbitrage withdrew a net $1.61B in Q2 2023, closing 195 positions and reducing 472 holdings. Its most notable exit was Oak Street Health, Inc., an estimated $38.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 29% of assets, down from 34% a quarter earlier, followed by Healthcare and Technology.

Against the trend, AQR Arbitrage opened a new position in Ares Acquisition Corp II Units worth $22.7M.

  • AQR Arbitrage's largest Q2 2023 buy was Ares Acquisition Corp II Units: 2,200,000 shares worth $22.7M.
  • AQR Arbitrage added most to Concord Acquisition Corp II in Q2 2023, an estimated $9.21M increase.
  • AQR Arbitrage's biggest Q2 2023 reduction was VMware, Inc, cutting an estimated $29.2M.
  • AQR Arbitrage fully exited Oak Street Health, Inc. in Q2 2023, selling an estimated $38.9M.
  • AQR Arbitrage's ten largest holdings make up 14% of its $2.32B portfolio in Q2 2023.
  • AQR Arbitrage opened 71 new positions and closed 195 in Q2 2023.
  • AQR Arbitrage's portfolio value fell 29% quarter-over-quarter to $2.32B.

Based on AQR Arbitrage's 13F filing for Q2 2023, filed 14 Aug 2023.