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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
ZLS
251
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$476K 0.02%
43,940
– –
QQQX icon
252
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.44B
$438K 0.02%
+18,131
New +$426K
GHIXW
253
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$428K 0.02%
1,527,830
– –
QOMO
254
DELISTED
Qomolangma Acquisition Corp. Common Stock
QOMO
$400K 0.01%
36,726
+6,731
+22% +$73.1K
PCK
255
DELISTED
Pimco California Municipal Income Fund II
PCK
$392K 0.01%
67,903
– –
MFM
256
Aberdeen Municipal Income Fund
MFM
$222M
$379K 0.01%
70,549
-56,106
-44% -$295K
PARA
257
DELISTED
Paramount Global Class B
PARA
$366K 0.01%
31,060
-150,453
-83% -$1.89M
BGH
258
Barings Global Short Duration High Yield Fund
BGH
$283M
$348K 0.01%
24,314
-51,355
-68% -$720K
BCV
259
Bancroft Fund
BCV
$135M
$346K 0.01%
21,668
-816
-4% -$12.7K
PNST
260
DELISTED
Pinstripes Holdings, Inc.
PNST
$325K 0.01%
100,000
– –
ENX
261
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$325K 0.01%
33,459
-21,707
-39% -$212K
BSL
262
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$169M
$323K 0.01%
22,520
-65,741
-74% -$910K
SWZ
263
Swiss Helvetia Fund
SWZ
$76.2M
$311K 0.01%
39,273
+6,294
+19% +$50.1K
CFLT
264
DELISTED
Confluent
CFLT
$305K 0.01%
+9,994
New +$282K
AITR
265
DELISTED
AI Transportation Acquisition Corp
AITR
$257K 0.01%
+25,000
New +$256K
RFMZ
266
RiverNorth Flexible Municipal Income Fund II
RFMZ
$320M
$242K 0.01%
17,249
-19,572
-53% -$271K
SKGRW
267
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$241K 0.01%
473,002
– –
BZAIW
268
Blaize Holdings Warrants
BZAIW
$6.89M
$211K 0.01%
1,172,880
– –
PANW icon
269
Palo Alto Networks
PANW
$259B
$204K 0.01%
1,434
-236
-14% -$37.2K
KDKRW
270
Kodiak AI Warrants
KDKRW
$204K 0.01%
1,099,999
– –
CLBR.WS
271
DELISTED
Colombier Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
CLBR.WS
$197K 0.01%
+428,997
New +$186K
KYCHR
272
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$174K 0.01%
697,905
– –
IHD
273
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
$173K 0.01%
32,896
-2,927
-8% -$15.1K
ISD
274
PGIM High Yield Bond Fund
ISD
$418M
$141K ﹤0.01%
10,864
-119,468
-92% -$1.52M
CSLMR
275
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$126K ﹤0.01%
717,337
– –
9 10
11
12 13

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GA
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CIS
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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.