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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
PLMJ
126
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$2.98M 0.1%
280,000
-19,038
-6% -$204K
CPZ
127
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$2.9M 0.1%
187,854
+19,051
+11% +$286K
EVN
128
Eaton Vance Municipal Income Trust
EVN
$427M
$2.89M 0.1%
282,009
-50,228
-15% -$509K
SCRM
129
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$2.87M 0.1%
268,282
-2,250,000
-89% -$23.9M
MHI
130
DELISTED
Pioneer Municipal High Income Fund
MHI
$2.85M 0.1%
322,830
-40,330
-11% -$351K
IVCA
131
DELISTED
Investcorp India Acquisition Corp
IVCA
$2.82M 0.1%
251,831
– –
AFB
132
AllianceBernstein National Municipal Income Fund
AFB
$312M
$2.76M 0.1%
251,564
-12,716
-5% -$138K
CENTA icon
133
Central Garden & Pet Co Class A
CENTA
$2.41B
$2.76M 0.1%
74,753
+35,903
+92% +$1.27M
PEGR
134
DELISTED
Project Energy Reimagined Acquisition Corp. Class A Ordinary Share
PEGR
$2.75M 0.1%
250,000
– –
DSM
135
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$2.74M 0.1%
468,415
-18,886
-4% -$109K
JFR icon
136
Nuveen Floating Rate Income Fund
JFR
$1.23B
$2.72M 0.1%
311,490
-521,388
-63% -$4.43M
IGTA
137
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$2.71M 0.09%
249,000
– –
BF.B icon
138
Brown-Forman Class B
BF.B
$12B
$2.69M 0.09%
52,084
+14,636
+39% +$815K
OSRH
139
OSR Health
OSRH
$14.8M
$2.66M 0.09%
249,995
– –
MUE
140
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.63M 0.09%
258,283
-9,674
-4% -$96.7K
BYM
141
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$2.52M 0.09%
216,821
-30,571
-12% -$348K
MIY icon
142
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$2.51M 0.09%
217,774
-16,615
-7% -$190K
MQY icon
143
BlackRock MuniYield Quality Fund
MQY
$807M
$2.5M 0.09%
203,925
-178,912
-47% -$2.19M
ISRL
144
DELISTED
Israel Acquisitions Corp
ISRL
$2.45M 0.09%
225,000
-172,864
-43% -$1.86M
NAN icon
145
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$2.43M 0.09%
221,954
-30,796
-12% -$337K
MYI icon
146
BlackRock MuniYield Quality Fund III
MYI
$709M
$2.43M 0.09%
211,829
-182,250
-46% -$2.07M
XFIN
147
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$2.41M 0.08%
220,000
– –
MAV
148
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$2.38M 0.08%
291,605
-29,990
-9% -$242K
PLTN
149
DELISTED
Plutonian Acquisition Corp. Common Stock
PLTN
$2.36M 0.08%
220,332
– –
MYN icon
150
BlackRock MuniYield New York Quality Fund
MYN
$374M
$2.35M 0.08%
223,554
-56,981
-20% -$591K
4 5
6
7 8

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.