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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
DSAQ
201
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$1.8M 0.08%
172,046
– –
DECA
202
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.77M 0.08%
162,177
– –
ACAC
203
DELISTED
Acri Capital Acquisition Corp
ACAC
$1.76M 0.08%
160,000
-134,237
-46% -$1.46M
CHW
204
Calamos Global Dynamic Income Fund
CHW
$544M
$1.69M 0.08%
304,271
+209,723
+222% +$1.25M
NQP
205
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.68M 0.08%
165,478
+37,667
+29% +$413K
PHT
206
DELISTED
Pioneer High Income Fund
PHT
$1.67M 0.07%
248,442
+61,756
+33% +$421K
SHUA
207
DELISTED
SHUAA Partners Acquisition Corp I Class A Ordinary Share
SHUA
$1.66M 0.07%
150,000
– –
BWAQ
208
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$1.65M 0.07%
151,435
– –
FEN
209
DELISTED
First Trust Energy Income and Growth Fund
FEN
$1.64M 0.07%
124,766
+60,072
+93% +$831K
TGAA
210
DELISTED
Target Global Acquisition I Corp. Class A Ordinary Share
TGAA
$1.63M 0.07%
149,965
– –
ASBP
211
Aspire Biopharma
ASBP
$9.4M
$1.62M 0.07%
125
– –
EVM
212
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$1.62M 0.07%
199,860
+37,030
+23% +$323K
ATMC
213
DELISTED
AlphaTime Acquisition Corp
ATMC
$1.62M 0.07%
154,100
– –
SHAP
214
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
$1.62M 0.07%
149,999
– –
ZTR
215
Virtus Total Return Fund
ZTR
$340M
$1.6M 0.07%
333,705
+241,471
+262% +$1.38M
GRML
216
Greenland Mines Ltd
GRML
$29M
$1.6M 0.07%
149,663
– –
AQU
217
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$1.59M 0.07%
150,000
+1,924
+1% +$20.2K
DHAI
218
DELISTED
DIH Holdings US
DHAI
$1.58M 0.07%
5,834
– –
BLEU
219
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$1.58M 0.07%
150,000
– –
CPZ
220
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$1.58M 0.07%
106,667
+61,313
+135% +$939K
IGR
221
CBRE Global Real Estate Income Fund
IGR
$712M
$1.57M 0.07%
348,939
-23,360
-6% -$121K
EONR
222
EON Resources
EONR
$28M
$1.57M 0.07%
143,772
– –
VSEE
223
VSee Health
VSEE
$3.84M
$1.56M 0.07%
132,568
– –
INTE
224
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
$1.55M 0.07%
144,874
+45,000
+45% +$479K
PDT
225
John Hancock Premium Dividend Fund
PDT
$634M
$1.55M 0.07%
+161,410
New +$1.71M
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.