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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
HGLB
176
Highland Global Allocation Fund
HGLB
$173M
$2.04M 0.07%
266,799
+344
+0.1% +$2.71K
BNY
177
DELISTED
BlackRock New York Municipal Income Trust
BNY
$2.03M 0.07%
191,964
-28,464
-13% -$300K
NXJ
178
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$2M 0.07%
165,682
-60,256
-27% -$724K
ACAC
179
DELISTED
Acri Capital Acquisition Corp
ACAC
$2M 0.07%
178,500
– –
AVK
180
Advent Convertible and Income Fund
AVK
$544M
$1.98M 0.07%
170,469
-79,291
-32% -$906K
JRI icon
181
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$1.94M 0.07%
163,419
-50,126
-23% -$582K
SDHY
182
PGIM Short Duration High Yield Opportunities Fund
SDHY
$392M
$1.92M 0.07%
125,055
+543
+0.4% +$8.26K
FUSN
183
DELISTED
Fusion Pharmaceuticals Inc. Common Shares
FUSN
$1.83M 0.06%
+86,040
New +$1.03M
DPG
184
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$1.8M 0.06%
188,097
+82,390
+78% +$754K
LDP icon
185
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$1.79M 0.06%
89,117
-63,806
-42% -$1.24M
HUDA
186
DELISTED
Hudson Acquisition I Corp. Common Stock
HUDA
$1.78M 0.06%
167,927
– –
NQP
187
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.71M 0.06%
144,480
-53,399
-27% -$624K
ATMC
188
DELISTED
AlphaTime Acquisition Corp
ATMC
$1.7M 0.06%
155,200
+1,100
+0.7% +$11.9K
BWAQ
189
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$1.69M 0.06%
151,435
– –
DMF
190
DELISTED
BNY Mellon Municipal Income
DMF
$1.68M 0.06%
245,931
-31,208
-11% -$207K
ETO
191
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$492M
$1.66M 0.06%
66,549
+12,884
+24% +$313K
ASBP
192
Aspire Biopharma
ASBP
$9.4M
$1.65M 0.06%
125
– –
AMCI
193
AMC Robotics
AMCI
$111M
$1.64M 0.06%
149,997
– –
MQT
194
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$1.64M 0.06%
155,890
-21,404
-12% -$222K
GBBK
195
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$1.62M 0.06%
150,000
+75,000
+100% +$804K
BKN
196
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$1.62M 0.06%
130,158
-25,702
-16% -$309K
MARX
197
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$1.6M 0.06%
150,000
-25,000
-14% -$267K
CETU
198
DELISTED
Cetus Capital Acquisition Corp. Class A Common Stock
CETU
$1.59M 0.06%
149,997
-314,576
-68% -$3.32M
TY icon
199
TRI-Continental Corp
TY
$1.86B
$1.54M 0.05%
50,070
+12,977
+35% +$382K
FTHY
200
First Trust High Yield Opportunities 2027 Term Fund
FTHY
$499M
$1.53M 0.05%
105,196
-116,219
-52% -$1.65M
6 7
8
9 10

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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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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.