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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
SBXC
51
DELISTED
SilverBox Corp III
SBXC
$7.43M 0.3%
718,294
+219,904
+44% +$2.26M
AOD
52
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$7.19M 0.29%
891,984
+371,426
+71% +$2.83M
NAC icon
53
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$7.17M 0.29%
646,244
+38,921
+6% +$396K
THQ
54
abrdn Healthcare Opportunities Fund
THQ
$769M
$6.85M 0.28%
378,396
+145,180
+62% +$2.46M
JFR icon
55
Nuveen Floating Rate Income Fund
JFR
$1.23B
$6.85M 0.28%
832,878
+297,087
+55% +$2.37M
ETW
56
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$6.84M 0.28%
879,846
+483,536
+122% +$3.66M
BMEZ icon
57
BlackRock Health Sciences Trust II
BMEZ
$957M
$6.76M 0.27%
461,652
+301,072
+187% +$4.2M
LSXMK
58
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$6.75M 0.27%
+235,603
New +$6.18M
CFFS
59
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$6.64M 0.27%
612,419
– –
BTZ icon
60
BlackRock Credit Allocation Income Trust
BTZ
$927M
$6.61M 0.27%
640,459
+363,315
+131% +$3.56M
OLK
61
DELISTED
Olink Holding AB (publ) American Depositary Shares
OLK
$6.6M 0.27%
+262,404
New +$6.17M
EVV
62
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$6.54M 0.26%
683,157
+216,586
+46% +$1.97M
TBMC
63
DELISTED
Trailblazer Merger Corp I
TBMC
$6.16M 0.25%
588,763
+50,000
+9% +$520K
BZAI
64
Blaize Holdings
BZAI
$129M
$6.14M 0.25%
573,646
+84,314
+17% +$897K
SPKL
65
Spark I Acquisition Corp
SPKL
$103M
$6.08M 0.25%
+599,999
New +$6.07M
BCX icon
66
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$5.93M 0.24%
668,093
+255,884
+62% +$2.26M
ETG
67
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$5.74M 0.23%
335,603
+164,749
+96% +$2.62M
PLAO
68
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$5.7M 0.23%
513,635
– –
ROVR
69
DELISTED
Rover Group, Inc. Class A Common Stock
ROVR
$5.68M 0.23%
+521,926
New +$4.41M
FFC
70
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$768M
$5.62M 0.23%
404,567
+135,776
+51% +$1.79M
MUC icon
71
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$5.56M 0.22%
499,110
-9,212
-2% -$93.5K
MUI
72
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$5.45M 0.22%
468,464
+31,488
+7% +$339K
SVII
73
DELISTED
Spring Valley Acquisition Corp II
SVII
$5.41M 0.22%
498,944
– –
FWRD icon
74
Forward Air
FWRD
$482M
$5.25M 0.21%
+83,536
New +$5.62M
HQL
75
abrdn Life Sciences Investors
HQL
$585M
$5.17M 0.21%
384,231
+111,735
+41% +$1.37M
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 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.