Stocks/Funds/CIK 1167456

AQR Arbitrage LLC

index-like (500+ pos)
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1167456
Assets
$5.11B
+116.9% YoY
Holdings
523
Lifetime alpha vs market
-0.11% annual
Average hold time
0.8 yr
median 0.8 yr

Quarterly history

Cum return +61% vs S&P +62% · α -1% lifetimeAUM $5.1B · peak $7.7BFlow $1.2B (+32%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-1.80%
trims when stocks drop
when a holding falls −10%+
Middle response
-0.41%
baseline attrition
Rally response
+1.85%
adds into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
EAElectronic Arts Inc.$147M2.9%+41.7%1.0 yr
PENPenumbra, Inc.$139M2.7%+22.8%0.3 yr
QRVOQorvo, Inc.$134M2.6%+6.9%0.8 yr
GTLSChart Industries, Inc.$133M2.6%+43.2%1.0 yr
NSCNorfolk Southern Corpora$127M2.5%+23.6%1.3 yr
TECKTeck Resources Limited$127M2.5%+43.3%0.8 yr
WTRGEssential Utilities, Inc$126M2.5%+5.5%0.8 yr
WBSWebster Financial Corpor$124M2.4%+38.5%0.5 yr
AESThe AES Corporation$116M2.3%+19.9%0.3 yr
ALAir Lease Corporation$109M2.1%+36.3%1.0 yr
WBDWarner Bros. Discovery, $104M2.0%+155.9%0.5 yr
TXNMTXNM Energy, Inc.$103M2.0%+12.5%4.3 yr
KVUEKenvue Inc.$95M1.9%-25.0%0.5 yr
FOLDAmicus Therapeutics, Inc$85M1.7%+77.2%0.5 yr
OSOneStream, Inc. Class A $81M1.6%+12.5%0.3 yr

Portfolio composition (YoY)

Industry mix
Unknown18.6%-9.1pp$952M
Shell Companies10.9%+0.5pp$559M
Asset Management4.6%+1.4pp$236M
Semiconductors4.5%$232M
Financial - Conglomerates4.4%+4.0pp$227M
Software - Application4.3%+0.8pp$218M
Medical - Devices4.2%+3.7pp$213M
Biotechnology3.6%+2.6pp$185M
Banks - Regional3.2%+1.2pp$165M
Industrial - Machinery3.0%+2.9pp$154M
Country
US72.1%+7.6pp
Unknown18.5%-9.0pp
CA2.6%+2.6pp
KY2.5%+1.0pp
GB1.9%+0.8pp
BM1.2%-1.3pp
IL0.3%
HK0.3%
Top 5: 13.3% · Top 10: 25.1% · Top 25: 48.4%

Winners

TickerPrev $PnLYoY %

Losers

TickerPrev $PnLYoY %

Top buys this quarter · 15

PEN Penumbra, Inc.new+$139M
WBS Webster Financial Corporation+$123M
AES The AES Corporationnew+$116M
WTRG Essential Utilities, Inc.+$88M
OS OneStream, Inc. Class A Commonnew+$81M
EA Electronic Arts Inc.+$80M
MASI Masimo Corporationnew+$74M
TPH Tri Pointe Homes, Inc.+$68M
SLAB Silicon Laboratories Inc.new+$64M
JHG Janus Henderson Group plc+$60M

Top sells this quarter · 15

NGD New Gold Inc.exit$96M
RIO Rio Tinto Groupexit$50M
CFLT Confluent, Inc.exit$44M
EXAS Exact Sciences Corporationexit$20M
TGNA TEGNA Inc.exit$13M
AVAV AeroVironment, Inc.exit$11M
FLR Fluor Corporationexit$11M
YCY AA Mission Acquisition Corp. Iexit$10M
MKSI MKS Inc.exit$9M
IBAC IB Acquisition Corp. Common Stexit$7M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$5.11B523+22.96%+17.59%+5.37%+1.21B
2025-12-31$3.73B438+13.44%+17.72%-4.28%+0.69B
2025-09-30$2.91B391+3.58%+17.52%-13.93%+0.05B
2025-06-30$2.77B334+6.43%+14.94%-8.51%+0.20B
2025-03-31$2.36B329-10.79%+8.30%-19.09%-0.01B
2024-12-31$2.45B375-10.44%+24.89%-35.33%+0.14B
2024-09-30$2.43B429-5.02%+36.04%-41.06%+0.10B
2024-06-30$2.19B470-13.01%+24.49%-37.50%+0.02B
2024-03-31$2.38B516-6.79%+29.62%-36.41%-0.83B
2023-12-31$3.31B601-8.55%+26.18%-34.73%-4.43B
2023-09-30$7.66B708-8.32%+21.57%-29.88%+4.16B
2023-06-30$3.59B833+55.79%+19.42%+36.37%-0.55B
2023-03-31$4.23B956+52.68%-7.82%+60.49%+1.28B
2022-12-31$3.11B1123+1.32%+7.56%-6.24%-0.64B
2022-09-30$3.70B1386+65.42%-4.93%+70.35%-2.09B
2022-06-30$3.50B1411-4.16%-16.11%+11.95%+0.69B