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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
ZEOWW
426
Zeo Energy Corp Warrants
ZEOWW
$160K
$10.6K ﹤0.01%
265,868
– –
PLTNR
427
DELISTED
Plutonian Acquisition Corp. Rights
PLTNR
$10.5K ﹤0.01%
76,066
– –
NBSTW
428
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$10.5K ﹤0.01%
150,000
– –
ACACW
429
DELISTED
Acri Capital Acquisition Corp Warrant
ACACW
$10.5K ﹤0.01%
116,521
– –
SBCWW
430
SBC Medical Group Warrants
SBCWW
$2.99M
$10.3K ﹤0.01%
365,274
– –
AFARW
431
DELISTED
Aura FAT Projects Acquisition Corp Warrant
AFARW
$10K ﹤0.01%
668,803
– –
QOMOR
432
DELISTED
Qomolangma Acquisition Corp. Right
QOMOR
$10K ﹤0.01%
99,041
– –
NKGNW
433
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$9.93K ﹤0.01%
122,938
-5,250
-4% -$708
GBBKW
434
DELISTED
Global Blockchain Acquisition Corp. Warrant
GBBKW
$9.82K ﹤0.01%
654,647
– –
PPHPR
435
DELISTED
PHP Ventures Acquisition Corp. Rights
PPHPR
$9.62K ﹤0.01%
68,740
– –
BCSAW
436
DELISTED
Blockchain Coinvestors Acquisition Corp. I Warrant
BCSAW
$9.47K ﹤0.01%
189,873
– –
TVGNW icon
437
Tevogen Bio Warrant
TVGNW
$9.64M
$9.45K ﹤0.01%
236,314
– –
PFTAW
438
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$9.35K ﹤0.01%
77,950
– –
COOLW
439
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$9.33K ﹤0.01%
133,333
– –
RDZNW icon
440
Roadzen Inc Warrants
RDZNW
$8.63M
$9.31K ﹤0.01%
132,951
-15,138
-10% -$619
CITEW
441
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$9.3K ﹤0.01%
299,098
– –
SHAP.WS
442
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
$9.27K ﹤0.01%
308,980
– –
CNGLW
443
DELISTED
Canna-Global Acquisition Corp Warrant
CNGLW
$9.17K ﹤0.01%
487,676
– –
PEPLW
444
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$9.03K ﹤0.01%
299,999
– –
CDAQW
445
DELISTED
Compass Digital Acquisition Corp. Warrant
CDAQW
$9.03K ﹤0.01%
182,735
– –
SZZLW
446
DELISTED
Sizzle Acquisition Corp. Warrant
SZZLW
$8.82K ﹤0.01%
96,963
– –
IVCPW
447
DELISTED
Swiftmerge Acquisition Corp. Warrants
IVCPW
$8.79K ﹤0.01%
204,376
– –
MOBXW icon
448
Mobix Labs Warrants
MOBXW
$766K
$8.76K ﹤0.01%
124,759
-21,787
-15% -$649
IVCAW
449
DELISTED
Investcorp AI Acquisition Corp. Warrant
IVCAW
$8.64K ﹤0.01%
288,058
– –
TGVCW
450
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$8.61K ﹤0.01%
581,796
– –
16 17
18
19 20

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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.