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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
RACYW
526
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$5 ﹤0.01%
455,187
– –
AERTW
527
Aeries Technology Warrant
AERTW
– –
-193,005
Closed -$17.6K
AISPW
528
Airship AI Holdings Warrants
AISPW
$15.6M
– –
-61,737
Closed -$3.58K
AMPX.WS icon
529
Amprius Technologies Warrants
AMPX.WS
$383M
– –
-167,227
Closed -$65.2K
ANSCU
530
Agriculture & Natural Solutions Acquisition Corp Unit
ANSCU
– –
-1,500,000
Closed -$15.2M
ASGI
531
abrdn Global Infrastructure Income Fund
ASGI
$762M
– –
-73,496
Closed -$1.32M
AWF
532
AllianceBernstein Global High Income Fund
AWF
$868M
– –
-36,712
Closed -$372K
BGB
533
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-166,112
Closed -$1.88M
BGX
534
Blackstone Long-Short Credit Income Fund
BGX
$136M
– –
-41,697
Closed -$477K
BKNG icon
535
Booking.com
BKNG
$145B
– –
-135,275
Closed -$19.2M
CAPTW
536
DELISTED
Captivision Inc Warrant
CAPTW
– –
-611,415
Closed -$39.9K
CLBR.U
537
DELISTED
Colombier Acquisition Corp. II Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CLBR.U
– –
-1,287,000
Closed -$13M
CMPOW
538
DELISTED
CompoSecure Inc Warrant
CMPOW
– –
-16,519
Closed -$6.16K
COCHW icon
539
Envoy Medical Warrant
COCHW
$540K
– –
-43,850
Closed -$877
DMYY
540
DELISTED
dMY Squared
DMYY
– –
-148,980
Closed -$1.58M
DOC icon
541
Healthpeak Properties
DOC
$15.5B
– –
-187,099
Closed -$3.7M
ENGNW icon
542
enGene Therapeutics Warrants
ENGNW
$3.75M
– –
-127,339
Closed -$108K
FLYX.WS icon
543
flyExclusive Inc Warrants
FLYX.WS
– –
-337,618
Closed -$74.3K
FWRD icon
544
Forward Air
FWRD
$466M
– –
-83,536
Closed -$5.25M
GDEVW icon
545
GDEV Inc Warrant
GDEVW
$60.8K
– –
-136,267
Closed -$1
GHY
546
PGIM Global High Yield Fund
GHY
$479M
– –
-16,883
Closed -$192K
HOVR icon
547
New Horizon Aircraft
HOVR
$124M
– –
-330,000
Closed -$2.97M
HSPO
548
DELISTED
Horizon Space Acquisition I Corp
HSPO
– –
-196,133
Closed -$2.1M
HWH icon
549
HWH International
HWH
$11.4M
– –
-39,964
Closed -$2.1M
IRBT
550
DELISTED
iRobot
IRBT
– –
-200,802
Closed -$7.77M
20 21
22
23 24

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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.