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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
AIIOW
526
Robo.ai Inc Warrant
AIIOW
$497K
$3.02K ﹤0.01%
18,130
-4,263
-19% -$798
XFINW
527
DELISTED
ExcelFin Acquisition Corp Warrant
XFINW
$2.98K ﹤0.01%
147,064
– –
CCTSW
528
DELISTED
Cactus Acquisition Corp. 1 Limited Warrant
CCTSW
$2.96K ﹤0.01%
98,809
– –
RMCOW icon
529
Royalty Management Holding Warrant
RMCOW
$1.49M
$2.96K ﹤0.01%
85,060
-14,940
-15% -$635
GTACW
530
DELISTED
Global Technology Acquisition Corp. I Warrant
GTACW
$2.95K ﹤0.01%
98,647
– –
IXAQW
531
DELISTED
IX Acquisition Corp. Warrant
IXAQW
$2.94K ﹤0.01%
146,851
– –
DPCSW
532
DELISTED
DP Cap Acquisition Corp I Warrants
DPCSW
$2.84K ﹤0.01%
141,861
– –
ONYXW
533
DELISTED
Onyx Acquisition Co. I Warrant
ONYXW
$2.84K ﹤0.01%
141,788
– –
ROSS.WS
534
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$2.8K ﹤0.01%
49,999
– –
HOFVW
535
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$2.64K ﹤0.01%
206,424
-43,413
-17% -$634
MCACW
536
DELISTED
Monterey Capital Acquisition Corporation Warrants
MCACW
$2.62K ﹤0.01%
290,925
– –
MSSAW
537
DELISTED
Metal Sky Star Acquisition Corporation Warrant
MSSAW
$2.61K ﹤0.01%
435,555
– –
WTMAR
538
DELISTED
Welsbach Technology Metals Acquisition Corp. one right to receive 1/10th of a share of common stock
WTMAR
$2.52K ﹤0.01%
25,547
– –
EMCGW
539
DELISTED
Embrace Change Acquisition Corp Warrants
EMCGW
$2.51K ﹤0.01%
193,214
– –
DISTW
540
DELISTED
Distoken Acquisition Corporation Warrant
DISTW
$2.5K ﹤0.01%
125,000
– –
OAKUW
541
DELISTED
Oak Woods Acquisition Corp Warrant
OAKUW
$2.47K ﹤0.01%
95,000
– –
FEXDR
542
DELISTED
Fintech Ecosystem Development Corp. Right
FEXDR
$2.47K ﹤0.01%
24,669
– –
ABVEW
543
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$2.46K ﹤0.01%
81,833
– –
IGTAW
544
DELISTED
Inception Growth Acquisition Limited Warrants
IGTAW
$2.46K ﹤0.01%
144,383
– –
IRAAW
545
DELISTED
Iris Acquisition Corp Warrant
IRAAW
$2.45K ﹤0.01%
81,248
– –
FIACW
546
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$2.44K ﹤0.01%
122,225
– –
AMODW
547
Alpha Modus Holdings Warrant
AMODW
$241K
$2.34K ﹤0.01%
61,625
– –
NCACW
548
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
$2.32K ﹤0.01%
144,965
– –
LGVCW
549
DELISTED
LAMF Global Ventures Corp. I Warrant
LGVCW
$2.17K ﹤0.01%
94,582
– –
AACIW
550
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$2.17K ﹤0.01%
135,025
– –
20 21
22
23 24

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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.