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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
BWAQ
201
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$1.67M 0.07%
151,435
– –
ATMC
202
DELISTED
AlphaTime Acquisition Corp
ATMC
$1.65M 0.07%
154,100
– –
DECA
203
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.65M 0.07%
162,177
– –
VTN icon
204
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$1.65M 0.07%
158,350
+21,364
+16% +$204K
ASBP
205
Aspire Biopharma
ASBP
$9.4M
$1.64M 0.07%
125
– –
HFRO
206
Highland Opportunities and Income Fund
HFRO
$407M
$1.64M 0.07%
212,709
+22,181
+12% +$175K
SHAP
207
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
$1.62M 0.07%
149,999
– –
ISD
208
PGIM High Yield Bond Fund
ISD
$414M
$1.61M 0.06%
130,332
+111,928
+608% +$1.32M
AMCI
209
AMC Robotics
AMCI
$111M
$1.6M 0.06%
149,997
-194,589
-56% -$2.07M
BLEU
210
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$1.6M 0.06%
150,000
– –
DHAI
211
DELISTED
DIH Holdings US
DHAI
$1.59M 0.06%
5,834
– –
DMYY
212
DELISTED
dMY Squared
DMYY
$1.58M 0.06%
148,980
+103,081
+225% +$1.09M
FMN
213
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$1.57M 0.06%
143,071
+321
+0.2% +$3.22K
EVM
214
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$1.57M 0.06%
171,171
-28,689
-14% -$242K
BOWN
215
DELISTED
Bowen Acquisition Corp
BOWN
$1.55M 0.06%
150,000
– –
FLC
216
Flaherty & Crumrine Total Return Fund
FLC
$174M
$1.52M 0.06%
104,416
+35,951
+53% +$496K
BHAC
217
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.5M 0.06%
143,836
-55,933
-28% -$582K
VPV icon
218
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$1.48M 0.06%
147,826
+1,668
+1% +$15.6K
IGA
219
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$1.47M 0.06%
172,698
+12,115
+8% +$100K
GODN
220
DELISTED
Golden Star Acquisition Corporation Ordinary Shares
GODN
$1.46M 0.06%
140,000
– –
HYB
221
DELISTED
New America High Income Fund, Inc.
HYB
$1.42M 0.06%
202,014
+35,892
+22% +$239K
ALSA
222
DELISTED
Alpha Star Acquisition Corp
ALSA
$1.4M 0.06%
125,153
– –
CENTA icon
223
Central Garden & Pet Co Class A
CENTA
$2.41B
$1.37M 0.06%
+38,850
New +$1.24M
CTOR
224
Citius Oncology
CTOR
$52.3M
$1.33M 0.05%
121,349
– –
ASGI
225
abrdn Global Infrastructure Income Fund
ASGI
$776M
$1.32M 0.05%
73,496
+19,776
+37% +$327K
7 8
9
10 11

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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.