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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
MCAAW
476
DELISTED
Mountain & Co. I Acquisition Corp. Warrant
MCAAW
$6.62K ﹤0.01%
153,624
– –
GAQ.WS
477
DELISTED
Generation Asia I Acquisition Limited Redeemable Warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GAQ.WS
$6.53K ﹤0.01%
217,532
– –
BREZR
478
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$6.5K ﹤0.01%
100,000
– –
FRLAW
479
DELISTED
Fortune Rise Acquisition Corporation Warrant
FRLAW
$6.22K ﹤0.01%
155,473
– –
CMPOW
480
DELISTED
CompoSecure Inc Warrant
CMPOW
$6.16K ﹤0.01%
16,519
-5,227
-24% -$2.66K
BWAQW
481
DELISTED
Blue World Acquisition Corporation Warrant
BWAQW
$6.16K ﹤0.01%
157,472
– –
MSAIW icon
482
MultiSensor AI Holdings Warrant
MSAIW
$715K
$6.05K ﹤0.01%
131,590
-16,433
-11% -$644
OTECW
483
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$6.02K ﹤0.01%
256,310
– –
RCFA.WS
484
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$5.92K ﹤0.01%
118,227
– –
BHACW
485
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$5.92K ﹤0.01%
98,673
– –
CLRCW
486
DELISTED
ClimateRock Warrant
CLRCW
$5.84K ﹤0.01%
194,547
– –
CEROW
487
DELISTED
CERo Therapeutics Warrants
CEROW
$5.8K ﹤0.01%
246,696
– –
ABLVW icon
488
Able View Global Warrant
ABLVW
$121K
$5.69K ﹤0.01%
184,688
-2,725
-1% -$108
SVMHW
489
DELISTED
SRIVARU Holding Limited Warrant
SVMHW
$5.64K ﹤0.01%
+378,533
New +$6.74K
GRMLW
490
Greenland Mines Ltd Warrant
GRMLW
$5.55K ﹤0.01%
245,716
– –
BRLSW icon
491
Borealis Foods Inc Warrant
BRLSW
$960K
$5.54K ﹤0.01%
73,236
– –
EONR.WS
492
EON Resources Warrants
EONR.WS
$5.5K ﹤0.01%
99,002
-46,020
-32% -$3.79K
TETEW
493
DELISTED
Technology & Telecommunication Acquisition Corporation Warrant
TETEW
$5.48K ﹤0.01%
542,947
– –
AEAEW
494
DELISTED
AltEnergy Acquisition Corp Warrant
AEAEW
$5.43K ﹤0.01%
146,656
– –
PEGRW
495
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$5.42K ﹤0.01%
216,907
– –
BOCNW
496
DELISTED
Blue Ocean Acquisition Corp Warrants
BOCNW
$5.26K ﹤0.01%
262,802
– –
OPTXW icon
497
Syntec Optics Holdings Warrant
OPTXW
$14.1M
$5.25K ﹤0.01%
51,926
-78,883
-60% -$5.2K
VSEEW
498
VSee Health Warrant
VSEEW
$268K
$5.1K ﹤0.01%
196,140
– –
KVACW icon
499
Keen Vision Acquisition Corp Warrant
KVACW
$446K
$5K ﹤0.01%
+125,000
New +$5.55K
AILEW
500
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$4.94K ﹤0.01%
61,000
– –
18 19
20
21 22

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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.