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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
GDSTW
551
DELISTED
Goldenstone Acquisition Limited Warrants
GDSTW
$2.14K ﹤0.01%
107,060
– –
PMGMW
552
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$2.11K ﹤0.01%
120,504
– –
PLTNW
553
DELISTED
Plutonian Acquisition Corp. Warrant
PLTNW
$2.1K ﹤0.01%
75,916
– –
GLSTW
554
DELISTED
Global Star Acquisition, Inc. Warrants
GLSTW
$2.05K ﹤0.01%
205,392
– –
TWLVW
555
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$2.02K ﹤0.01%
49,999
– –
ALSAW
556
DELISTED
Alpha Star Acquisition Corp Warrants
ALSAW
$2K ﹤0.01%
188,293
– –
MRDB.WS
557
DELISTED
MariaDB plc Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50 per share
MRDB.WS
$1.99K ﹤0.01%
49,811
-3,880
-7% -$238
AAGRW
558
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$1.97K ﹤0.01%
99,501
-14,163
-12% -$778
ASCBW
559
DELISTED
A SPAC II Acquisition Corp. Warrant
ASCBW
$1.92K ﹤0.01%
204,340
– –
OSRHW
560
OSR Health Warrant
OSRHW
$1.92K ﹤0.01%
100,000
– –
NVACW
561
DELISTED
NorthView Acquisition Corporation Warrant
NVACW
$1.87K ﹤0.01%
217,170
– –
ENCPW
562
DELISTED
Energem Corp Warrant
ENCPW
$1.79K ﹤0.01%
119,380
– –
VSACW
563
DELISTED
Vision Sensing Acquisition Corp. Warrants
VSACW
$1.75K ﹤0.01%
92,314
– –
QOMOW
564
DELISTED
Qomolangma Acquisition Corp. Warrant
QOMOW
$1.74K ﹤0.01%
99,041
– –
FTIIW
565
DELISTED
FutureTech II Acquisition Corp. Warrant
FTIIW
$1.73K ﹤0.01%
116,001
– –
CETUW
566
DELISTED
Cetus Capital Acquisition Corp. Warrant
CETUW
$1.64K ﹤0.01%
114,712
– –
FNVTW
567
DELISTED
Finnovate Acquisition Corp. Warrants
FNVTW
$1.63K ﹤0.01%
232,724
– –
ASCAW
568
DELISTED
A SPAC I Acquisition Corp. Warrant
ASCAW
$1.6K ﹤0.01%
106,869
– –
LCW.WS
569
DELISTED
Learn CW Investment Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
LCW.WS
$1.6K ﹤0.01%
79,900
– –
LFLYW
570
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$1.57K ﹤0.01%
99,903
-10,833
-10% -$268
ACAXW
571
DELISTED
Alset Capital Acquisition Corp Warrant
ACAXW
$1.55K ﹤0.01%
154,910
-1,877
-1% -$44
AVHIW
572
DELISTED
Achari Ventures Holdings Corp I Warrant
AVHIW
$1.49K ﹤0.01%
98,682
– –
ADOCW
573
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$1.29K ﹤0.01%
100,000
– –
HGASW
574
DELISTED
Global Gas Corporation Warrant
HGASW
$1.25K ﹤0.01%
35,867
-6,632
-16% -$311
NOVVW
575
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$1.09K ﹤0.01%
72,560
– –
21 22
23
24 25

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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.