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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
LBBB
676
DELISTED
Lakeshore Acquisition II Corp. Ordinary Shares
LBBB
– –
-99,766
Closed -$1.08M
RCAC
677
DELISTED
Revelstone Capital Acquisition Corp. Class A Common Stock
RCAC
– –
-299,310
Closed -$3.18M
ACAHW
678
DELISTED
Atlantic Coastal Acquisition Corp. Warrant
ACAHW
– –
-296,331
Closed -$8.3K
MRT.WS
679
DELISTED
Marti Technologies, Inc. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
MRT.WS
– –
-63,455
Closed -$1.15K
ADEX.WS
680
DELISTED
Adit EdTech Acquisition Corp Warrants
ADEX.WS
– –
-65,999
Closed -$4.42K
OHAAW
681
DELISTED
OPY Acquisition Corp. I Warrant
OHAAW
– –
-97,863
Closed -$2.71K
OHAA
682
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
– –
-253,337
Closed -$2.64M
ENERR
683
DELISTED
Accretion Acquisition Corp Right
ENERR
– –
-444,295
Closed -$28.6K
JAQCW
684
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
– –
-221,400
Closed -$7.57K
ENERW
685
DELISTED
Accretion Acquisition Corp Warrant
ENERW
– –
-222,148
Closed -$5.02K
JAQC
686
DELISTED
Jupiter Acquisition Corporation Common stock
JAQC
– –
-121,760
Closed -$1.25M
ENER
687
DELISTED
Accretion Acquisition Corp
ENER
– –
-100,164
Closed -$1.05M
CLINR
688
DELISTED
Clean Earth Acquisitions Corp. Right
CLINR
– –
-621,068
Closed -$82K
DISAW
689
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
– –
-49,533
Closed -$2.34K
CLINW
690
DELISTED
Clean Earth Acquisitions Corp. Warrant
CLINW
– –
-310,334
Closed -$16.5K
NETC.WS
691
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
– –
-337,499
Closed -$64.1K
NETC
692
DELISTED
Nabors Energy Transition Corp.
NETC
– –
-187,443
Closed -$2.03M
CD
693
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
– –
-736,000
Closed -$6.11M
GDNRW
694
DELISTED
Gardiner Healthcare Acquisitions Corp. Warrant
GDNRW
– –
-147,334
Closed -$8.84K
GDNR
695
DELISTED
Gardiner Healthcare Acquisitions Corp. Common Stock
GDNR
– –
-79,008
Closed -$852K
SGEN
696
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-172,024
Closed -$36.5M
EFHTR
697
DELISTED
EF Hutton Acquisition Corporation I Rights
EFHTR
– –
-141,422
Closed -$24K
BURU.WS
698
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
– –
-496,339
Closed -$10.7K
FRXB.WS
699
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
– –
-24,399
Closed -$512
TBCPW
700
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
– –
-26,346
Closed -$1.84K
26 27
28
29 30

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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.