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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
LCAAW
376
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$22.7K ﹤0.01%
33,332
– –
GLSTR
377
DELISTED
Global Star Acquisition, Inc. Right
GLSTR
$22.1K ﹤0.01%
205,392
– –
XAGEW
378
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$22.1K ﹤0.01%
96,032
-603
-0.6% -$103
ASCAR
379
DELISTED
A SPAC I Acquisition Corp. Right
ASCAR
$22K ﹤0.01%
145,688
– –
TMTCR
380
DELISTED
TMT Acquisition Corp Rights
TMTCR
$21.8K ﹤0.01%
100,000
– –
ATEK.WS
381
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$21.1K ﹤0.01%
845,264
– –
GLLIR
382
DELISTED
Globalink Investment Inc. Rights
GLLIR
$20.9K ﹤0.01%
192,445
– –
HOVRW icon
383
New Horizon Aircraft Ltd
HOVRW
$12.4M
$20.7K ﹤0.01%
230,000
– –
GMFIW
384
DELISTED
Aetherium Acquisition Corp Warrant
GMFIW
$20.6K ﹤0.01%
514,961
– –
CETUR
385
DELISTED
Cetus Capital Acquisition Corp. Right
CETUR
$20.1K ﹤0.01%
114,912
– –
SOAR.WS
386
DELISTED
Volato Group, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SOAR.WS
$20K ﹤0.01%
180,312
-32,262
-15% -$3K
EUDAW icon
387
EUDA Health Holdings Warrant
EUDAW
$218K
$19.6K ﹤0.01%
141,676
-1,486
-1% -$164
ZCARW
388
DELISTED
Zoomcar Holdings, Inc. Warrants
ZCARW
$19.1K ﹤0.01%
238,421
-3,234
-1% -$148
ALSAR
389
DELISTED
Alpha Star Acquisition Corp Rights
ALSAR
$18.8K ﹤0.01%
188,293
– –
RWODR
390
DELISTED
Redwoods Acquisition Corp. Rights
RWODR
$18.7K ﹤0.01%
243,658
– –
AIMAW
391
DELISTED
Aimfinity Investment Corp I Warrant
AIMAW
$17.8K ﹤0.01%
475,465
– –
AERTW
392
Aeries Technology Warrant
AERTW
$17.6K ﹤0.01%
193,005
-48,586
-20% -$4.91K
PLAOW
393
DELISTED
Patria Latin American Opportunity Acquisition Corp. Warrant
PLAOW
$17.4K ﹤0.01%
578,509
– –
BNIXR
394
DELISTED
Bannix Acquisition Corp. Right
BNIXR
$17.3K ﹤0.01%
64,098
– –
TENKR
395
DELISTED
TenX Keane Acquisition Right
TENKR
$17.2K ﹤0.01%
121,392
– –
IRRX.WS
396
DELISTED
Integrated Rail and Resources Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
IRRX.WS
$16.7K ﹤0.01%
166,597
– –
BOWNR
397
DELISTED
Bowen Acquisition Corp Rights
BOWNR
$16.5K ﹤0.01%
150,000
– –
FLDDW
398
Fold Holdings Warrant
FLDDW
$1.3M
$16.5K ﹤0.01%
329,268
– –
AIBBR
399
DELISTED
AIB Acquisition Corp Right
AIBBR
$16.2K ﹤0.01%
145,810
– –
CSLMW
400
DELISTED
CSLM Acquisition Corp. Warrant
CSLMW
$16K ﹤0.01%
358,668
– –
14 15
16
17 18

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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.