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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
VKI icon
151
Invesco Advantage Municipal Income Trust II
VKI
$394M
$2.56M 0.11%
345,205
+167,878
+95% +$1.37M
BRAC
152
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.53M 0.11%
231,292
– –
LEO
153
BNY Mellon Strategic Municipals
LEO
$387M
$2.51M 0.11%
471,119
+293,630
+165% +$1.71M
GAM
154
General American Investors Company
GAM
$1.54B
$2.46M 0.11%
59,684
+38,752
+185% +$1.61M
HOVR icon
155
New Horizon Aircraft
HOVR
$119M
$2.43M 0.11%
230,000
– –
DSM
156
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$2.37M 0.11%
477,392
+220,560
+86% +$1.21M
MHI
157
DELISTED
Pioneer Municipal High Income Fund
MHI
$2.37M 0.11%
327,254
+151,617
+86% +$1.24M
BMEZ icon
158
BlackRock Health Sciences Trust II
BMEZ
$957M
$2.31M 0.1%
160,580
+148,690
+1,251% +$2.32M
KACL
159
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
$2.3M 0.1%
204,436
– –
FTF
160
Franklin Limited Duration Income Trust
FTF
$233M
$2.3M 0.1%
376,986
+97,092
+35% +$604K
FTII
161
DELISTED
FutureTech II Acquisition Corp. Class A Common Stock
FTII
$2.29M 0.1%
210,508
– –
STEW
162
SRH Total Return Fund
STEW
$1.75B
$2.27M 0.1%
175,102
+92,138
+111% +$1.24M
MYN icon
163
BlackRock MuniYield New York Quality Fund
MYN
$374M
$2.27M 0.1%
256,203
+81,908
+47% +$794K
BYNO
164
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$2.21M 0.1%
205,347
-205,346
-50% -$2.19M
AFB
165
AllianceBernstein National Municipal Income Fund
AFB
$312M
$2.21M 0.1%
236,082
+72,700
+44% +$752K
NXJ
166
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$2.16M 0.1%
204,604
+67,691
+49% +$764K
LIVB
167
DELISTED
LIV Capital Acquisition Corp. II Class A Ordinary Shares
LIVB
$2.16M 0.1%
199,454
– –
NAN icon
168
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$2.16M 0.1%
223,157
+91,874
+70% +$955K
ASCB
169
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$2.15M 0.1%
199,997
-208,518
-51% -$2.22M
CCF
170
DELISTED
Chase Corporation
CCF
$2.15M 0.1%
+16,909
New +$2.12M
GMFI
171
DELISTED
Aetherium Acquisition Corp
GMFI
$2.14M 0.1%
198,909
– –
PHYT
172
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.14M 0.1%
195,717
– –
RFAC
173
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$2.12M 0.1%
199,198
– –
BHAC
174
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$2.11M 0.09%
199,769
– –
BYM
175
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.1M 0.09%
213,397
+115,447
+118% +$1.24M
5 6
7
8 9

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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.