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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
HZNP
1
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$51.3M 2.3%
443,249
+11,151
+3% +$1.2M
SCRM
2
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$40.5M 1.82%
3,870,782
– –
SGEN
3
DELISTED
Seagen Inc. Common Stock
SGEN
$36.5M 1.64%
172,024
+65,797
+62% +$13.1M
ATVI
4
DELISTED
Activision Blizzard
ATVI
$36.3M 1.63%
387,403
+96,354
+33% +$8.79M
ACI icon
5
Albertsons Companies
ACI
$5.4B
$33.3M 1.5%
1,465,710
+437,692
+43% +$9.77M
TXNM
6
TXNM Energy Inc
TXNM
$6.47B
$31.5M 1.41%
705,572
+170,470
+32% +$7.61M
AMED
7
DELISTED
Amedisys
AMED
$29.4M 1.32%
314,321
+252,405
+408% +$23.3M
VMW
8
DELISTED
VMware, Inc
VMW
$28.1M 1.26%
168,828
+19,917
+13% +$3.19M
CPRI icon
9
Capri Holdings
CPRI
$1.77B
$27.4M 1.23%
+520,224
New +$23.6M
DEN
10
DELISTED
Denbury Inc.
DEN
$26.5M 1.19%
+270,057
New +$24.4M
GHIX
11
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$24.7M 1.11%
2,374,678
– –
NATI
12
DELISTED
National Instruments Corp
NATI
$23.1M 1.04%
388,244
+64,312
+20% +$3.78M
ABCM
13
DELISTED
Abcam PLC
ABCM
$22.9M 1.03%
+1,011,285
New +$23.3M
KDK
14
Kodiak AI
KDK
$802M
$22.6M 1.02%
+2,199,999
New +$22.5M
SPLK
15
DELISTED
Splunk Inc
SPLK
$20.6M 0.93%
+140,828
New +$16M
SOVO
16
DELISTED
Sovos Brands, Inc. Common Stock
SOVO
$18.6M 0.84%
+826,822
New +$17.4M
NEWR
17
DELISTED
New Relic, Inc.
NEWR
$17.3M 0.78%
+202,136
New +$16.3M
BKNG icon
18
Booking.com
BKNG
$138B
$17.1M 0.77%
138,675
+13,600
+11% +$1.65M
ARGO
19
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$15.5M 0.69%
517,930
+25,062
+5% +$745K
AEL
20
DELISTED
American Equity Investment Life Holding Company
AEL
$14.3M 0.64%
+266,664
New +$14.3M
ICPT
21
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$13.6M 0.61%
+734,970
New +$8.31M
VRTV
22
DELISTED
VERITIV CORPORATION
VRTV
$13.5M 0.61%
+80,069
New +$12.4M
CCVI
23
DELISTED
Churchill Capital Corp VI
CCVI
$12.3M 0.55%
1,173,405
– –
AVTA
24
DELISTED
Avantax, Inc. Common Stock
AVTA
$11.9M 0.54%
+466,478
New +$11.1M
NETDU
25
DELISTED
Nabors Energy Transition Corp II Unit
NETDU
$10.3M 0.46%
+1,000,000
New +$10.2M
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 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.