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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
TGVC
626
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
– –
-70,262
Closed -$762K
SAGAR
627
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
– –
-195,179
Closed -$14.6K
SAGA
628
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
– –
-87,897
Closed -$960K
RCACW
629
DELISTED
Revelstone Capital Acquisition Corp. Warrant
RCACW
– –
-632,275
Closed -$25.3K
SZZLW
630
DELISTED
Sizzle Acquisition Corp. Warrant
SZZLW
– –
-96,963
Closed -$8.82K
SZZL
631
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
– –
-55,832
Closed -$615K
ROVR
632
DELISTED
Rover Group, Inc. Class A Common Stock
ROVR
– –
-521,926
Closed -$5.68M
LCAHW
633
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
– –
-125,000
Closed -$8.11K
RYZB
634
DELISTED
RayzeBio, Inc. Common Stock
RYZB
– –
-136,895
Closed -$8.51M
SLACW
635
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
– –
-29,999
Closed -$576
FICVW
636
DELISTED
Frontier Investment Corp Warrants
FICVW
– –
-146,804
Closed -$7.93K
SHAP.WS
637
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
– –
-308,980
Closed -$9.27K
SHAP
638
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
– –
-149,999
Closed -$1.62M
LCAAW
639
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
– –
-33,332
Closed -$22.7K
GRCL
640
DELISTED
Gracell Biotechnologies Inc. American Depositary Shares
GRCL
– –
-130,779
Closed -$1.31M
ICVX
641
DELISTED
Icosavax, Inc. Common Stock
ICVX
– –
-190,269
Closed -$3M
CHEA
642
DELISTED
Chenghe Acquisition Co. Class A Ordinary Share
CHEA
– –
-258,219
Closed -$2.84M
NRACW
643
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
– –
-50,000
Closed -$510
IMGN
644
DELISTED
Immunogen Inc
IMGN
– –
-1,429,078
Closed -$42.4M
HHLA.WS
645
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
– –
-32,149
Closed -$804
NUBIW
646
DELISTED
Nubia Brand International Corp. Warrant
NUBIW
– –
-484,949
Closed -$22.8K
DMAQR
647
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
– –
-369,302
Closed -$111K
ESMT
648
DELISTED
EngageSmart, Inc.
ESMT
– –
-128,304
Closed -$2.94M
OPA.WS
649
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
– –
-49,999
Closed -$845
NCACW
650
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
– –
-144,965
Closed -$2.32K
23 24 25
26
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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.