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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
GCTS
76
GCT Semiconductor Holding
GCTS
$177M
$4.25M 0.19%
400,000
– –
IGTA
77
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$4.25M 0.19%
399,903
– –
JUN
78
DELISTED
Juniper II Corp.
JUN
$4.24M 0.19%
400,000
– –
EVV
79
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$4.22M 0.19%
466,571
+233,613
+100% +$2.17M
SUAC
80
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
$4.22M 0.19%
400,000
– –
PNST
81
DELISTED
Pinstripes Holdings, Inc.
PNST
$4.21M 0.19%
400,000
– –
RA
82
Brookfield Real Assets Income Fund
RA
$703M
$4.21M 0.19%
+343,611
New +$5.25M
SAMA
83
DELISTED
Schultze Special Purpose Acquisition Corp. II Class A Common Stock
SAMA
$4.21M 0.19%
396,940
– –
KNSW
84
DELISTED
KnightSwan Acquisition Corporation
KNSW
$4.2M 0.19%
400,000
-906,846
-69% -$9.47M
ISRL
85
DELISTED
Israel Acquisitions Corp
ISRL
$4.2M 0.19%
397,864
– –
ALCY
86
DELISTED
Alchemy Investments Acquisition Corp 1
ALCY
$4.16M 0.19%
+403,497
New +$4.15M
BSTZ icon
87
BlackRock Science and Technology Term Trust
BSTZ
$1.97B
$4.16M 0.19%
251,902
+154,114
+158% +$2.72M
NRK icon
88
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$4.14M 0.19%
437,665
+233,009
+114% +$2.34M
MHD icon
89
BlackRock MuniHoldings Fund
MHD
$597M
$3.97M 0.18%
385,057
+182,165
+90% +$2.06M
THQ
90
abrdn Healthcare Opportunities Fund
THQ
$769M
$3.96M 0.18%
233,216
+124,200
+114% +$2.31M
AOD
91
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$3.94M 0.18%
520,558
+271,318
+109% +$2.18M
BTT icon
92
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$3.83M 0.17%
197,555
+180,299
+1,045% +$3.69M
BCX icon
93
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$3.8M 0.17%
412,209
+188,426
+84% +$1.77M
BCSA
94
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
$3.78M 0.17%
350,000
– –
CITE
95
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$3.77M 0.17%
350,000
-56,780
-14% -$607K
EIM
96
Eaton Vance Municipal Bond Fund
EIM
$492M
$3.76M 0.17%
419,819
+168,115
+67% +$1.63M
EXG icon
97
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$3.76M 0.17%
+509,844
New +$3.97M
VMO icon
98
Invesco Municipal Opportunity Trust
VMO
$647M
$3.74M 0.17%
453,977
+222,223
+96% +$2.03M
ABP
99
DELISTED
Abpro Holdings
ABP
$3.69M 0.17%
11,667
– –
AMCI
100
AMC Robotics
AMCI
$111M
$3.64M 0.16%
344,586
– –
2 3
4
5 6

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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 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.