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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
JQC icon
551
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-346,484
Closed -$1.81M
MEGI
552
MainStay CBRE Global Infrastructure Megatrends Term Fund
MEGI
$788M
– –
-28,620
Closed -$371K
MOBXW icon
553
Mobix Labs Warrants
MOBXW
$766K
– –
-124,759
Closed -$8.76K
MSGS icon
554
Madison Square Garden
MSGS
$9.57B
– –
-16,259
Closed -$2.95M
MUA icon
555
BlackRock MuniAssets Fund
MUA
$529M
– –
-15,578
Closed -$165K
NMT icon
556
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
– –
-11,523
Closed -$121K
NVNIW
557
Nvni Group Limited Warrants
NVNIW
$578K
– –
-199,456
Closed -$7.08K
OPTXW icon
558
Syntec Optics Holdings Warrant
OPTXW
$16.2M
– –
-51,926
Closed -$5.25K
PAI
559
Western Asset Investment Grade Income Fund
PAI
$113M
– –
-10,817
Closed -$130K
RQI icon
560
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
– –
-26,527
Closed -$325K
SCD
561
LMP Capital and Income Fund
SCD
$351M
– –
-29,818
Closed -$418K
SOR
562
Source Capital
SOR
$371M
– –
-9,778
Closed -$395K
SVII
563
DELISTED
Spring Valley Acquisition Corp II
SVII
– –
-498,944
Closed -$5.41M
TBLD
564
Thornburg Income Builder Opportunities Trust
TBLD
$695M
– –
-20,347
Closed -$316K
XBPEW
565
XBP Europe Holdings Warrant
XBPEW
– –
-17,490
Closed -$1.02K
BRLSW icon
566
Borealis Foods Inc Warrant
BRLSW
– –
-73,236
Closed -$5.54K
DHAI
567
DELISTED
DIH Holdings US
DHAI
– –
-5,834
Closed -$1.59M
CEROW
568
DELISTED
CERo Therapeutics Warrants
CEROW
– –
-246,696
Closed -$5.8K
TVGNW icon
569
Tevogen Bio Warrant
TVGNW
$9.64M
– –
-236,314
Closed -$9.45K
ZEOWW
570
Zeo Energy Corp Warrants
ZEOWW
$160K
– –
-265,868
Closed -$10.6K
AIRJW
571
AirJoule Technologies Warrant
AIRJW
$63.7M
– –
-419,356
Closed -$12.5K
BNAIW
572
Brand Engagement Network Warrant
BNAIW
$2.45M
– –
-33,865
Closed -$677
GCTS.WS
573
GCT Semiconductor Holding Warrants
GCTS.WS
$15M
– –
-578,133
Closed -$57.8K
FAASW
574
DELISTED
DigiAsia Corp Warrant
FAASW
– –
-99,025
Closed -$3.05K
BTX
575
BlackRock Technology and Private Equity Term Trust
BTX
$957M
– –
-75,971
Closed -$557K
21 22
23
24 25

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CIS
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HCM
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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.