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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
BLE
101
DELISTED
BlackRock Municipal Income Trust II
BLE
$4.18M 0.17%
391,034
+31,951
+9% +$313K
VKQ icon
102
Invesco Municipal Trust
VKQ
$536M
$4.12M 0.17%
432,306
+48,564
+13% +$428K
BFK
103
DELISTED
BlackRock Municipal Income Trust
BFK
$4.05M 0.16%
402,044
+14,449
+4% +$136K
MUJ icon
104
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$3.97M 0.16%
348,135
+35,338
+11% +$376K
IIM icon
105
Invesco Value Municipal Income Trust
IIM
$583M
$3.85M 0.16%
328,193
+63,774
+24% +$698K
CITE
106
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$3.82M 0.15%
350,000
– –
IQI icon
107
Invesco Quality Municipal Securities
IQI
$526M
$3.78M 0.15%
397,072
+28,055
+8% +$248K
BGY icon
108
BlackRock Enhanced International Dividend Trust
BGY
$512M
$3.71M 0.15%
704,721
+150,353
+27% +$757K
DOC icon
109
Healthpeak Properties
DOC
$15.4B
$3.7M 0.15%
+187,099
New +$3.29M
ABP
110
DELISTED
Abpro Holdings
ABP
$3.69M 0.15%
11,667
– –
EVT icon
111
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$3.66M 0.15%
+164,415
New +$3.4M
VCV icon
112
Invesco California Value Municipal Income Trust
VCV
$515M
$3.58M 0.14%
364,834
+47,412
+15% +$423K
NKX icon
113
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$3.52M 0.14%
304,924
+14,852
+5% +$160K
AIEV
114
DELISTED
Thunder Power Holdings, Inc. Common Stock
AIEV
$3.51M 0.14%
325,001
– –
QETA icon
115
Quetta Acquisition Corp
QETA
$3.41M 0.14%
+337,611
New +$3.41M
HCMA
116
DELISTED
HCM Acquisition Corp Class A Ordinary Shares
HCMA
$3.35M 0.14%
300,000
– –
LEO
117
BNY Mellon Strategic Municipals
LEO
$387M
$3.31M 0.13%
565,044
+93,925
+20% +$516K
MVF
118
DELISTED
BlackRock MuniVest Fund
MVF
$3.29M 0.13%
462,077
+13,042
+3% +$84.7K
EVN
119
Eaton Vance Municipal Income Trust
EVN
$427M
$3.26M 0.13%
332,237
+29,731
+10% +$277K
STEW
120
SRH Total Return Fund
STEW
$1.75B
$3.24M 0.13%
233,788
+58,686
+34% +$772K
PLMJ
121
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$3.2M 0.13%
299,038
– –
HTD
122
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$924M
$3.19M 0.13%
168,393
+142,792
+558% +$2.53M
HOLI
123
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$3.15M 0.13%
+119,476
New +$2.68M
MHI
124
DELISTED
Pioneer Municipal High Income Fund
MHI
$3.13M 0.13%
363,160
+35,906
+11% +$279K
VKI icon
125
Invesco Advantage Municipal Income Trust II
VKI
$394M
$3.1M 0.13%
366,571
+21,366
+6% +$168K
3 4
5
6 7

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JWBC
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GA
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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
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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.