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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
+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
ETB
276
Eaton Vance Tax-Managed Buy-Write Income Fund
ETB
$448M
$494K 0.02%
+38,085
New +$483K
RFMZ
277
RiverNorth Flexible Municipal Income Fund II
RFMZ
$320M
$482K 0.02%
+36,821
New +$466K
PFO
278
Flaherty & Crumrine Preferred and Income Opportunity Fund
PFO
$118M
$479K 0.02%
60,226
+20,641
+52% +$155K
BGX
279
Blackstone Long-Short Credit Income Fund
BGX
$136M
$477K 0.02%
41,697
-25,812
-38% -$294K
ZLS
280
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$468K 0.02%
43,940
– –
JHS
281
John Hancock Income Securities Trust
JHS
$127M
$456K 0.02%
41,897
+20,582
+97% +$213K
SCD
282
LMP Capital and Income Fund
SCD
$351M
$418K 0.02%
29,818
-16,522
-36% -$210K
SOR
283
Source Capital
SOR
$371M
$395K 0.02%
9,778
-4,471
-31% -$176K
PCK
284
DELISTED
Pimco California Municipal Income Fund II
PCK
$394K 0.02%
67,903
+30,330
+81% +$163K
AEF
285
abrdn Emerging Markets Equity Income Fund
AEF
$352M
$384K 0.02%
75,055
+12,689
+20% +$60.7K
AWF
286
AllianceBernstein Global High Income Fund
AWF
$868M
$372K 0.02%
+36,712
New +$355K
MEGI
287
MainStay CBRE Global Infrastructure Megatrends Term Fund
MEGI
$788M
$371K 0.02%
+28,620
New +$343K
BCV
288
Bancroft Fund
BCV
$135M
$359K 0.01%
22,484
-664
-3% -$10.1K
AFT
289
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$346K 0.01%
26,076
-28,077
-52% -$369K
RQI icon
290
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$325K 0.01%
+26,527
New +$282K
QOMO
291
DELISTED
Qomolangma Acquisition Corp. Common Stock
QOMO
$323K 0.01%
29,995
-67,895
-69% -$725K
TBLD
292
Thornburg Income Builder Opportunities Trust
TBLD
$695M
$316K 0.01%
+20,347
New +$301K
FUND
293
Sprott Focus Trust
FUND
$294M
$307K 0.01%
38,387
+26,819
+232% +$200K
BNIX
294
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$284K 0.01%
26,277
– –
SWZ
295
Swiss Helvetia Fund
SWZ
$76.2M
$270K 0.01%
32,979
+4,450
+16% +$33.9K
AITRU
296
DELISTED
AI Transportation Acquisition Corp Unit
AITRU
$255K 0.01%
+25,000
New +$255K
PANW icon
297
Palo Alto Networks
PANW
$259B
$246K 0.01%
+1,670
New +$223K
SOC.WS
298
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$193K 0.01%
99,999
– –
GHY
299
PGIM Global High Yield Fund
GHY
$479M
$192K 0.01%
16,883
-6,648
-28% -$72.4K
IHD
300
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
$190K 0.01%
35,823
– –
10 11
12
13 14

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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.