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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
FSD
601
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
– –
-51,424
Closed -$622K
CMCA
602
DELISTED
Capitalworks Emerging Markets Acquisition Corp Class A Ordinary Shares
CMCA
– –
-400,000
Closed -$4.38M
MTAL.WS
603
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
– –
-32,725
Closed -$56K
KYCH
604
DELISTED
Keyarch Acquisition Corporation Ordinary Shares
KYCH
– –
-89,032
Closed -$968K
LIBY
605
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
– –
-103,561
Closed -$1.13M
LIBYW
606
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
– –
-143,219
Closed -$716
PORT.WS
607
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
– –
-477,203
Closed -$11.9K
PEPLW
608
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
– –
-299,999
Closed -$9.03K
ADOCR
609
DELISTED
Edoc Acquisition Corp. Right
ADOCR
– –
-100,000
Closed -$7K
ADOCW
610
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
– –
-100,000
Closed -$1.29K
HCMA
611
DELISTED
HCM Acquisition Corp Class A Ordinary Shares
HCMA
– –
-300,000
Closed -$3.35M
HCMAW
612
DELISTED
HCM Acquisition Corp Warrant
HCMAW
– –
-485,346
Closed -$13.3K
AYX
613
DELISTED
Alteryx Inc
AYX
– –
-613,306
Closed -$28.9M
KRTX
614
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
– –
-147,256
Closed -$46.6M
ROSS.WS
615
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
– –
-49,999
Closed -$2.8K
SPLK
616
DELISTED
Splunk Inc
SPLK
– –
-155,284
Closed -$23.6M
ENCPW
617
DELISTED
Energem Corp Warrant
ENCPW
– –
-119,380
Closed -$1.79K
TGH
618
DELISTED
Textainer Group Holdings limited
TGH
– –
-376,293
Closed -$18.5M
ALTUW
619
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
– –
-135,000
Closed -$3.1K
SOVO
620
DELISTED
Sovos Brands, Inc. Common Stock
SOVO
– –
-826,822
Closed -$18.2M
LBBBR
621
DELISTED
Lakeshore Acquisition II Corp. Rights
LBBBR
– –
-120,525
Closed -$22.9K
LBBBW
622
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
– –
-60,262
Closed -$627
EACPW
623
DELISTED
Edify Acquisition Corp. Warrant
EACPW
– –
-61,000
Closed -$878
IRRX.WS
624
DELISTED
Integrated Rail and Resources Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
IRRX.WS
– –
-166,597
Closed -$16.7K
TGVCW
625
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
– –
-581,796
Closed -$8.61K
23 24
25
26 27

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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.