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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
+3.49%
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
$4.6B
AUM Growth
+$744M
Cap. Flow
-$975M
Cap. Flow %
-21.19%
Top 10 Hldgs %
18.3%
Holding
647
New
73
Increased
43
Reduced
149
Closed
113

Top Buys

Rank Stock Value
1
EDR
Endeavor Group Holdings, Inc.
EDR
+$53.2M
2
ESGR
Enstar Group
ESGR
+$45.4M
3
FTW.U
EQV Ventures Acquisition Corp Units
FTW.U
+$34.5M
4
CHX
ChampionX
CHX
+$30.7M
5
INFN
Infinera Corporation Common Stock
INFN
+$26.9M

Top Sells

Rank Stock Value
1
ETRN
Equitrans Midstream Corporation Common Stock
ETRN
+$77.4M
2
MGRC icon
McGrath RentCorp
MGRC
+$47.1M
3
WRK
WestRock Company
WRK
+$38.8M
4
WIRE
Encore Wire Corp
WIRE
+$29M
5
X
US Steel
X
+$25.5M

Sector Composition

Rank Sector Weight
1 Financials 11.44%
2 Technology 7.48%
3 Energy 6.47%
4 Industrials 3.44%
5 Healthcare 3.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PFO
226
Flaherty & Crumrine Preferred and Income Opportunity Fund
PFO
$118M
$690K 0.02%
73,379
-22,089
-23% -$195K
VPV icon
227
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$648K 0.01%
57,325
-25,839
-31% -$285K
NPV icon
228
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$639K 0.01%
50,172
-34,607
-41% -$413K
BKN
229
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$626K 0.01%
48,447
-44,907
-48% -$554K
IGD
230
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$614K 0.01%
108,860
-215,880
-66% -$1.18M
NQP
231
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$610K 0.01%
48,354
-42,395
-47% -$528K
AEF
232
abrdn Emerging Markets Equity Income Fund
AEF
$348M
$607K 0.01%
107,726
-17,857
-14% -$95K
GAQ
233
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$585K 0.01%
52,253
– –
NRK icon
234
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$573K 0.01%
51,165
-96,031
-65% -$1.07M
EXAI
235
DELISTED
Exscientia Plc American Depositary Shares
EXAI
$568K 0.01%
+116,413
New +$609K
IVCP
236
DELISTED
Swiftmerge Acquisition Corp. Class A Ordinary Share
IVCP
$552K 0.01%
+50,010
New +$551K
AQU
237
DELISTED
Aquaron Acquisition Corp. Common Stock
AQU
$546K 0.01%
49,994
– –
IGA
238
Voya Global Advantage and Premium Opportunity Fund
IGA
$154M
$542K 0.01%
57,058
-53,524
-48% -$493K
TLGY
239
DELISTED
TLGY Acquisition Corporation Class A Ordinary Share
TLGY
$519K 0.01%
+44,998
New +$517K
PPYA
240
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$519K 0.01%
46,982
– –
GBBK
241
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$500K 0.01%
45,000
– –
HYB
242
DELISTED
New America High Income Fund, Inc.
HYB
$438K 0.01%
52,540
-63,638
-55% -$501K
INSI
243
DELISTED
Insight Select Income Fund
INSI
$436K 0.01%
24,713
-4,373
-15% -$73.5K
QOMO
244
DELISTED
Qomolangma Acquisition Corp. Common Stock
QOMO
$419K 0.01%
36,726
– –
EVM
245
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$414K 0.01%
42,853
-33,444
-44% -$322K
JHS
246
John Hancock Income Securities Trust
JHS
$126M
$413K 0.01%
35,503
-12,102
-25% -$138K
BTX
247
BlackRock Technology and Private Equity Term Trust
BTX
$957M
$369K 0.01%
48,832
-624,995
-93% -$4.58M
PCK
248
DELISTED
Pimco California Municipal Income Fund II
PCK
$359K 0.01%
57,109
-12,909
-18% -$77.5K
SWZ
249
Swiss Helvetia Fund
SWZ
$76.3M
$352K 0.01%
39,365
-11,058
-22% -$95.1K
GCTS
250
GCT Semiconductor Holding
GCTS
$177M
$335K 0.01%
100,000
– –
8 9
10
11 12

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

AQR Arbitrage's Q3 2024 Portfolio in Review

As of Q3 2024, AQR Arbitrage held 647 positions worth $4.6B, up 19% from $3.86B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

AQR Arbitrage withdrew a net $975M in Q3 2024, closing 113 positions and reducing 149 holdings. Its most notable exit was Equitrans Midstream Corporation Common Stock, an estimated $77.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 8.2% a quarter earlier, followed by Technology and Energy.

Against the trend, AQR Arbitrage opened a new position in Enstar Group worth $45.1M.

  • AQR Arbitrage's largest Q3 2024 buy was Enstar Group: 140,288 shares worth $45.1M.
  • AQR Arbitrage added most to Endeavor Group Holdings, Inc. in Q3 2024, an estimated $53.2M increase.
  • AQR Arbitrage's biggest Q3 2024 reduction was Discover Financial Services, cutting an estimated $20.7M.
  • AQR Arbitrage fully exited Equitrans Midstream Corporation Common Stock in Q3 2024, selling an estimated $77.4M.
  • AQR Arbitrage's ten largest holdings make up 18% of its $4.6B portfolio in Q3 2024.
  • AQR Arbitrage opened 73 new positions and closed 113 in Q3 2024.
  • AQR Arbitrage's portfolio value rose 19% quarter-over-quarter to $4.6B.

Based on AQR Arbitrage's 13F filing for Q3 2024, filed 14 Nov 2024.