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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
+6.88%
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
$2.86B
AUM Growth
+$380M
Cap. Flow
-$521M
Cap. Flow %
-18.25%
Top 10 Hldgs %
20.72%
Holding
740
New
50
Increased
76
Reduced
141
Closed
138

Top Buys

Rank Stock Value
1
SWN
Southwestern Energy Company
SWN
+$66.9M
2
AXNX
Axonics, Inc. Common Stock
AXNX
+$64.5M
3
ETRN
Equitrans Midstream Corporation Common Stock
ETRN
+$60.8M
4
MGRC icon
McGrath RentCorp
MGRC
+$54M
5
TCN
Tricon Residential Inc.
TCN
+$44.1M

Top Sells

Rank Stock Value
1
KRTX
Karuna Therapeutics, Inc. Common Stock
KRTX
+$46.6M
2
IMGN
Immunogen Inc
IMGN
+$42.4M
3
TXNM
TXNM Energy Inc
TXNM
+$34.3M
4
GHIX
Gores Holdings IX, Inc. Class A Common Stock
GHIX
+$32M
5
AYX
Alteryx Inc
AYX
+$28.9M

Sector Composition

Rank Sector Weight
1 Energy 10.61%
2 Financials 10.02%
3 Healthcare 6.4%
4 Industrials 6.29%
5 Technology 6.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HFRO
226
Highland Opportunities and Income Fund
HFRO
$403M
$943K 0.03%
134,122
-78,587
-37% -$531K
BGR icon
227
BlackRock Energy and Resources Trust
BGR
$412M
$862K 0.03%
65,024
+20,034
+45% +$249K
GF
228
New Germany Fund
GF
$183M
$858K 0.03%
98,512
+27,270
+38% +$230K
EMF
229
Templeton Emerging Markets Fund
EMF
$312M
$817K 0.03%
68,411
+7,807
+13% +$89.8K
LGVC
230
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$811K 0.03%
82,000
– –
FCT
231
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$736K 0.03%
71,103
-57,624
-45% -$578K
NAZ icon
232
Nuveen Arizona Quality Municipal Income Fund
NAZ
$157M
$734K 0.03%
66,888
-900
-1% -$9.78K
ASA
233
ASA Gold and Precious Metals
ASA
$962M
$728K 0.03%
+47,379
New +$690K
PNBK icon
234
Patriot National Bancorp
PNBK
$131M
$693K 0.02%
189,455
– –
PHT
235
DELISTED
Pioneer High Income Fund
PHT
$677K 0.02%
88,443
-83,286
-48% -$615K
INSI
236
DELISTED
Insight Select Income Fund
INSI
$663K 0.02%
40,230
-6,975
-15% -$111K
UTZ icon
237
Utz Brands
UTZ
$1.25B
$645K 0.02%
+35,000
New +$623K
PFO
238
Flaherty & Crumrine Preferred and Income Opportunity Fund
PFO
$118M
$633K 0.02%
75,055
+14,829
+25% +$122K
ETB
239
Eaton Vance Tax-Managed Buy-Write Income Fund
ETB
$448M
$627K 0.02%
45,964
+7,879
+21% +$105K
IDE
240
Voya Infrastructure, Industrials and Materials Fund
IDE
$200M
$627K 0.02%
59,611
-23,222
-28% -$234K
SBI
241
Western Asset Intermediate Muni Fund
SBI
$108M
$577K 0.02%
72,895
-25,059
-26% -$197K
GAQ
242
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$576K 0.02%
52,253
– –
MHF
243
Western Asset Municipal High Income Fund
MHF
$152M
$571K 0.02%
84,026
-15,682
-16% -$103K
JHS
244
John Hancock Income Securities Trust
JHS
$127M
$557K 0.02%
49,820
+7,923
+19% +$86.7K
FUND
245
Sprott Focus Trust
FUND
$294M
$556K 0.02%
69,287
+30,900
+80% +$238K
CLRC
246
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
$555K 0.02%
49,568
– –
PHD
247
DELISTED
Pioneer Floating Rate Fund
PHD
$547K 0.02%
56,530
-63,051
-53% -$601K
PPYA
248
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$508K 0.02%
46,982
-73,360
-61% -$798K
AEF
249
abrdn Emerging Markets Equity Income Fund
AEF
$352M
$501K 0.02%
99,153
+24,098
+32% +$120K
MPA icon
250
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$141M
$497K 0.02%
41,000
-14,910
-27% -$177K
8 9
10
11 12

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JWBC
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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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 Q1 2024 Portfolio in Review

As of Q1 2024, AQR Arbitrage held 740 positions worth $2.86B, up 15% from $2.48B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

AQR Arbitrage withdrew a net $521M in Q1 2024, closing 138 positions and reducing 141 holdings. Its most notable exit was Karuna Therapeutics, Inc. Common Stock, an estimated $46.6M position sold in full.

By sector, the portfolio is most concentrated in Energy at 11% of assets, up from 2.4% a quarter earlier, followed by Financials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Southwestern Energy Company worth $74.7M.

  • AQR Arbitrage's largest Q1 2024 buy was Southwestern Energy Company: 9,848,587 shares worth $74.7M.
  • AQR Arbitrage added most to Pioneer Natural Resource Co. in Q1 2024, an estimated $21.1M increase.
  • AQR Arbitrage's biggest Q1 2024 reduction was Screaming Eagle Acquisition Corp. Class A Ordinary Shares, cutting an estimated $23.9M.
  • AQR Arbitrage fully exited Karuna Therapeutics, Inc. Common Stock in Q1 2024, selling an estimated $46.6M.
  • AQR Arbitrage's ten largest holdings make up 21% of its $2.86B portfolio in Q1 2024.
  • AQR Arbitrage opened 50 new positions and closed 138 in Q1 2024.
  • AQR Arbitrage's portfolio value rose 15% quarter-over-quarter to $2.86B.

Based on AQR Arbitrage's 13F filing for Q1 2024, filed 15 May 2024.