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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
PUCKW
601
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$474 ﹤0.01%
128,000
– –
KACLW
602
DELISTED
Kairous Acquisition Corp. Limited Warrants
KACLW
$468 ﹤0.01%
88,229
– –
PRENW
603
Prenetics Global Ltd Warrant
PRENW
$136K
$402 ﹤0.01%
40,230
-3,049
-7% -$46
NSTB.WS
604
DELISTED
Northern Star Investment Corp. II Redeemable warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTB.WS
$372 ﹤0.01%
24,799
– –
CSTA.WS
605
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$367 ﹤0.01%
19,332
– –
OIOWW
606
OIO Group Warrants
OIOWW
$312 ﹤0.01%
82,203
-41,133
-33% -$284
QDROW
607
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$305 ﹤0.01%
15,000
– –
PPHPW
608
DELISTED
PHP Ventures Acquisition Corp. Warrants
PPHPW
$241 ﹤0.01%
34,370
– –
NCNCW
609
DELISTED
noco-noco Inc. Warrant
NCNCW
$179 ﹤0.01%
25,193
-11,115
-31% -$149
HHGCW
610
DELISTED
HHG Capital Corporation Warrant
HHGCW
$125 ﹤0.01%
24,420
– –
FEXDW
611
DELISTED
Fintech Ecosystem Development Corp. Warrant
FEXDW
$115 ﹤0.01%
12,334
– –
RACYW
612
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$5 ﹤0.01%
455,187
– –
GDEVW icon
613
GDEV Inc Warrant
GDEVW
$60.8K
$1 ﹤0.01%
136,267
-1,492
-1% -$184
ADX icon
614
Adams Diversified Equity Fund
ADX
$3.11B
– –
-66,415
Closed -$1.11M
ARDC
615
Are Dynamic Credit Allocation Fund
ARDC
$296M
– –
-31,022
Closed -$400K
BARK.WS
616
DELISTED
BARK Inc Warrants
BARK.WS
– –
-124,333
Closed -$16.2K
BENFW icon
617
Beneficient Warrant
BENFW
$157K
– –
-43,304
Closed -$1.67K
COEPW
618
DELISTED
Coeptis Therapeutics Warrants
COEPW
– –
-45,745
Closed -$1.74K
ECDA
619
DELISTED
ECD Automotive Design
ECDA
– –
-708
Closed -$1.5M
EFR
620
Eaton Vance Senior Floating-Rate Fund
EFR
$313M
– –
-66,689
Closed -$808K
EFT
621
Eaton Vance Floating-Rate Income Trust
EFT
$283M
– –
-61,292
Closed -$755K
FWONA icon
622
Liberty Media Series A
FWONA
$22.7B
– –
-12,905
Closed -$730K
GDL
623
GDL Fund
GDL
$91.8M
– –
-13,985
Closed -$108K
GGZ
624
Gabelli Global Small and Mid-Cap Value Trust
GGZ
$123M
– –
-11,158
Closed -$116K
HYAC.U
625
DELISTED
Haymaker Acquisition Corp 4 Units
HYAC.U
– –
-300,000
Closed -$3.13M
23 24
25
26 27

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.