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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
YOTA
176
DELISTED
Yotta Acquisition Corporation Common Stock
YOTA
$2.1M 0.09%
199,509
– –
HWH icon
177
HWH International
HWH
$11M
$2.1M 0.09%
39,964
– –
MUE
178
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.09M 0.09%
238,071
+133,100
+127% +$1.27M
EMCG
179
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.08M 0.09%
193,206
– –
HSPO
180
DELISTED
Horizon Space Acquisition I Corp
HSPO
$2.07M 0.09%
196,133
-50,000
-20% -$525K
JQC icon
181
Nuveen Credit Strategies Income Fund
JQC
$702M
$2.06M 0.09%
406,890
+141,799
+53% +$720K
MIY icon
182
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$2.04M 0.09%
205,914
+97,635
+90% +$1.05M
AIMBU
183
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$2.04M 0.09%
191,248
-290,179
-60% -$3.07M
NETC
184
DELISTED
Nabors Energy Transition Corp.
NETC
$2.03M 0.09%
187,443
– –
MAV
185
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.98M 0.09%
294,280
+130,373
+80% +$989K
JRI icon
186
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$1.97M 0.09%
185,704
+81,457
+78% +$913K
LDP icon
187
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$1.95M 0.09%
114,432
+86,299
+307% +$1.54M
MHN
188
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$1.95M 0.09%
213,884
+72,894
+52% +$730K
CDAQ
189
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.95M 0.09%
185,501
– –
ZCAR
190
DELISTED
Zoomcar
ZCAR
$1.93M 0.09%
86
– –
KTF
191
DWS Municipal Income Trust
KTF
$346M
$1.92M 0.09%
249,947
+116,409
+87% +$978K
MOBV
192
DELISTED
Mobiv Acquisition Corp Class A Common Stock
MOBV
$1.92M 0.09%
190,001
-212,477
-53% -$2.26M
BNY
193
DELISTED
BlackRock New York Municipal Income Trust
BNY
$1.87M 0.08%
205,932
+63,623
+45% +$630K
IGD
194
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$1.87M 0.08%
381,750
+194,760
+104% +$989K
MVT
195
DELISTED
BlackRock MuniVest Fund II
MVT
$1.87M 0.08%
200,908
+88,240
+78% +$904K
MARX
196
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$1.84M 0.08%
175,000
– –
NBH
197
Neuberger Municipal Fund Inc
NBH
$304M
$1.83M 0.08%
198,729
+87,444
+79% +$874K
GLLI
198
DELISTED
Globalink Investment Inc. Common Stock
GLLI
$1.82M 0.08%
169,482
– –
BGB
199
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.8M 0.08%
164,159
-14,545
-8% -$161K
HUDA
200
DELISTED
Hudson Acquisition I Corp. Common Stock
HUDA
$1.8M 0.08%
167,927
– –
6 7
8
9 10

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GA
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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.