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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
PHYT
176
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.15M 0.09%
195,717
– –
BF.B icon
177
Brown-Forman Class B
BF.B
$12B
$2.14M 0.09%
37,448
+13,747
+58% +$787K
EMCG
178
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.12M 0.09%
193,206
– –
JRS icon
179
Nuveen Real Estate Income Fund
JRS
$251M
$2.11M 0.09%
269,836
+91,946
+52% +$632K
HSPO
180
DELISTED
Horizon Space Acquisition I Corp
HSPO
$2.1M 0.08%
196,133
– –
HWH icon
181
HWH International
HWH
$11M
$2.1M 0.08%
39,964
– –
HGLB
182
Highland Global Allocation Fund
HGLB
$173M
$2.09M 0.08%
266,455
+87,180
+49% +$677K
AIMBU
183
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$2.09M 0.08%
191,248
– –
IGD
184
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$2M 0.08%
402,268
+20,518
+5% +$99.8K
ACAC
185
DELISTED
Acri Capital Acquisition Corp
ACAC
$1.97M 0.08%
178,500
+18,500
+12% +$203K
GLQ
186
Clough Global Equity Fund
GLQ
$154M
$1.96M 0.08%
331,425
+90,352
+37% +$509K
PEO
187
Adams Natural Resources Fund
PEO
$759M
$1.94M 0.08%
97,508
+37,173
+62% +$761K
BGB
188
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.88M 0.08%
166,112
+1,953
+1% +$21.4K
SDHY
189
PGIM Short Duration High Yield Opportunities Fund
SDHY
$392M
$1.87M 0.08%
124,512
+101,216
+434% +$1.47M
MARX
190
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$1.86M 0.08%
175,000
– –
BKN
191
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$1.85M 0.07%
155,860
+23,424
+18% +$252K
MQT
192
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$1.83M 0.07%
177,294
+7,282
+4% +$69.4K
RMT
193
Royce Micro-Cap Trust
RMT
$736M
$1.81M 0.07%
195,828
+81,135
+71% +$678K
JQC icon
194
Nuveen Credit Strategies Income Fund
JQC
$702M
$1.81M 0.07%
346,484
-60,406
-15% -$305K
DMF
195
DELISTED
BNY Mellon Municipal Income
DMF
$1.8M 0.07%
277,139
+14,893
+6% +$89K
AGD
196
abrdn Global Dynamic Dividend Fund
AGD
$315M
$1.79M 0.07%
191,729
+79,764
+71% +$708K
HUDA
197
DELISTED
Hudson Acquisition I Corp. Common Stock
HUDA
$1.77M 0.07%
167,927
– –
LGI
198
Lazard Global Total Return & Income Fund
LGI
$235M
$1.74M 0.07%
113,500
+37,837
+50% +$534K
FEN
199
DELISTED
First Trust Energy Income and Growth Fund
FEN
$1.72M 0.07%
118,550
-6,216
-5% -$87.7K
GRX
200
Gabelli Healthcare & Wellness Trust
GRX
$141M
$1.68M 0.07%
180,360
+62,866
+54% +$540K
6 7
8
9 10

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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
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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.