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
BRD
701
DELISTED
Beard Energy Transition Acquisition Corp.
BRD
– –
-249,737
Closed -$2.68M
MOBV
702
DELISTED
Mobiv Acquisition Corp Class A Common Stock
MOBV
– –
-190,001
Closed -$1.92M
IPVF.WS
703
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
– –
-31,400
Closed -$1.73K
MOBVW
704
DELISTED
Mobiv Acquisition Corp Warrant
MOBVW
– –
-404,298
Closed -$28.3K
LIVBW
705
DELISTED
LIV Capital Acquisition Corp. II Warrants
LIVBW
– –
-513,066
Closed -$19.2K
BMAC.WS
706
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
– –
-425,562
Closed -$20K
BMAC
707
DELISTED
Black Mountain Acquisition Corp.
BMAC
– –
-89,285
Closed -$953K
FSRXW
708
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
– –
-29,748
Closed -$952
CFIVW
709
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
– –
-99,998
Closed -$5K
LIVB
710
DELISTED
LIV Capital Acquisition Corp. II Class A Ordinary Shares
LIVB
– –
-199,454
Closed -$2.16M
ABCM
711
DELISTED
Abcam PLC
ABCM
– –
-1,011,285
Closed -$22.9M
KNSW
712
DELISTED
KnightSwan Acquisition Corporation
KNSW
– –
-400,000
Closed -$4.2M
KNSW.WS
713
DELISTED
KnightSwan Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
KNSW.WS
– –
-563,131
Closed -$20.4K
SUAC
714
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
– –
-400,000
Closed -$4.22M
SUAC.WS
715
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
– –
-309,225
Closed -$7.73K
HWELW
716
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
– –
-300,000
Closed -$51K
SGIIW
717
DELISTED
Seaport Global Acquisition II Corp. Warrants
SGIIW
– –
-131,625
Closed -$7.24K
CCVI.WS
718
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
– –
-28,937
Closed -$4.63K
CCVI
719
DELISTED
Churchill Capital Corp VI
CCVI
– –
-1,173,405
Closed -$12.3M
VRTV
720
DELISTED
VERITIV CORPORATION
VRTV
– –
-80,069
Closed -$13.5M
PACW
721
DELISTED
PacWest Bancorp
PACW
– –
-779,031
Closed -$6.16M
IFIN.WS
722
DELISTED
InFinT Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per whole share
IFIN.WS
– –
-82,915
Closed -$3.47K
AVTA
723
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-466,478
Closed -$11.9M
VMW
724
DELISTED
VMware, Inc
VMW
– –
-168,828
Closed -$28.1M
MTRYW
725
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
– –
-20,940
Closed -$601
27 28
29
30 31

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.