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
SAGA
251
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
$960K 0.04%
87,897
– –
DIST
252
DELISTED
Distoken Acquisition Corp
DIST
$954K 0.04%
89,998
-35,002
-28% -$371K
NPV icon
253
Nuveen Virginia Quality Municipal Income Fund
NPV
$213M
$920K 0.04%
85,325
+23,575
+38% +$235K
LGVC
254
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$881K 0.04%
82,000
– –
IDE
255
Voya Infrastructure, Industrials and Materials Fund
IDE
$201M
$843K 0.03%
82,833
-9,112
-10% -$86.2K
ECF
256
Ellsworth Growth & Income Fund
ECF
$168M
$816K 0.03%
101,004
+24,603
+32% +$190K
GBBK
257
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$791K 0.03%
+75,000
New +$791K
TGVC
258
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$762K 0.03%
+70,262
New +$762K
SBI
259
Western Asset Intermediate Muni Fund
SBI
$108M
$754K 0.03%
97,954
+4,332
+5% +$32K
INSI
260
DELISTED
Insight Select Income Fund
INSI
$754K 0.03%
47,205
+6,755
+17% +$102K
NAZ icon
261
Nuveen Arizona Quality Municipal Income Fund
NAZ
$156M
$726K 0.03%
67,788
+8,906
+15% +$89.4K
PNBK icon
262
Patriot National Bancorp
PNBK
$128M
$726K 0.03%
189,455
– –
EMF
263
Templeton Emerging Markets Fund
EMF
$310M
$708K 0.03%
60,604
+21,354
+54% +$243K
MFM
264
Aberdeen Municipal Income Fund
MFM
$220M
$655K 0.03%
126,655
-32,386
-20% -$156K
MPA icon
265
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$141M
$650K 0.03%
55,910
-2,642
-5% -$28.6K
MHF
266
Western Asset Municipal High Income Fund
MHF
$152M
$640K 0.03%
99,708
+6,460
+7% +$40.2K
GF
267
New Germany Fund
GF
$184M
$623K 0.03%
71,242
+22,837
+47% +$187K
FSD
268
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$622K 0.03%
51,424
-34,329
-40% -$377K
SZZL
269
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
$615K 0.02%
+55,832
New +$610K
BRW
270
Saba Capital Income & Opportunities Fund
BRW
$336M
$606K 0.02%
78,655
+42,042
+115% +$320K
GAQ
271
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$567K 0.02%
52,253
– –
BGR icon
272
BlackRock Energy and Resources Trust
BGR
$412M
$560K 0.02%
44,990
-14,159
-24% -$178K
BTX
273
BlackRock Technology and Private Equity Term Trust
BTX
$933M
$557K 0.02%
75,971
-126,974
-63% -$892K
CLRC
274
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$545K 0.02%
49,568
– –
ENX
275
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$532K 0.02%
55,166
-11,683
-17% -$102K
9 10
11
12 13

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.