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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
ETG
51
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$8.5M 0.3%
465,859
+130,256
+39% +$2.3M
HQH
52
abrdn Healthcare Investors
HQH
$1.23B
$8.46M 0.3%
501,542
+1,124
+0.2% +$19.2K
NWLI
53
DELISTED
National Western Life Group, Inc. Class A
NWLI
$8.27M 0.29%
16,820
– –
RVT icon
54
Royce Value Trust
RVT
$2.21B
$7.91M 0.28%
521,586
+6,840
+1% +$98.6K
NVG icon
55
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$7.82M 0.27%
643,979
-30,708
-5% -$365K
BCX icon
56
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$7.62M 0.27%
839,233
+171,140
+26% +$1.48M
IBACU
57
DELISTED
IB Acquisition Corp. Unit
IBACU
$7.5M 0.26%
+750,000
New +$7.5M
NZF icon
58
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$7.46M 0.26%
609,425
-101,802
-14% -$1.21M
NFJ
59
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$7.39M 0.26%
577,894
-15,195
-3% -$188K
HYAC
60
DELISTED
Haymaker Acquisition Corp 4
HYAC
$7.29M 0.26%
699,998
+400,000
+133% +$4.14M
HAYN
61
DELISTED
Haynes International, Inc.
HAYN
$7.2M 0.25%
+119,731
New +$6.9M
FFC
62
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$768M
$7.19M 0.25%
484,410
+79,843
+20% +$1.15M
KVAC icon
63
Keen Vision Acquisition Corp
KVAC
$70.5M
$7.05M 0.25%
675,000
+550,000
+440% +$5.72M
BOE icon
64
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$6.95M 0.24%
664,158
+149,781
+29% +$1.52M
THQ
65
abrdn Healthcare Opportunities Fund
THQ
$769M
$6.72M 0.24%
334,342
-44,054
-12% -$847K
GPN icon
66
Global Payments
GPN
$22.1B
$6.68M 0.23%
+50,300
New +$6.65M
NAC icon
67
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$6.44M 0.23%
583,949
-62,295
-10% -$686K
TBMC
68
DELISTED
Trailblazer Merger Corp I
TBMC
$6.26M 0.22%
588,763
– –
OLK
69
DELISTED
Olink Holding AB (publ) American Depositary Shares
OLK
$6.17M 0.22%
262,404
– –
LBAI
70
DELISTED
Lakeland Bancorp Inc
LBAI
$6.16M 0.22%
509,266
– –
SPKL
71
Spark I Acquisition Corp
SPKL
$103M
$6.16M 0.22%
599,999
– –
DIAX
72
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$5.92M 0.21%
403,765
+89,776
+29% +$1.3M
PLAO
73
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$5.8M 0.2%
513,635
– –
WELL icon
74
Welltower
WELL
$178B
$5.7M 0.2%
+61,100
New +$5.53M
NNAG
75
DELISTED
99 Acquisition Group Inc
NNAG
$5.67M 0.2%
550,000
+100,000
+22% +$1.03M
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.