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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
PNST.WS
301
DELISTED
Pinstripes Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
PNST.WS
$188K 0.01%
509,088
-10,000
-2% -$1.84K
GHIXW
302
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$180K 0.01%
1,527,830
– –
ATAKR
303
DELISTED
Aurora Technology Acquisition Corp. Rights
ATAKR
$173K 0.01%
933,094
– –
KDKRW
304
Kodiak AI Warrants
KDKRW
$167K 0.01%
1,099,999
– –
MUA icon
305
BlackRock MuniAssets Fund
MUA
$529M
$165K 0.01%
15,578
-38,496
-71% -$371K
IVCBW
306
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$145K 0.01%
633,294
– –
PAI
307
Western Asset Investment Grade Income Fund
PAI
$113M
$130K 0.01%
+10,817
New +$123K
NMT icon
308
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
$121K ﹤0.01%
11,523
– –
DMAQR
309
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
$111K ﹤0.01%
369,302
– –
ENGNW icon
310
enGene Therapeutics Warrants
ENGNW
$3.75M
$108K ﹤0.01%
+127,339
New +$97.9K
BZAIW
311
Blaize Holdings Warrants
BZAIW
$6.89M
$106K ﹤0.01%
1,172,880
– –
ACAXR
312
DELISTED
Alset Capital Acquisition Corp Right
ACAXR
$75.1K ﹤0.01%
357,538
– –
NIOBW
313
NioCorp Developments Ltd Warrant
NIOBW
$54.3M
$74.7K ﹤0.01%
140,861
-29,638
-17% -$14.6K
FLYX.WS icon
314
flyExclusive Inc Warrants
FLYX.WS
$74.3K ﹤0.01%
337,618
-862
-0.3% -$104
GBBKR
315
DELISTED
Global Blockchain Acquisition Corp. Right
GBBKR
$70.8K ﹤0.01%
654,647
– –
ZPTAW
316
DELISTED
Zapata Computing Holdings Inc. Warrant
ZPTAW
$69.9K ﹤0.01%
254,329
– –
ESHAR
317
DELISTED
ESH Acquisition Corp Right
ESHAR
$66.1K ﹤0.01%
600,000
– –
AMPX.WS icon
318
Amprius Technologies Warrants
AMPX.WS
$383M
$65.2K ﹤0.01%
167,227
-128,722
-43% -$28.8K
YOTAR
319
DELISTED
Yotta Acquisition Corporation Right
YOTAR
$65K ﹤0.01%
541,763
– –
NETDW
320
DELISTED
Nabors Energy Transition Corp II Warrant
NETDW
$65K ﹤0.01%
+499,999
New +$71.8K
SVIIR
321
DELISTED
Spring Valley Acquisition Corp II Rights
SVIIR
$64.3K ﹤0.01%
459,084
– –
LVROW
322
DELISTED
Lavoro Ltd Warrant
LVROW
$63.5K ﹤0.01%
84,690
-32,604
-28% -$17.9K
GCTS.WS
323
GCT Semiconductor Holding Warrants
GCTS.WS
$15M
$57.8K ﹤0.01%
578,133
– –
MTAL.WS
324
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$56K ﹤0.01%
32,725
-10,590
-24% -$18.4K
TBMCR
325
DELISTED
Trailblazer Merger Corporation I Rights
TBMCR
$55K ﹤0.01%
538,763
– –
11 12
13
14 15

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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.