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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
X
26
DELISTED
US Steel
X
$20.7M 0.72%
507,404
-306,014
-38% -$14M
UBER icon
27
Uber
UBER
$134B
$16.1M 0.56%
+209,528
New +$15M
HA
28
DELISTED
Hawaiian Holdings, Inc.
HA
$15.3M 0.53%
1,145,164
-300,674
-21% -$4.18M
ANSC
29
Agriculture & Natural Solutions Acquisition Corp
ANSC
$476M
$15.2M 0.53%
+1,500,000
New +$15.2M
LEGT.U
30
DELISTED
Legato Merger Corp III Units
LEGT.U
$15.2M 0.53%
+1,500,000
New +$15.1M
EXG icon
31
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$13.5M 0.47%
1,656,805
+452,410
+38% +$3.57M
EVBG
32
DELISTED
Everbridge, Inc. Common Stock
EVBG
$13.3M 0.47%
+381,542
New +$10.7M
CLBR
33
DELISTED
Colombier Acquisition Corp II
CLBR
$13.2M 0.46%
+1,286,997
New +$13.1M
JPC icon
34
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$13.1M 0.46%
1,818,591
-400,525
-18% -$2.84M
USAR
35
USA Rare Earth Inc
USAR
$3.46B
$13M 0.46%
1,244,758
+744,760
+149% +$7.76M
BSTZ icon
36
BlackRock Science and Technology Term Trust
BSTZ
$1.97B
$12.6M 0.44%
651,508
+67,027
+11% +$1.2M
STER
37
DELISTED
Sterling Check Corp. Common Stock
STER
$12.6M 0.44%
+784,113
New +$11.2M
UAA icon
38
Under Armour
UAA
$3B
$12.3M 0.43%
1,673,227
+641,878
+62% +$5.11M
BDJ icon
39
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$11.7M 0.41%
1,419,298
+397,607
+39% +$3.17M
GDV icon
40
Gabelli Dividend & Income Trust
GDV
$2.6B
$11.3M 0.39%
489,776
+95,753
+24% +$2.1M
NETD
41
DELISTED
Nabors Energy Transition Corp II
NETD
$10.4M 0.36%
999,997
– –
ESHA
42
DELISTED
ESH Acquisition Corp
ESHA
$10.1M 0.35%
975,000
+175,000
+22% +$1.81M
RA
43
Brookfield Real Assets Income Fund
RA
$703M
$10M 0.35%
775,329
+114,080
+17% +$1.48M
SBXC
44
DELISTED
SilverBox Corp III
SBXC
$9.67M 0.34%
922,402
+204,108
+28% +$2.13M
NEA icon
45
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$9.39M 0.33%
847,950
-10,492
-1% -$115K
ETW
46
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$9.36M 0.33%
1,141,507
+261,661
+30% +$2.08M
AOD
47
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$9.3M 0.33%
1,121,815
+229,831
+26% +$1.86M
SKGR
48
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
$9.17M 0.32%
829,756
-391,796
-32% -$4.31M
SP
49
DELISTED
SP Plus Corporation
SP
$8.82M 0.31%
168,868
+4,906
+3% +$253K
NAD icon
50
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$8.8M 0.31%
768,163
-5,038
-0.7% -$56.9K
1
2
3 4 5

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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.