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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
USCTW
451
DELISTED
Roth CH Acquisition Co. Warrant
USCTW
$8.49K ﹤0.01%
338,259
– –
SEDA.WS
452
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$8.39K ﹤0.01%
266,635
– –
WEL.WS
453
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$8.33K ﹤0.01%
237,873
– –
DECAW
454
DELISTED
Denali Capital Acquisition Corp. Warrant
DECAW
$8.13K ﹤0.01%
162,244
– –
LCAHW
455
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$8.11K ﹤0.01%
125,000
– –
FICVW
456
DELISTED
Frontier Investment Corp Warrants
FICVW
$7.93K ﹤0.01%
146,804
– –
TLGYW
457
DELISTED
TLGY Acquisition Corporation Warrant
TLGYW
$7.79K ﹤0.01%
278,062
– –
PHYT.WS
458
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$7.73K ﹤0.01%
96,661
– –
TRIS.WS
459
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$7.67K ﹤0.01%
324,880
– –
TRTL.WS
460
DELISTED
TortoiseEcofin Acquisition Corp. III Warrant, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TRTL.WS
$7.51K ﹤0.01%
84,456
– –
AOGOW
461
DELISTED
Arogo Capital Acquisition Corp. Warrant
AOGOW
$7.5K ﹤0.01%
299,981
– –
NNAGR
462
DELISTED
99 Acquisition Group Inc Right
NNAGR
$7.5K ﹤0.01%
+50,000
New +$8.84K
RFACW
463
DELISTED
RF Acquisition Corp. Warrants
RFACW
$7.46K ﹤0.01%
374,950
– –
VMCAW
464
DELISTED
Valuence Merger Corp. I Warrant
VMCAW
$7.28K ﹤0.01%
242,499
– –
PLMJW
465
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$7.27K ﹤0.01%
121,099
– –
GDSTR
466
DELISTED
Goldenstone Acquisition Limited Rights
GDSTR
$7.12K ﹤0.01%
107,060
– –
NPABW
467
DELISTED
New Providence Acquisition Corp. II Warrant
NPABW
$7.11K ﹤0.01%
143,529
– –
NVNIW
468
Nvni Group Limited Warrants
NVNIW
$578K
$7.08K ﹤0.01%
+199,456
New +$11.1K
YOTAW
469
DELISTED
Yotta Acquisition Corporation Warrant
YOTAW
$7.04K ﹤0.01%
541,763
– –
ADOCR
470
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$7K ﹤0.01%
100,000
– –
APXIW
471
DELISTED
APx Acquisition Corp. I Warrant
APXIW
$6.98K ﹤0.01%
139,672
– –
HAIAW
472
DELISTED
Healthcare AI Acquisition Corp. Warrants
HAIAW
$6.94K ﹤0.01%
275,549
– –
TCOA.WS
473
DELISTED
Zalatoris Acquisition Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
TCOA.WS
$6.82K ﹤0.01%
171,770
– –
OCAXW
474
DELISTED
OCA Acquisition Corp. Warrant
OCAXW
$6.69K ﹤0.01%
95,769
– –
EVGRW
475
DELISTED
Evergreen Corporation Warrant
EVGRW
$6.68K ﹤0.01%
332,544
– –
17 18
19
20 21

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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.