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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
NBH
151
Neuberger Municipal Fund Inc
NBH
$304M
$2.34M 0.08%
223,622
-2,258
-1% -$23.4K
PDT
152
John Hancock Premium Dividend Fund
PDT
$634M
$2.34M 0.08%
200,613
-68,644
-25% -$767K
PEO
153
Adams Natural Resources Fund
PEO
$759M
$2.33M 0.08%
104,908
+7,400
+8% +$151K
JRS icon
154
Nuveen Real Estate Income Fund
JRS
$251M
$2.32M 0.08%
293,720
+23,884
+9% +$183K
FTF
155
Franklin Limited Duration Income Trust
FTF
$233M
$2.29M 0.08%
365,695
-55,978
-13% -$353K
MVT
156
DELISTED
BlackRock MuniVest Fund II
MVT
$2.28M 0.08%
209,103
-13,124
-6% -$142K
BYNO
157
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$2.28M 0.08%
205,347
– –
AQU
158
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$2.27M 0.08%
210,000
– –
IGD
159
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$2.25M 0.08%
424,719
+22,451
+6% +$115K
GLQ
160
Clough Global Equity Fund
GLQ
$154M
$2.25M 0.08%
345,508
+14,083
+4% +$87.5K
MHN
161
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$2.23M 0.08%
210,550
-31,099
-13% -$329K
KTF
162
DWS Municipal Income Trust
KTF
$346M
$2.23M 0.08%
246,757
-44,458
-15% -$399K
ASCB
163
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$2.23M 0.08%
199,997
– –
GMFI
164
DELISTED
Aetherium Acquisition Corp
GMFI
$2.22M 0.08%
198,909
– –
PHYT
165
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.18M 0.08%
195,717
– –
IGR
166
CBRE Global Real Estate Income Fund
IGR
$712M
$2.17M 0.08%
403,331
-109,456
-21% -$572K
BXMX
167
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$2.16M 0.08%
163,084
+78,950
+94% +$1.03M
EMCG
168
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.15M 0.08%
193,206
– –
AGD
169
abrdn Global Dynamic Dividend Fund
AGD
$315M
$2.14M 0.08%
220,624
+28,895
+15% +$272K
AIMBU
170
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$2.13M 0.07%
191,248
– –
GOOGL icon
171
Alphabet (Google) Class A
GOOGL
$3.91T
$2.11M 0.07%
14,013
-78,314
-85% -$11.2M
GRX
172
Gabelli Healthcare & Wellness Trust
GRX
$141M
$2.1M 0.07%
205,253
+24,893
+14% +$243K
JVSAU
173
DELISTED
JVSPAC Acquisition Corp. Unit
JVSAU
$2.09M 0.07%
+203,700
New +$2.08M
LGI
174
Lazard Global Total Return & Income Fund
LGI
$235M
$2.08M 0.07%
127,668
+14,168
+12% +$222K
FLC
175
Flaherty & Crumrine Total Return Fund
FLC
$174M
$2.07M 0.07%
134,011
+29,595
+28% +$445K
5 6
7
8 9

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.