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
BFAC.WS
326
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$53K ﹤0.01%
530,225
– –
ATMVR
327
DELISTED
AlphaVest Acquisition Corp Right
ATMVR
$46.5K ﹤0.01%
344,586
– –
BWAQR
328
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$46.2K ﹤0.01%
308,142
– –
ALCE
329
DELISTED
Alternus Clean Energy Inc
ALCE
$44.1K ﹤0.01%
1,176
-8,812
-88% -$1.85M
VCXB.WS
330
DELISTED
10X Capital Venture Acquisition Corp III Warrants
VCXB.WS
$44K ﹤0.01%
780,731
– –
CSLMR
331
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$43K ﹤0.01%
717,337
– –
CLRCR
332
DELISTED
ClimateRock Right
CLRCR
$42.8K ﹤0.01%
389,095
– –
GATEW
333
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$41.4K ﹤0.01%
1,380,948
– –
KYCHR
334
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$40.4K ﹤0.01%
697,905
– –
MCAFR
335
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$40K ﹤0.01%
200,090
– –
CAPTW
336
DELISTED
Captivision Inc Warrant
CAPTW
$39.9K ﹤0.01%
+611,415
New +$56.6K
SLND.WS icon
337
Southland Holdings Warrants
SLND.WS
$1.54M
$39.7K ﹤0.01%
94,653
-13,849
-13% -$6.67K
MSSAR
338
DELISTED
Metal Sky Star Acquisition Corporation Right
MSSAR
$39.2K ﹤0.01%
435,555
– –
ASBPW
339
Aspire Biopharma Warrant
ASBPW
$579K
$38.9K ﹤0.01%
647,633
– –
NVACR
340
DELISTED
NorthView Acquisition Corporation Rights
NVACR
$38.5K ﹤0.01%
441,777
– –
MARXR
341
DELISTED
Mars Acquisition Corp. Rights
MARXR
$38.5K ﹤0.01%
175,000
– –
CONXW
342
DELISTED
CONX Corp. Warrant
CONXW
$38.3K ﹤0.01%
124,999
– –
RFACR
343
DELISTED
RF Acquisition Corp. Rights
RFACR
$37.9K ﹤0.01%
379,435
– –
IGTAR
344
DELISTED
Inception Growth Acquisition Limited Rights
IGTAR
$37.9K ﹤0.01%
288,767
– –
CLOER
345
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$37.7K ﹤0.01%
290,100
– –
ASCBR
346
DELISTED
A SPAC II Acquisition Corp. Right
ASCBR
$36.8K ﹤0.01%
408,681
– –
SPKLW
347
Spark I Acquisition Corp Warrant
SPKLW
$7.55M
$36K ﹤0.01%
+300,001
New +$32.2K
MCACR
348
DELISTED
Monterey Capital Acquisition Corporation Rights
MCACR
$34.8K ﹤0.01%
294,492
– –
HCVIW
349
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$34.1K ﹤0.01%
558,924
– –
RENEW
350
DELISTED
Cartesian Growth Corporation II Warrant
RENEW
$33.3K ﹤0.01%
256,173
– –
12 13
14
15 16

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.