We are live on ! Find out more
AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+11.52%
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
$2.48B
AUM Growth
+$250M
Cap. Flow
-$715M
Cap. Flow %
-28.87%
Top 10 Hldgs %
15.92%
Holding
859
New
65
Increased
151
Reduced
87
Closed
168

Top Buys

Rank Stock Value
1
HES
Hess
HES
+$31.7M
2
PXD
Pioneer Natural Resource Co.
PXD
+$30.6M
3
X
US Steel
X
+$29.6M
4
KRTX
Karuna Therapeutics, Inc. Common Stock
KRTX
+$28.6M
5
IMGN
Immunogen Inc
IMGN
+$28.5M

Top Sells

Rank Stock Value
1
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
+$51.3M
2
SGEN
Seagen Inc. Common Stock
SGEN
+$36.5M
3
ATVI
Activision Blizzard
ATVI
+$36.3M
4
VMW
VMware, Inc
VMW
+$28.1M
5
DEN
Denbury Inc.
DEN
+$26.5M

Sector Composition

Rank Sector Weight
1 Financials 12.2%
2 Healthcare 8.06%
3 Consumer Discretionary 3.81%
4 Technology 3.5%
5 Consumer Staples 2.56%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GRCL
226
DELISTED
Gracell Biotechnologies Inc. American Depositary Shares
GRCL
$1.31M 0.05%
+130,779
New +$593K
FCT
227
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$1.3M 0.05%
128,727
+2,164
+2% +$21.3K
PPYA
228
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$1.29M 0.05%
120,342
– –
KVAC icon
229
Keen Vision Acquisition Corp
KVAC
$70.5M
$1.29M 0.05%
+125,000
New +$1.28M
ETO
230
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$494M
$1.27M 0.05%
53,665
+33,755
+170% +$742K
PHT
231
DELISTED
Pioneer High Income Fund
PHT
$1.23M 0.05%
171,729
-76,713
-31% -$533K
GLO
232
Clough Global Opportunities Fund
GLO
$248M
$1.19M 0.05%
253,757
– –
BSL
233
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$169M
$1.18M 0.05%
88,261
+4,877
+6% +$63.5K
SCRMW
234
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$1.17M 0.05%
2,592,732
+700,000
+37% +$112K
VFL
235
DELISTED
abrdn National Municipal Income Fund
VFL
$1.15M 0.05%
112,370
+11,791
+12% +$107K
LIBY
236
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
$1.13M 0.05%
103,561
– –
NVAC
237
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$1.11M 0.04%
99,348
– –
PHD
238
DELISTED
Pioneer Floating Rate Fund
PHD
$1.1M 0.04%
119,581
-11,525
-9% -$103K
AFAR
239
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$1.09M 0.04%
100,000
– –
BXMX
240
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.08M 0.04%
+84,134
New +$1.05M
ATEK
241
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$1.07M 0.04%
99,000
– –
TY icon
242
TRI-Continental Corp
TY
$1.86B
$1.07M 0.04%
37,093
-17,465
-32% -$474K
TMTC
243
DELISTED
TMT Acquisition Corp Ordinary Shares
TMTC
$1.05M 0.04%
100,000
– –
HEQ
244
John Hancock Hedged Equity & Income Fund
HEQ
$139M
$1.02M 0.04%
101,198
+69,721
+221% +$675K
BGH
245
Barings Global Short Duration High Yield Fund
BGH
$282M
$1.02M 0.04%
75,669
+53,739
+245% +$687K
OAKU
246
DELISTED
Oak Woods Acquisition Corp
OAKU
$1M 0.04%
95,000
– –
FEXD
247
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$981K 0.04%
91,612
+71,664
+359% +$767K
PFD
248
Flaherty & Crumrine Preferred and Income Fund
PFD
$145M
$970K 0.04%
98,228
+54,057
+122% +$508K
DPG
249
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$969K 0.04%
+105,707
New +$939K
KYCH
250
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
$968K 0.04%
89,032
– –
8 9
10
11 12

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
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 Q4 2023 Portfolio in Review

As of Q4 2023, AQR Arbitrage held 859 positions worth $2.48B, up 11% from $2.23B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

AQR Arbitrage withdrew a net $715M in Q4 2023, closing 168 positions and reducing 87 holdings. Its most notable exit was Horizon Therapeutics Public Limited Company Ordinary Shares, an estimated $51.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 12% of assets, down from 17% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, AQR Arbitrage opened a new position in Hess worth $31.2M.

  • AQR Arbitrage's largest Q4 2023 buy was Hess: 216,329 shares worth $31.2M.
  • AQR Arbitrage added most to WestRock Company in Q4 2023, an estimated $11.8M increase.
  • AQR Arbitrage's biggest Q4 2023 reduction was Screaming Eagle Acquisition Corp. Class A Ordinary Shares, cutting an estimated $14.2M.
  • AQR Arbitrage fully exited Horizon Therapeutics Public Limited Company Ordinary Shares in Q4 2023, selling an estimated $51.3M.
  • AQR Arbitrage's ten largest holdings make up 16% of its $2.48B portfolio in Q4 2023.
  • AQR Arbitrage opened 65 new positions and closed 168 in Q4 2023.
  • AQR Arbitrage's portfolio value rose 11% quarter-over-quarter to $2.48B.

Based on AQR Arbitrage's 13F filing for Q4 2023, filed 14 Feb 2024.