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
INVZW
626
DELISTED
Innoviz Technologies Warrant
INVZW
– –
-12,438
Closed -$9.08K
KIO
627
KKR Income Opportunities Fund
KIO
$450M
– –
-26,587
Closed -$318K
KVACU icon
628
Keen Vision Acquisition Corp Units
KVACU
– –
-125,000
Closed -$1.28M
LDTCW
629
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
– –
-16,666
Closed -$1.08K
NETDU
630
DELISTED
Nabors Energy Transition Corp II Unit
NETDU
– –
-1,000,000
Closed -$10.3M
NMAI icon
631
Nuveen Multi-Asset Income Fund
NMAI
$460M
– –
-22,196
Closed -$247K
NOTE.WS
632
DELISTED
FiscalNote Holdings Warrants
NOTE.WS
– –
-15,565
Closed -$2.72K
ONMDW icon
633
OneMedNet Corp Warrant
ONMDW
$873K
– –
-98,200
Closed -$4.42K
OSK icon
634
Oshkosh
OSK
$9.67B
– –
-5,000
Closed -$477K
RENE
635
DELISTED
Cartesian Growth Corp II
RENE
– –
-667,062
Closed -$7.2M
SMXWW
636
SMX (Security Matters) Public Ltd Warrant
SMXWW
$1.14M
– –
-49,620
Closed -$566
SOAR icon
637
Volato Group
SOAR
$6.97M
– –
-15,987
Closed -$4.29M
VGASW icon
638
Verde Clean Fuels Warrant
VGASW
$547K
– –
-153,152
Closed -$33.5K
WEA
639
Western Asset Premier Bond Fund
WEA
$123M
– –
-12,158
Closed -$123K
ZAPPW
640
DELISTED
Zapp Electric Vehicles Group Limited Warrant
ZAPPW
– –
-80,513
Closed -$2.02K
ZCAR
641
DELISTED
Zoomcar
ZCAR
– –
-86
Closed -$1.93M
STI icon
642
Solidion Technology
STI
$56.1M
– –
-5,494
Closed -$2.98M
DHAIW
643
DELISTED
DIH Holding US Inc Warrants
DHAIW
– –
-933,094
Closed -$15.8K
GCTS
644
GCT Semiconductor Holding
GCTS
$177M
– –
-400,000
Closed -$4.25M
OKLO
645
Oklo
OKLO
$7B
– –
-661,969
Closed -$6.85M
LSBPW
646
DELISTED
LakeShore Biopharma Warrants
LSBPW
– –
-42,640
Closed -$1.49K
VSEE
647
VSee Health
VSEE
$3.84M
– –
-132,568
Closed -$1.56M
CNTM
648
DELISTED
ConnectM Technology Solutions, Inc. Common Stock
CNTM
– –
-290,841
Closed -$3.09M
EONR
649
EON Resources
EONR
$28M
– –
-143,772
Closed -$1.57M
GRML
650
Greenland Mines Ltd
GRML
$29M
– –
-149,663
Closed -$1.6M
24 25
26
27 28

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.