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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
IQI icon
201
Invesco Quality Municipal Securities
IQI
$526M
$1.96M 0.08%
204,713
+47,093
+30% +$449K
BGB
202
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.95M 0.08%
178,704
+63,087
+55% +$673K
IGR
203
CBRE Global Real Estate Income Fund
IGR
$712M
$1.95M 0.08%
372,299
+303,200
+439% +$1.6M
HQL
204
abrdn Life Sciences Investors
HQL
$585M
$1.94M 0.08%
143,563
+49,864
+53% +$688K
CDAQ
205
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.93M 0.08%
185,501
– –
MVF
206
DELISTED
BlackRock MuniVest Fund
MVF
$1.89M 0.08%
281,414
+89,902
+47% +$606K
ZCAR
207
DELISTED
Zoomcar
ZCAR
$1.89M 0.08%
86
– –
DSAQ
208
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$1.83M 0.08%
172,046
-298
-0.2% -$3.14K
AFTR
209
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$1.82M 0.08%
175,880
-1,500
-0.8% -$15.4K
MARX
210
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$1.81M 0.08%
175,000
– –
GLLI
211
DELISTED
Globalink Investment Inc. Common Stock
GLLI
$1.79M 0.08%
169,482
-407,228
-71% -$4.28M
BSTZ icon
212
BlackRock Science and Technology Term Trust
BSTZ
$1.97B
$1.77M 0.08%
97,788
+52,427
+116% +$902K
MYN icon
213
BlackRock MuniYield New York Quality Fund
MYN
$374M
$1.77M 0.08%
174,295
+29,510
+20% +$295K
AFB
214
AllianceBernstein National Municipal Income Fund
AFB
$312M
$1.75M 0.08%
163,382
+31,582
+24% +$335K
JRO
215
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$1.75M 0.08%
224,550
+167,812
+296% +$1.3M
BOE icon
216
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$1.74M 0.08%
173,203
+77,352
+81% +$773K
HUDA
217
DELISTED
Hudson Acquisition I Corp. Common Stock
HUDA
$1.74M 0.08%
167,927
– –
PEO
218
Adams Natural Resources Fund
PEO
$759M
$1.74M 0.08%
86,696
+32,159
+59% +$630K
DECA
219
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.74M 0.07%
162,177
-274
-0.2% -$2.91K
MMU
220
Western Asset Managed Municipals Fund
MMU
$549M
$1.73M 0.07%
174,235
+38,680
+29% +$388K
FTF
221
Franklin Limited Duration Income Trust
FTF
$233M
$1.73M 0.07%
279,894
+64,986
+30% +$402K
HFRO
222
Highland Opportunities and Income Fund
HFRO
$407M
$1.72M 0.07%
190,528
+46,226
+32% +$404K
LCW
223
DELISTED
Learn CW Investment Corporation Class A Ordinary Shares
LCW
$1.68M 0.07%
159,738
-72
-0% -$748
NKX icon
224
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$1.64M 0.07%
142,190
+89,425
+169% +$1.01M
PNBK icon
225
Patriot National Bancorp
PNBK
$132M
$1.62M 0.07%
189,455
– –
7 8
9
10 11

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.