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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
HSPOW
501
DELISTED
Horizon Space Acquisition I Corp Warrant
HSPOW
$4.92K ﹤0.01%
246,133
– –
VEEAW
502
Veea Inc Warrant
VEEAW
$756K
$4.86K ﹤0.01%
37,394
– –
ZURAW
503
DELISTED
Zura Bio Limited Warrants
ZURAW
$4.84K ﹤0.01%
28,881
-4,695
-14% -$2.03K
BROGW
504
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$4.48K ﹤0.01%
303,005
-15,542
-5% -$281
BNZIW icon
505
Banzai International Warrant
BNZIW
$131K
$4.47K ﹤0.01%
97,479
-2,521
-3% -$123
FLFVW
506
DELISTED
Feutune Light Acquisition Corporation Warrant
FLFVW
$4.31K ﹤0.01%
359,290
– –
KYCHW
507
DELISTED
Keyarch Acquisition Corporation Warrant
KYCHW
$4.1K ﹤0.01%
341,676
– –
CFFSW
508
DELISTED
CF Acquisition Corp. VII Warrant
CFFSW
$4.05K ﹤0.01%
139,709
– –
MAQCW
509
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$3.93K ﹤0.01%
196,555
– –
SWSSW
510
DELISTED
Clean Energy Special Situations Corp. Warrant
SWSSW
$3.7K ﹤0.01%
49,298
– –
AISPW
511
Airship AI Holdings Warrants
AISPW
$15.6M
$3.58K ﹤0.01%
61,737
-13,263
-18% -$1.04K
ROCLW
512
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$3.58K ﹤0.01%
89,490
– –
APCA.WS
513
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$3.56K ﹤0.01%
124,027
– –
CMCAW
514
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$3.51K ﹤0.01%
174,709
– –
DMYY.WS
515
DELISTED
dMY Squared Technology Group Warrants
DMYY.WS
$3.41K ﹤0.01%
22,759
– –
TRONW
516
DELISTED
Corner Growth Acquisition Corp. 2 Warrants
TRONW
$3.39K ﹤0.01%
113,065
– –
MITAW
517
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$3.38K ﹤0.01%
84,369
– –
BLEUW
518
DELISTED
bleuacacia ltd Warrants
BLEUW
$3.35K ﹤0.01%
168,595
– –
ECDAW
519
DELISTED
ECD Automotive Design Warrant
ECDAW
$3.19K ﹤0.01%
132,774
-9,048
-6% -$276
CRGOW icon
520
Freightos Ltd Warrant
CRGOW
$2.28M
$3.13K ﹤0.01%
38,639
-27,667
-42% -$1.87K
HHGCR
521
DELISTED
HHG Capital Corporation Rights
HHGCR
$3.12K ﹤0.01%
24,420
– –
ALTUW
522
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$3.1K ﹤0.01%
135,000
– –
FHLTW
523
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$3.08K ﹤0.01%
111,677
– –
FAASW
524
DELISTED
DigiAsia Corp Warrant
FAASW
$3.05K ﹤0.01%
99,025
-22,825
-19% -$664
CVIIW
525
DELISTED
Churchill Capital Corp VII Warrants
CVIIW
$3.04K ﹤0.01%
23,400
– –
19 20
21
22 23

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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.