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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
HWH icon
176
HWH International
HWH
$11M
$2.18M 0.09%
39,964
-79,201
-66% -$4.1M
MYD
177
DELISTED
BlackRock MuniYield Fund
MYD
$2.13M 0.09%
203,558
+37,030
+22% +$386K
NRK icon
178
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$2.12M 0.09%
204,656
+55,369
+37% +$573K
LIVB
179
DELISTED
LIV Capital Acquisition Corp. II Class A Ordinary Shares
LIVB
$2.12M 0.09%
199,454
-503,442
-72% -$5.3M
GENQ
180
DELISTED
Genesis Unicorn Capital Corp. Class A Common Stock
GENQ
$2.11M 0.09%
195,982
-1,176
-0.6% -$12.6K
AACI
181
DELISTED
Armada Acquisition Corp. I Common Stock
AACI
$2.1M 0.09%
200,000
– –
YOTA
182
DELISTED
Yotta Acquisition Corporation Common Stock
YOTA
$2.09M 0.09%
199,509
-494,190
-71% -$5.13M
GMFI
183
DELISTED
Aetherium Acquisition Corp
GMFI
$2.09M 0.09%
198,909
-318,689
-62% -$3.35M
PHYT
184
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.09M 0.09%
195,717
– –
RFAC
185
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$2.08M 0.09%
199,198
-251,088
-56% -$2.6M
THQ
186
abrdn Healthcare Opportunities Fund
THQ
$769M
$2.08M 0.09%
109,016
+18,568
+21% +$350K
VCV icon
187
Invesco California Value Municipal Income Trust
VCV
$515M
$2.08M 0.09%
216,625
+54,972
+34% +$533K
BHAC
188
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$2.07M 0.09%
199,769
-230
-0.1% -$2.37K
ACAQ
189
DELISTED
Athena Consumer Acquisition Corp.
ACAQ
$2.06M 0.09%
199,668
-332
-0.2% -$3.57K
SGII
190
DELISTED
Seaport Global Acquisition II Corp. Class A Common Stock
SGII
$2.06M 0.09%
197,980
-2,020
-1% -$20.8K
AOD
191
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$2.06M 0.09%
249,240
+52,573
+27% +$428K
EMCG
192
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.04M 0.09%
193,206
-275
-0.1% -$2.89K
HMAC
193
DELISTED
Hainan Manaslu Acquisition Corp. Ordinary shares
HMAC
$2.04M 0.09%
193,206
-785
-0.4% -$8.2K
VKQ icon
194
Invesco Municipal Trust
VKQ
$536M
$2.03M 0.09%
215,374
+54,756
+34% +$520K
BCX icon
195
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$2.03M 0.09%
223,783
+75,240
+51% +$699K
DNAB
196
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.99M 0.09%
192,454
– –
NETC
197
DELISTED
Nabors Energy Transition Corp.
NETC
$1.99M 0.09%
187,443
-239,449
-56% -$2.53M
NFNT
198
DELISTED
Infinite Acquisition Corp.
NFNT
$1.99M 0.09%
188,023
-1,453
-0.8% -$15.3K
VGM icon
199
Invesco Trust Investment Grade Municipals
VGM
$549M
$1.96M 0.08%
202,261
+50,750
+33% +$493K
MUJ icon
200
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$1.96M 0.08%
175,769
+63,299
+56% +$707K
6 7
8
9 10

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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
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.