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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
BDJ icon
101
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$3.56M 0.16%
+468,286
New +$3.74M
FFC
102
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$768M
$3.49M 0.16%
+268,791
New +$3.63M
AIEV
103
DELISTED
Thunder Power Holdings, Inc. Common Stock
AIEV
$3.47M 0.16%
325,001
– –
TRTL
104
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
$3.47M 0.16%
330,840
– –
BFK
105
DELISTED
BlackRock Municipal Income Trust
BFK
$3.44M 0.15%
387,595
+149,237
+63% +$1.45M
HQL
106
abrdn Life Sciences Investors
HQL
$585M
$3.4M 0.15%
272,496
+128,933
+90% +$1.7M
VGM icon
107
Invesco Trust Investment Grade Municipals
VGM
$549M
$3.39M 0.15%
399,294
+197,033
+97% +$1.85M
HCCI
108
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$3.37M 0.15%
+74,238
New +$3.31M
DISH
109
DELISTED
DISH Network Corp.
DISH
$3.33M 0.15%
+567,611
New +$3.87M
HCMA
110
DELISTED
HCM Acquisition Corp Class A Ordinary Shares
HCMA
$3.3M 0.15%
300,000
– –
BLE
111
DELISTED
BlackRock Municipal Income Trust II
BLE
$3.28M 0.15%
359,083
+135,422
+61% +$1.36M
LATG
112
DELISTED
Chenghe Acquisition I Co. Class A Ordinary Shares
LATG
$3.22M 0.14%
298,220
– –
VKQ icon
113
Invesco Municipal Trust
VKQ
$536M
$3.2M 0.14%
383,742
+168,368
+78% +$1.55M
RCAC
114
DELISTED
Revelstone Capital Acquisition Corp. Class A Common Stock
RCAC
$3.18M 0.14%
299,310
– –
MUJ icon
115
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$3.17M 0.14%
312,797
+137,028
+78% +$1.5M
PLMJ
116
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$3.17M 0.14%
299,038
– –
BOE icon
117
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$3.16M 0.14%
335,491
+162,288
+94% +$1.61M
HYAC.U
118
DELISTED
Haymaker Acquisition Corp 4 Units
HYAC.U
$3.13M 0.14%
+300,000
New +$3.07M
MYD
119
DELISTED
BlackRock MuniYield Fund
MYD
$3.13M 0.14%
340,444
+136,886
+67% +$1.39M
CHS
120
DELISTED
Chicos FAS, Inc.
CHS
$3.12M 0.14%
+416,912
New +$2.24M
IQI icon
121
Invesco Quality Municipal Securities
IQI
$526M
$3.1M 0.14%
369,017
+164,304
+80% +$1.51M
QTI
122
QT Imaging Holdings
QTI
$38.1M
$3.1M 0.14%
286,100
– –
CNTM
123
DELISTED
ConnectM Technology Solutions, Inc. Common Stock
CNTM
$3.09M 0.14%
290,841
– –
BATRK icon
124
Atlanta Braves Holdings Series B
BATRK
$3.23B
$3.04M 0.14%
+85,048
New +$3.22M
ETW
125
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$3.03M 0.14%
+396,310
New +$3.18M
3 4
5
6 7

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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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AWA
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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.