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
ONYX
151
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$2.66M 0.11%
240,962
– –
DSAQ
152
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$2.66M 0.11%
244,272
+72,226
+42% +$786K
IGTA
153
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$2.65M 0.11%
249,000
-150,903
-38% -$1.61M
CET
154
Central Securities Corp
CET
$1.54B
$2.65M 0.11%
70,097
+29,162
+71% +$1.06M
PEGR
155
DELISTED
Project Energy Reimagined Acquisition Corp. Class A Ordinary Share
PEGR
$2.65M 0.11%
+250,000
New +$2.63M
FTF
156
Franklin Limited Duration Income Trust
FTF
$233M
$2.62M 0.11%
421,673
+44,687
+12% +$273K
OSRH
157
OSR Health
OSRH
$14.8M
$2.61M 0.11%
249,995
-199,707
-44% -$2.09M
HCVI
158
DELISTED
Hennessy Capital Investment Corp. VI Class A Common Stock
HCVI
$2.61M 0.11%
+250,000
New +$2.6M
GLST
159
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$2.59M 0.1%
245,344
– –
KTF
160
DWS Municipal Income Trust
KTF
$346M
$2.59M 0.1%
291,215
+41,268
+17% +$337K
MAV
161
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$2.58M 0.1%
321,595
+27,315
+9% +$197K
BRAC
162
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.58M 0.1%
231,292
– –
MHN
163
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$2.54M 0.1%
241,649
+27,765
+13% +$268K
JRI icon
164
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$2.5M 0.1%
213,545
+27,841
+15% +$300K
CPZ
165
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$2.44M 0.1%
168,803
+62,136
+58% +$891K
MVT
166
DELISTED
BlackRock MuniVest Fund II
MVT
$2.39M 0.1%
222,227
+21,319
+11% +$212K
PLTN
167
DELISTED
Plutonian Acquisition Corp. Common Stock
PLTN
$2.36M 0.1%
220,332
+144,266
+190% +$1.53M
XFIN
168
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$2.35M 0.1%
220,000
-280,000
-56% -$2.98M
NBH
169
Neuberger Municipal Fund Inc
NBH
$304M
$2.34M 0.09%
225,880
+27,151
+14% +$260K
BNY
170
DELISTED
BlackRock New York Municipal Income Trust
BNY
$2.32M 0.09%
220,428
+14,496
+7% +$139K
NQP
171
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$2.29M 0.09%
197,879
+32,401
+20% +$343K
BYNO
172
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$2.28M 0.09%
205,347
– –
AQU
173
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$2.24M 0.09%
210,000
+60,000
+40% +$639K
ASCB
174
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$2.17M 0.09%
199,997
– –
GMFI
175
DELISTED
Aetherium Acquisition Corp
GMFI
$2.16M 0.09%
198,909
– –
5 6
7
8 9

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.