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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
SWN
1
DELISTED
Southwestern Energy Company
SWN
$74.7M 2.61%
+9,848,587
New +$66.9M
ETRN
2
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$70.3M 2.46%
+5,665,877
New +$60.8M
AXNX
3
DELISTED
Axonics, Inc. Common Stock
AXNX
$65.9M 2.31%
+955,801
New +$64.5M
PXD
4
DELISTED
Pioneer Natural Resource Co.
PXD
$57.7M 2.02%
220,604
+90,068
+69% +$21.1M
MGRC icon
5
McGrath RentCorp
MGRC
$2.94B
$55.1M 1.93%
+446,613
New +$54M
ACI icon
6
Albertsons Companies
ACI
$5.4B
$50.9M 1.78%
2,383,119
+562,670
+31% +$12.1M
TCN
7
DELISTED
Tricon Residential Inc.
TCN
$46.1M 1.61%
+4,134,282
New +$44.1M
DOOR
8
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$43.8M 1.54%
+333,518
New +$37.6M
AMED
9
DELISTED
Amedisys
AMED
$40.9M 1.43%
443,649
+91,634
+26% +$8.59M
HES
10
DELISTED
Hess
HES
$40.2M 1.41%
264,477
+48,148
+22% +$6.99M
ANSS
11
DELISTED
Ansys
ANSS
$39.3M 1.38%
+113,423
New +$38.4M
JNPR
12
DELISTED
Juniper Networks
JNPR
$38M 1.33%
+1,025,368
New +$37.4M
DFS
13
DELISTED
Discover Financial Services
DFS
$37.1M 1.3%
+284,536
New +$32.6M
ERF
14
DELISTED
Enerplus Corporation
ERF
$36M 1.26%
+1,832,631
New +$29.8M
WRK
15
DELISTED
WestRock Company
WRK
$35.7M 1.25%
731,511
+257,638
+54% +$11.3M
CTLT
16
DELISTED
CATALENT, INC.
CTLT
$30.2M 1.06%
+534,546
New +$28.9M
VZIO
17
DELISTED
VIZIO Holding Corp.
VZIO
$28M 0.98%
+2,559,618
New +$23.5M
AEL
18
DELISTED
American Equity Investment Life Holding Company
AEL
$27.1M 0.95%
481,303
+66,297
+16% +$3.68M
CERE
19
DELISTED
Cerevel Therapeutics Holdings, Inc. Common Stock
CERE
$24.4M 0.85%
576,116
-357,648
-38% -$15M
CPE
20
DELISTED
Callon Petroleum Company
CPE
$24.1M 0.84%
+674,730
New +$22M
MDC
21
DELISTED
M.D.C. Holdings, Inc.
MDC
$24.1M 0.84%
+382,937
New +$23.4M
HOLI
22
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$23.9M 0.84%
936,015
+816,539
+683% +$21M
KDK
23
Kodiak AI
KDK
$802M
$23.3M 0.81%
2,199,999
– –
CPRI icon
24
Capri Holdings
CPRI
$1.77B
$22.8M 0.8%
503,709
-38,158
-7% -$1.82M
KAMN
25
DELISTED
Kaman Corp
KAMN
$21.8M 0.76%
+474,334
New +$19.5M
1
2 3 4 5

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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.