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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
NFNT.WS
751
DELISTED
Infinite Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFNT.WS
– –
-94,054
Closed -$3.76K
CXAC.WS
752
DELISTED
C5 Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
CXAC.WS
– –
-677,864
Closed -$25.1K
CXAC
753
DELISTED
C5 Acquisition Corporation
CXAC
– –
-743,846
Closed -$8.16M
ACAQ.WS
754
DELISTED
Athena Consumer Acquisition Corp. Redeemable warrants included as part of the units, each whole warrant exercisable for one share of Class A common stock for $11.50 per share
ACAQ.WS
– –
-163,767
Closed -$59K
HPLT
755
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
– –
-97,782
Closed -$1.03M
HPLTW
756
DELISTED
Home Plate Acquisition Corporation Warrant
HPLTW
– –
-49,318
Closed -$1.7K
CIR
757
DELISTED
CIRCOR International, Inc
CIR
– –
-110,287
Closed -$6.15M
HCCI
758
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
– –
-74,238
Closed -$3.37M
RBT.WS
759
DELISTED
Rubicon Technologies, Inc. Warrants, each warrant is exercisable for 1/8th of a share of Class A Common Stock at an exercise price of $92.00r share
RBT.WS
– –
-206,880
Closed -$2.32K
CCV.WS
760
DELISTED
Churchill Capital Corp V Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCV.WS
– –
-12,499
Closed -$2.31K
BTWNW
761
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
– –
-40,000
Closed -$13.6K
NATI
762
DELISTED
National Instruments Corp
NATI
– –
-388,244
Closed -$23.1M
SAMA
763
DELISTED
Schultze Special Purpose Acquisition Corp. II Class A Common Stock
SAMA
– –
-396,940
Closed -$4.21M
SAMAW
764
DELISTED
Schultze Special Purpose Acquisition Corp. II Warrant
SAMAW
– –
-74,009
Closed -$370
JUN
765
DELISTED
Juniper II Corp.
JUN
– –
-400,000
Closed -$4.24M
BIOS
766
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
– –
-482,993
Closed -$5.23M
BIOSW
767
DELISTED
BioPlus Acquisition Corp. Warrants
BIOSW
– –
-294,525
Closed -$16.5K
FZT.WS
768
DELISTED
FAST Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FZT.WS
– –
-33,272
Closed -$16.6K
LFAC
769
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
– –
-397,909
Closed -$4.34M
LFACW
770
DELISTED
LF Capital Acquisition Corp. II Warrants
LFACW
– –
-166,444
Closed -$616
MPRAW
771
DELISTED
Mercato Partners Acquisition Corporation Warrant
MPRAW
– –
-205,934
Closed -$43.2K
HZNP
772
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-443,249
Closed -$51.3M
ESTE
773
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
– –
-347,917
Closed -$7.04M
ATVI
774
DELISTED
Activision Blizzard
ATVI
– –
-387,403
Closed -$36.3M
MNP
775
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
– –
-71,714
Closed -$759K
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.