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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
HZNP
1
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$44.4M 1.92%
432,098
-152,523
-26% -$16.1M
CVII
2
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$40.3M 1.74%
3,909,067
-151,193
-4% -$1.54M
SCRM
3
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$39.9M 1.72%
3,870,782
-1,778,348
-31% -$18.2M
ATVI
4
DELISTED
Activision Blizzard
ATVI
$24.4M 1.05%
291,049
-286,465
-50% -$23.2M
GHIX
5
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$24.3M 1.05%
2,374,678
-537,663
-18% -$5.47M
TXNM
6
TXNM Energy Inc
TXNM
$6.47B
$24.1M 1.04%
535,102
-292,863
-35% -$13.8M
AJRD
7
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$22.7M 0.98%
413,508
-318,153
-43% -$17.7M
AACT.U
8
DELISTED
Ares Acquisition Corp II Units
AACT.U
$22.7M 0.98%
+2,200,000
New +$22.4M
ACI icon
9
Albertsons Companies
ACI
$5.4B
$22.4M 0.97%
1,028,018
-579,177
-36% -$12.1M
NUVA
10
DELISTED
NuVasive, Inc.
NUVA
$21.5M 0.93%
516,389
-209,022
-29% -$8.58M
VMW
11
DELISTED
VMware, Inc
VMW
$21.4M 0.92%
148,911
-225,329
-60% -$29.2M
SGEN
12
DELISTED
Seagen Inc. Common Stock
SGEN
$20.4M 0.88%
106,227
+9,145
+9% +$1.82M
LSI
13
DELISTED
Life Storage, Inc.
LSI
$18.7M 0.81%
+140,978
New +$18.8M
NATI
14
DELISTED
National Instruments Corp
NATI
$18.6M 0.8%
+323,932
New +$18.6M
ISEE
15
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$17.7M 0.76%
+450,361
New +$15.9M
CNDA
16
DELISTED
Concord Acquisition Corp II
CNDA
$17.5M 0.76%
1,707,243
+902,354
+112% +$9.21M
FLD
17
Fold Holdings
FLD
$22.9M
$17.4M 0.75%
1,676,102
+99,547
+6% +$1.02M
TRTN
18
DELISTED
Triton International Limited
TRTN
$17.2M 0.74%
+206,870
New +$16.8M
SIMO icon
19
Silicon Motion
SIMO
$9.19B
$17.2M 0.74%
239,116
-207,130
-46% -$13.2M
BKI
20
DELISTED
Black Knight, Inc. Common Stock
BKI
$17.2M 0.74%
288,066
-292,943
-50% -$16.4M
ZING
21
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
$16M 0.69%
1,536,605
-20,107
-1% -$208K
DICE
22
DELISTED
DICE Therapeutics, Inc. Common Stock
DICE
$15.9M 0.69%
+341,883
New +$11.8M
TSEM icon
23
Tower Semiconductor
TSEM
$26.4B
$15.2M 0.66%
405,023
-237,951
-37% -$9.84M
ARGO
24
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$14.6M 0.63%
492,868
+93,661
+23% +$2.76M
OKLO
25
Oklo
OKLO
$7B
$14.5M 0.63%
1,391,969
-102,283
-7% -$1.07M
1
2 3 4 5

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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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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.