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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
EIM
101
Eaton Vance Municipal Bond Fund
EIM
$492M
$3.86M 0.14%
373,141
-84,182
-18% -$861K
CITE
102
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$3.85M 0.13%
350,000
– –
IQI icon
103
Invesco Quality Municipal Securities
IQI
$526M
$3.83M 0.13%
395,453
-1,619
-0.4% -$15.5K
EAD
104
Allspring Income Opportunities Fund
EAD
$372M
$3.81M 0.13%
573,327
-128,699
-18% -$854K
HTD
105
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$924M
$3.8M 0.13%
193,336
+24,943
+15% +$478K
GLST
106
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$3.7M 0.13%
345,344
+100,000
+41% +$1.07M
BLE
107
DELISTED
BlackRock Municipal Income Trust II
BLE
$3.7M 0.13%
340,662
-50,372
-13% -$540K
MUJ icon
108
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$3.6M 0.13%
309,686
-38,449
-11% -$442K
VCV icon
109
Invesco California Value Municipal Income Trust
VCV
$515M
$3.6M 0.13%
361,476
-3,358
-0.9% -$32.8K
Z icon
110
Zillow
Z
$7.04B
$3.59M 0.13%
73,529
-9,878
-12% -$538K
NKX icon
111
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$3.59M 0.13%
295,115
-9,809
-3% -$113K
GAM
112
General American Investors Company
GAM
$1.54B
$3.54M 0.12%
76,208
+13,166
+21% +$583K
ZTR
113
Virtus Total Return Fund
ZTR
$340M
$3.5M 0.12%
627,640
+123,088
+24% +$659K
LSXMK
114
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$3.46M 0.12%
116,898
-118,705
-50% -$3.56M
LEO
115
BNY Mellon Strategic Municipals
LEO
$387M
$3.45M 0.12%
565,044
– –
INBX
116
DELISTED
Inhibrx, Inc. Common Stock
INBX
$3.42M 0.12%
+97,774
New +$3.57M
BFK
117
DELISTED
BlackRock Municipal Income Trust
BFK
$3.39M 0.12%
328,589
-73,455
-18% -$751K
BZAI
118
Blaize Holdings
BZAI
$129M
$3.31M 0.12%
300,000
-273,646
-48% -$2.97M
GCTS
119
GCT Semiconductor Holding
GCTS
$177M
$3.31M 0.12%
+100,000
New +$1.18M
NRK icon
120
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$3.2M 0.11%
293,971
-128,915
-30% -$1.39M
BOWN
121
DELISTED
Bowen Acquisition Corp
BOWN
$3.14M 0.11%
300,000
+150,000
+100% +$1.56M
MUC icon
122
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$3.13M 0.11%
283,886
-215,224
-43% -$2.39M
VKI icon
123
Invesco Advantage Municipal Income Trust II
VKI
$394M
$3.12M 0.11%
366,571
– –
MVF
124
DELISTED
BlackRock MuniVest Fund
MVF
$3.02M 0.11%
427,665
-34,412
-7% -$241K
MYD
125
DELISTED
BlackRock MuniYield Fund
MYD
$2.99M 0.1%
270,133
-125,351
-32% -$1.36M
3 4
5
6 7

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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.