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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
DIAX
126
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$3.02M 0.14%
220,589
+173,201
+365% +$2.45M
STI icon
127
Solidion Technology
STI
$56.1M
$2.98M 0.13%
5,494
– –
NKX icon
128
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$2.98M 0.13%
290,072
+147,882
+104% +$1.65M
AVID
129
DELISTED
Avid Technology Inc
AVID
$2.96M 0.13%
+110,074
New +$2.9M
MMU
130
Western Asset Managed Municipals Fund
MMU
$549M
$2.92M 0.13%
327,140
+152,905
+88% +$1.48M
EAD
131
Allspring Income Opportunities Fund
EAD
$372M
$2.92M 0.13%
478,611
+325,952
+214% +$2.06M
CHEA
132
DELISTED
Chenghe Acquisition Co. Class A Ordinary Share
CHEA
$2.8M 0.13%
258,219
-100,000
-28% -$1.08M
BGY icon
133
BlackRock Enhanced International Dividend Trust
BGY
$512M
$2.77M 0.12%
554,368
+274,841
+98% +$1.45M
IIM icon
134
Invesco Value Municipal Income Trust
IIM
$583M
$2.75M 0.12%
264,419
+146,005
+123% +$1.68M
WEL
135
DELISTED
Integrated Wellness Acquisition Corp
WEL
$2.74M 0.12%
250,000
– –
IVCA
136
DELISTED
Investcorp India Acquisition Corp
IVCA
$2.73M 0.12%
251,831
-245,058
-49% -$2.63M
APCA
137
DELISTED
AP Acquisition Corp
APCA
$2.72M 0.12%
247,890
– –
MVF
138
DELISTED
BlackRock MuniVest Fund
MVF
$2.72M 0.12%
449,035
+167,621
+60% +$1.1M
TLGY
139
DELISTED
TLGY Acquisition Corporation Class A Ordinary Share
TLGY
$2.72M 0.12%
246,934
– –
IVCB
140
DELISTED
Investcorp Europe Acquisition Corp I Class A Ordinary Shares
IVCB
$2.71M 0.12%
249,304
– –
EVN
141
Eaton Vance Municipal Income Trust
EVN
$427M
$2.7M 0.12%
302,506
+141,881
+88% +$1.37M
SLAM
142
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$2.69M 0.12%
+250,000
New +$2.68M
BRD
143
DELISTED
Beard Energy Transition Acquisition Corp.
BRD
$2.68M 0.12%
249,737
– –
BTZ icon
144
BlackRock Credit Allocation Income Trust
BTZ
$927M
$2.68M 0.12%
277,144
+167,618
+153% +$1.68M
VCV icon
145
Invesco California Value Municipal Income Trust
VCV
$515M
$2.68M 0.12%
317,422
+100,797
+47% +$941K
OHAA
146
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
$2.64M 0.12%
253,337
– –
ALCE
147
DELISTED
Alternus Clean Energy Inc
ALCE
$2.64M 0.12%
9,988
– –
ETG
148
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$2.63M 0.12%
+170,854
New +$2.83M
ONYX
149
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$2.61M 0.12%
240,962
-41,974
-15% -$455K
GLST
150
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$2.6M 0.12%
245,344
– –
4 5
6
7 8

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HCM
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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.