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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
IGA
201
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$1.52M 0.05%
168,042
-4,656
-3% -$40.2K
RMT
202
Royce Micro-Cap Trust
RMT
$736M
$1.51M 0.05%
160,054
-35,774
-18% -$327K
BHAC
203
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.51M 0.05%
143,836
– –
GODN
204
DELISTED
Golden Star Acquisition Corporation Ordinary Shares
GODN
$1.49M 0.05%
140,000
– –
VTN icon
205
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$1.41M 0.05%
131,120
-27,230
-17% -$288K
SCRMW
206
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$1.38M 0.05%
2,925,732
+333,000
+13% +$155K
FEN
207
DELISTED
First Trust Energy Income and Growth Fund
FEN
$1.38M 0.05%
84,554
-33,996
-29% -$507K
HEQ
208
John Hancock Hedged Equity & Income Fund
HEQ
$140M
$1.37M 0.05%
130,589
+29,391
+29% +$299K
FMN
209
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$1.36M 0.05%
122,886
-20,185
-14% -$224K
PFD
210
Flaherty & Crumrine Preferred and Income Fund
PFD
$145M
$1.32M 0.05%
124,667
+26,439
+27% +$272K
GLO
211
Clough Global Opportunities Fund
GLO
$249M
$1.27M 0.04%
249,391
-4,366
-2% -$21.3K
HYB
212
DELISTED
New America High Income Fund, Inc.
HYB
$1.25M 0.04%
171,796
-30,218
-15% -$219K
VPV icon
213
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$1.24M 0.04%
120,533
-27,293
-18% -$276K
VFL
214
DELISTED
abrdn National Municipal Income Fund
VFL
$1.16M 0.04%
112,370
– –
EVM
215
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$1.15M 0.04%
121,818
-49,353
-29% -$460K
ECF
216
Ellsworth Growth & Income Fund
ECF
$171M
$1.15M 0.04%
141,194
+40,190
+40% +$322K
AFAR
217
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$1.11M 0.04%
100,000
– –
ATEK
218
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$1.09M 0.04%
99,000
– –
TMTC
219
DELISTED
TMT Acquisition Corp Ordinary Shares
TMTC
$1.07M 0.04%
100,000
– –
BATRK icon
220
Atlanta Braves Holdings Series B
BATRK
$3.23B
$1.06M 0.04%
27,081
-47,235
-64% -$1.86M
THCP
221
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$1.02M 0.04%
+100,000
New +$1.03M
OAKU
222
DELISTED
Oak Woods Acquisition Corp
OAKU
$1.02M 0.04%
95,000
– –
FEXD
223
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$1.01M 0.04%
91,612
– –
DIST
224
DELISTED
Distoken Acquisition Corp
DIST
$968K 0.03%
89,998
– –
NPV icon
225
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$945K 0.03%
85,325
– –
7 8
9
10 11

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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.