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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
OUSTW
576
DELISTED
Ouster Inc Warrants
OUSTW
$1.07K ﹤0.01%
41,936
-20,196
-33% -$533
SNAXW
577
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$1.03K ﹤0.01%
172,509
-40,604
-19% -$321
XBPEW
578
XBP Europe Holdings Warrant
XBPEW
$1.02K ﹤0.01%
17,490
-31,996
-65% -$3.52K
RMGCW
579
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$1.02K ﹤0.01%
15,660
– –
ETHZW
580
DELISTED
ETHZilla Corp Warrant
ETHZW
$938 ﹤0.01%
223,232
-52,743
-19% -$480
EACPW
581
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$878 ﹤0.01%
61,000
– –
COCHW icon
582
Envoy Medical Warrant
COCHW
$536K
$877 ﹤0.01%
43,850
-38,665
-47% -$1.04K
OPA.WS
583
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
$845 ﹤0.01%
49,999
– –
AWINW
584
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$811 ﹤0.01%
62,349
-39,052
-39% -$699
HHLA.WS
585
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$804 ﹤0.01%
32,149
– –
BNIXW
586
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$801 ﹤0.01%
64,098
– –
SPECW
587
DELISTED
Spectaire Holdings, Inc. Warrant
SPECW
$801 ﹤0.01%
133,567
-39,255
-23% -$1.55K
NNAGW
588
DELISTED
99 Acquisition Group Inc Warrant
NNAGW
$800 ﹤0.01%
+50,000
New +$1.65K
VWEWW
589
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$796 ﹤0.01%
76,564
-75,984
-50% -$1.04K
KRNLW
590
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$791 ﹤0.01%
37,499
– –
LIBYW
591
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
$716 ﹤0.01%
143,219
– –
JWSM.WS
592
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$695 ﹤0.01%
17,500
– –
GSDWW
593
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$692 ﹤0.01%
147,300
– –
BNAIW
594
Brand Engagement Network Warrant
BNAIW
$2.26M
$677 ﹤0.01%
33,865
– –
BLUA.WS
595
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$662 ﹤0.01%
16,666
– –
MACAW
596
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$650 ﹤0.01%
20,000
– –
GLLIW
597
DELISTED
Globalink Investment Inc. Warrants
GLLIW
$635 ﹤0.01%
192,445
– –
LBBBW
598
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
$627 ﹤0.01%
60,262
– –
SLACW
599
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$576 ﹤0.01%
29,999
– –
NRACW
600
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$510 ﹤0.01%
50,000
– –
22 23
24
25 26

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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.