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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
ROSEW
726
DELISTED
Rose Hill Acquisition Corporation Warrant
ROSEW
– –
-99,260
Closed -$5.75K
MTRY
727
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
– –
-71,050
Closed -$795K
SATX.WS.A
728
DELISTED
SatixFy Communications Ltd.
SATX.WS.A
– –
-43,295
Closed -$684
SHUAW
729
DELISTED
SHUAA Partners Acquisition Corp I Warrant
SHUAW
– –
-196,879
Closed -$12.5K
SHUA
730
DELISTED
SHUAA Partners Acquisition Corp I Class A Ordinary Share
SHUA
– –
-150,000
Closed -$1.66M
ARGO
731
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-517,930
Closed -$15.5M
JGGCR
732
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
– –
-1,425,167
Closed -$290K
CCF
733
DELISTED
Chase Corporation
CCF
– –
-16,909
Closed -$2.15M
JGGCW
734
DELISTED
Jaguar Global Growth Corporation I Warrant
JGGCW
– –
-704,533
Closed -$56.4K
ALORW
735
DELISTED
ALSP Orchid Acquisition Corp I Warrant
ALORW
– –
-142,140
Closed -$4.28K
NXGN
736
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-280,860
Closed -$6.66M
NEWR
737
DELISTED
New Relic, Inc.
NEWR
– –
-202,136
Closed -$17.3M
ICPT
738
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-734,970
Closed -$13.6M
TWNK
739
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-285,330
Closed -$9.5M
AVID
740
DELISTED
Avid Technology Inc
AVID
– –
-110,074
Closed -$2.96M
AAC.WS
741
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
– –
-14,999
Closed -$9.91K
ARTEW
742
DELISTED
Artemis Strategic Investment Corporation Warrant
ARTEW
– –
-246,599
Closed -$7.55K
JPS
743
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-1,044,984
Closed -$6.45M
ITAQ
744
DELISTED
Industrial Tech Acquisitions II, Inc. Class A Common Stock
ITAQ
– –
-94,777
Closed -$989K
ITAQW
745
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
– –
-178,238
Closed -$6.24K
DEN
746
DELISTED
Denbury Inc.
DEN
– –
-270,057
Closed -$26.5M
TRCA.WS
747
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
– –
-20,702
Closed -$1.55K
TMPOW
748
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
– –
-63,424
Closed -$571
FRBN
749
DELISTED
Forbion European Acquisition Corp. Class A Ordinary Shares
FRBN
– –
-459,272
Closed -$5.03M
FRBNW
750
DELISTED
Forbion European Acquisition Corp. Warrants
FRBNW
– –
-155,300
Closed -$116K
28 29
30
31 32

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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.