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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
CDTTW
401
CDT Equity Inc Warrant
CDTTW
$15.6K ﹤0.01%
225,727
-41,669
-16% -$2.07K
NOVVR
402
DELISTED
Nova Vision Acquisition Corp. Rights
NOVVR
$15.5K ﹤0.01%
72,560
– –
BLACR
403
DELISTED
Bellevue Life Sciences Acquisition Corp. Rights
BLACR
$15K ﹤0.01%
100,000
– –
EVE.WS
404
DELISTED
EVe Mobility Acquisition Corp Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EVE.WS
$14.7K ﹤0.01%
367,217
– –
SAGAR
405
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
$14.6K ﹤0.01%
195,179
– –
PRLHW
406
DELISTED
Pearl Holdings Acquisition Corp Warrant
PRLHW
$14.6K ﹤0.01%
363,673
– –
OAKUR
407
DELISTED
Oak Woods Acquisition Corp Right
OAKUR
$14.3K ﹤0.01%
95,000
– –
FORLW
408
DELISTED
Four Leaf Acquisition Corp Warrants
FORLW
$13.9K ﹤0.01%
464,956
– –
DISTR
409
DELISTED
Distoken Acquisition Corporation Right
DISTR
$13.8K ﹤0.01%
125,000
– –
PGSS.WS
410
DELISTED
Pegasus Digital Mobility Acquisition Corp. Redeemable Warrants
PGSS.WS
$13.5K ﹤0.01%
169,111
– –
CYCUW
411
Cycurion Inc Warrant
CYCUW
$198K
$13.5K ﹤0.01%
423,227
– –
BLEUR
412
DELISTED
bleuacacia ltd Rights
BLEUR
$13.4K ﹤0.01%
330,960
– –
HCMAW
413
DELISTED
HCM Acquisition Corp Warrant
HCMAW
$13.3K ﹤0.01%
485,346
– –
SBXC.WS
414
DELISTED
SilverBox Corp III Redeemable warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SBXC.WS
$13.3K ﹤0.01%
166,129
– –
ABPWW
415
DELISTED
Abpro Holdings Warrant
ABPWW
$13.1K ﹤0.01%
652,964
– –
BREZW
416
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$13K ﹤0.01%
100,000
– –
KACLR
417
DELISTED
Kairous Acquisition Corp. Limited Rights
KACLR
$12.9K ﹤0.01%
176,458
– –
OSI.WS
418
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$12.7K ﹤0.01%
422,280
– –
AIRJW
419
AirJoule Technologies Warrant
AIRJW
$63.7M
$12.5K ﹤0.01%
419,356
– –
DUETW
420
DELISTED
DUET Acquisition Corp. Warrant
DUETW
$12.4K ﹤0.01%
247,820
– –
PPYAW
421
DELISTED
Papaya Growth Opportunity Corp. I Warrant
PPYAW
$12K ﹤0.01%
600,926
– –
PORT.WS
422
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$11.9K ﹤0.01%
477,203
– –
INTEW
423
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$11.7K ﹤0.01%
167,451
– –
TGAAW
424
DELISTED
Target Global Acquisition I Corp. Warrant
TGAAW
$11.6K ﹤0.01%
165,647
– –
THCPW
425
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$11.2K ﹤0.01%
139,380
– –
15 16
17
18 19

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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.