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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
+1.22%
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
$3.86B
AUM Growth
+$1B
Cap. Flow
-$525M
Cap. Flow %
-13.6%
Top 10 Hldgs %
23.02%
Holding
673
New
64
Increased
66
Reduced
143
Closed
106

Top Buys

Rank Stock Value
1
CHX
ChampionX
CHX
+$56M
2
EDR
Endeavor Group Holdings, Inc.
EDR
+$55M
3
HCP
HashiCorp, Inc. Class A Common Stock
HCP
+$50.4M
4
ALE
Allete
ALE
+$36.6M
5
NVEI
Nuvei Corporation Subordinate Voting Shares
NVEI
+$32.5M

Top Sells

Rank Stock Value
1
PXD
Pioneer Natural Resource Co.
PXD
+$57.7M
2
TCN
Tricon Residential Inc.
TCN
+$46.1M
3
DOOR
MASONITE INTERNATIONAL CORP
DOOR
+$43.8M
4
ERF
Enerplus Corporation
ERF
+$36M
5
AEL
American Equity Investment Life Holding Company
AEL
+$27.1M

Sector Composition

Rank Sector Weight
1 Technology 8.95%
2 Energy 8.53%
3 Financials 8.25%
4 Industrials 4.93%
5 Healthcare 4.53%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GF
226
New Germany Fund
GF
$184M
$1.09M 0.03%
134,222
+35,710
+36% +$304K
EMF
227
Templeton Emerging Markets Fund
EMF
$314M
$1.02M 0.03%
82,817
+14,406
+21% +$174K
EVV
228
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$989K 0.03%
101,553
-341,336
-77% -$3.3M
GOOGL icon
229
Alphabet (Google) Class A
GOOGL
$3.91T
$988K 0.03%
5,426
-8,587
-61% -$1.45M
IGA
230
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$979K 0.03%
110,582
-57,460
-34% -$505K
NPV icon
231
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$972K 0.03%
84,779
-546
-0.6% -$5.91K
SLCA
232
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$971K 0.03%
+62,823
New +$925K
MUC icon
233
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$953K 0.02%
85,857
-198,029
-70% -$2.15M
ERC
234
Allspring Multi-Sector Income Fund
ERC
$255M
$950K 0.02%
+105,979
New +$956K
AVK
235
Advent Convertible and Income Fund
AVK
$544M
$946K 0.02%
81,504
-88,965
-52% -$1.03M
VPV icon
236
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$903K 0.02%
83,164
-37,369
-31% -$385K
ATEK
237
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$854K 0.02%
75,000
-24,000
-24% -$271K
HYB
238
DELISTED
New America High Income Fund, Inc.
HYB
$852K 0.02%
116,178
-55,618
-32% -$400K
LDP icon
239
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
$847K 0.02%
42,562
-46,555
-52% -$913K
PFO
240
Flaherty & Crumrine Preferred and Income Opportunity Fund
PFO
$118M
$809K 0.02%
95,468
+20,413
+27% +$169K
FUND
241
Sprott Focus Trust
FUND
$293M
$750K 0.02%
100,670
+31,383
+45% +$243K
EVM
242
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$726K 0.02%
76,297
-45,521
-37% -$428K
GLST
243
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$721K 0.02%
65,000
-280,344
-81% -$3.07M
AEF
244
abrdn Emerging Markets Equity Income Fund
AEF
$348M
$663K 0.02%
125,583
+26,430
+27% +$137K
NAZ icon
245
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$597K 0.02%
53,500
-13,388
-20% -$145K
GAQ
246
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$588K 0.02%
52,253
– –
AQU
247
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$548K 0.01%
49,994
-160,006
-76% -$1.75M
ETB
248
Eaton Vance Tax-Managed Buy-Write Income Fund
ETB
$449M
$531K 0.01%
37,582
-8,382
-18% -$114K
GCTS
249
GCT Semiconductor Holding
GCTS
$177M
$521K 0.01%
100,000
– –
PPYA
250
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$520K 0.01%
46,982
– –
8 9
10
11 12

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
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AQR Arbitrage's Q2 2024 Portfolio in Review

As of Q2 2024, AQR Arbitrage held 673 positions worth $3.86B, up 35% from $2.86B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

AQR Arbitrage withdrew a net $525M in Q2 2024, closing 106 positions and reducing 143 holdings. Its most notable exit was Pioneer Natural Resource Co., an estimated $57.7M position sold in full.

By sector, the portfolio is most concentrated in Technology at 9% of assets, up from 6.3% a quarter earlier, followed by Energy and Financials.

Against the trend, AQR Arbitrage opened a new position in ChampionX worth $54.6M.

  • AQR Arbitrage's largest Q2 2024 buy was ChampionX: 1,642,626 shares worth $54.6M.
  • AQR Arbitrage added most to VIZIO Holding Corp. in Q2 2024, an estimated $15.5M increase.
  • AQR Arbitrage's biggest Q2 2024 reduction was Juniper Networks, cutting an estimated $15.5M.
  • AQR Arbitrage fully exited Pioneer Natural Resource Co. in Q2 2024, selling an estimated $57.7M.
  • AQR Arbitrage's ten largest holdings make up 23% of its $3.86B portfolio in Q2 2024.
  • AQR Arbitrage opened 64 new positions and closed 106 in Q2 2024.
  • AQR Arbitrage's portfolio value rose 35% quarter-over-quarter to $3.86B.

Based on AQR Arbitrage's 13F filing for Q2 2024, filed 14 Aug 2024.