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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
GLST
151
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$2.57M 0.11%
245,344
-423
-0.2% -$4.4K
HSPO
152
DELISTED
Horizon Space Acquisition I Corp
HSPO
$2.56M 0.11%
246,133
-3,867
-2% -$39.9K
EOCW
153
DELISTED
Elliott Opportunity II Corp.
EOCW
$2.54M 0.11%
245,000
– –
NFJ
154
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$2.54M 0.11%
207,814
+62,452
+43% +$736K
JPS
155
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$2.53M 0.11%
396,220
+70,251
+22% +$445K
EIM
156
Eaton Vance Municipal Bond Fund
EIM
$492M
$2.5M 0.11%
251,704
+62,449
+33% +$628K
PPYA
157
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$2.49M 0.11%
235,342
-639,706
-73% -$6.69M
MCAA
158
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$2.48M 0.11%
228,456
– –
BRAC
159
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.47M 0.11%
231,292
-3,763
-2% -$40.2K
APMI
160
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.46M 0.11%
238,866
-1,500
-0.6% -$15.3K
MQY icon
161
BlackRock MuniYield Quality Fund
MQY
$807M
$2.44M 0.11%
211,072
+70,847
+51% +$818K
MYI icon
162
BlackRock MuniYield Quality Fund III
MYI
$709M
$2.43M 0.11%
222,514
+74,161
+50% +$812K
HQH
163
abrdn Healthcare Investors
HQH
$1.23B
$2.41M 0.1%
141,402
+41,639
+42% +$722K
HOVR icon
164
New Horizon Aircraft
HOVR
$119M
$2.39M 0.1%
+230,000
New +$2.37M
RVT icon
165
Royce Value Trust
RVT
$2.21B
$2.38M 0.1%
172,167
+146,231
+564% +$1.92M
BFK
166
DELISTED
BlackRock Municipal Income Trust
BFK
$2.37M 0.1%
238,358
+51,555
+28% +$512K
MHD icon
167
BlackRock MuniHoldings Fund
MHD
$597M
$2.36M 0.1%
202,892
+61,897
+44% +$720K
BLE
168
DELISTED
BlackRock Municipal Income Trust II
BLE
$2.33M 0.1%
223,661
+41,833
+23% +$432K
BSAQ
169
DELISTED
Black Spade Acquisition Co
BSAQ
$2.28M 0.1%
220,546
– –
GOGN
170
DELISTED
GoGreen Investments Corporation
GOGN
$2.25M 0.1%
203,290
– –
FTII
171
DELISTED
FutureTech II Acquisition Corp. Class A Common Stock
FTII
$2.25M 0.1%
210,508
-600
-0.3% -$6.36K
JPC icon
172
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$2.21M 0.1%
341,421
+184,198
+117% +$1.17M
KACL
173
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
$2.21M 0.1%
204,436
-6,260
-3% -$67.8K
VMO icon
174
Invesco Municipal Opportunity Trust
VMO
$647M
$2.19M 0.09%
231,754
+57,438
+33% +$543K
EVV
175
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$2.18M 0.09%
+232,958
New +$2.17M
5 6
7
8 9

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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 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.