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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
YOTA
651
DELISTED
Yotta Acquisition Corporation Common Stock
YOTA
– –
-199,509
Closed -$2.1M
ML.WS
652
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
– –
-23,178
Closed -$1.07K
MSSA
653
DELISTED
Metal Sky Star Acquisition Corporation Ordinary shares
MSSA
– –
-73,697
Closed -$806K
PNST
654
DELISTED
Pinstripes Holdings, Inc.
PNST
$0 ﹤0.01%
100,000
-300,000
-75% -$3.18M
RFAC
655
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
– –
-199,198
Closed -$2.12M
QTI
656
QT Imaging Holdings
QTI
$37.9M
– –
-286,100
Closed -$3.1M
LATG
657
DELISTED
Chenghe Acquisition I Co. Class A Ordinary Shares
LATG
– –
-298,220
Closed -$3.22M
IVCB
658
DELISTED
Investcorp Europe Acquisition Corp I Class A Ordinary Shares
IVCB
– –
-249,304
Closed -$2.71M
KACL
659
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
– –
-204,436
Closed -$2.3M
PRLH
660
DELISTED
Pearl Holdings Acquisition Corp Class A Ordinary Shares
PRLH
– –
-562,511
Closed -$6.03M
GLLI
661
DELISTED
Globalink Investment Inc. Common Stock
GLLI
– –
-169,482
Closed -$1.82M
TLGY
662
DELISTED
TLGY Acquisition Corporation Class A Ordinary Share
TLGY
– –
-246,934
Closed -$2.72M
TGAA
663
DELISTED
Target Global Acquisition I Corp. Class A Ordinary Share
TGAA
– –
-149,965
Closed -$1.63M
WEL
664
DELISTED
Integrated Wellness Acquisition Corp
WEL
– –
-250,000
Closed -$2.74M
BCSA
665
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
– –
-350,000
Closed -$3.78M
INTE
666
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
– –
-144,874
Closed -$1.55M
SEDA
667
DELISTED
SDCL EDGE Acquisition Corporation
SEDA
– –
-441,019
Closed -$4.67M
VSAC
668
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
– –
-99,604
Closed -$1.09M
CDAQ
669
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
– –
-185,501
Closed -$1.95M
NNAGU
670
DELISTED
99 Acquisition Group Inc Unit
NNAGU
– –
-50,000
Closed -$519K
SLAM
671
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
– –
-250,000
Closed -$2.69M
SPEC
672
DELISTED
Spectaire Holdings, Inc. Common Stock
SPEC
– –
-100,000
Closed -$1.11M
TRTL
673
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
– –
-330,840
Closed -$3.47M
APCA
674
DELISTED
AP Acquisition Corp
APCA
– –
-247,890
Closed -$2.72M
ASCA
675
DELISTED
A SPAC I Acquisition Corp. Class A Ordinary Share
ASCA
– –
-140,815
Closed -$1.52M
25 26
27
28 29

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GA
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HCM
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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.