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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
CVII
76
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$5.35M 0.19%
+500,000
New +$5.3M
ALCY
77
DELISTED
Alchemy Investments Acquisition Corp 1
ALCY
$5.33M 0.19%
503,497
+100,000
+25% +$1.05M
HQL
78
abrdn Life Sciences Investors
HQL
$585M
$5.28M 0.18%
387,310
+3,079
+0.8% +$42.6K
QETA icon
79
Quetta Acquisition Corp
QETA
$5.06M 0.18%
496,611
+159,000
+47% +$1.62M
FORL
80
DELISTED
Four Leaf Acquisition Corp
FORL
$5.01M 0.18%
464,956
– –
BTT icon
81
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$4.91M 0.17%
233,029
– –
STEW
82
SRH Total Return Fund
STEW
$1.75B
$4.85M 0.17%
322,226
+88,438
+38% +$1.27M
VMO icon
83
Invesco Municipal Opportunity Trust
VMO
$647M
$4.72M 0.17%
484,611
-28,920
-6% -$278K
EVT icon
84
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$4.72M 0.17%
199,799
+35,384
+22% +$795K
UCFI
85
CN Healthy Food Tech Group
UCFI
$4.59M 0.16%
+460,000
New +$4.6M
MHD icon
86
BlackRock MuniHoldings Fund
MHD
$597M
$4.57M 0.16%
378,300
-31,255
-8% -$373K
BKHAU
87
Black Hawk Acquisition Corp Units
BKHAU
$4.49M 0.16%
+442,053
New +$4.48M
MMU
88
Western Asset Managed Municipals Fund
MMU
$549M
$4.46M 0.16%
426,565
-37,692
-8% -$384K
CET
89
Central Securities Corp
CET
$1.54B
$4.39M 0.15%
105,037
+34,940
+50% +$1.35M
VGM icon
90
Invesco Trust Investment Grade Municipals
VGM
$549M
$4.38M 0.15%
444,116
-2,750
-0.6% -$27K
BMEZ icon
91
BlackRock Health Sciences Trust II
BMEZ
$957M
$4.38M 0.15%
267,019
-194,633
-42% -$3.07M
DSAQ
92
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$4.36M 0.15%
394,272
+150,000
+61% +$1.65M
EVV
93
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$4.32M 0.15%
442,889
-240,268
-35% -$2.35M
CHW
94
Calamos Global Dynamic Income Fund
CHW
$544M
$4.27M 0.15%
656,149
+168,950
+35% +$1.03M
ENV
95
DELISTED
ENVESTNET, INC.
ENV
$4.25M 0.15%
+73,439
New +$3.83M
BGY icon
96
BlackRock Enhanced International Dividend Trust
BGY
$512M
$4.2M 0.15%
759,519
+54,798
+8% +$293K
VKQ icon
97
Invesco Municipal Trust
VKQ
$536M
$4.19M 0.15%
431,854
-452
-0.1% -$4.31K
MUI
98
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$4.09M 0.14%
339,493
-128,971
-28% -$1.52M
BTZ icon
99
BlackRock Credit Allocation Income Trust
BTZ
$927M
$4.04M 0.14%
378,163
-262,296
-41% -$2.82M
IIM icon
100
Invesco Value Municipal Income Trust
IIM
$583M
$3.94M 0.14%
328,193
– –
2 3
4
5 6

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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.