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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
JHS
251
John Hancock Income Securities Trust
JHS
$126M
$519K 0.01%
47,605
-2,215
-4% -$24.5K
GBBK
252
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$495K 0.01%
45,000
-105,000
-70% -$1.15M
ZLS
253
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$481K 0.01%
43,940
– –
INSI
254
DELISTED
Insight Select Income Fund
INSI
$475K 0.01%
29,086
-11,144
-28% -$180K
PCK
255
DELISTED
Pimco California Municipal Income Fund II
PCK
$410K 0.01%
70,018
+2,115
+3% +$12.2K
SWZ
256
Swiss Helvetia Fund
SWZ
$76.3M
$407K 0.01%
50,423
+11,150
+28% +$87.9K
QOMO
257
DELISTED
Qomolangma Acquisition Corp. Common Stock
QOMO
$404K 0.01%
36,726
– –
MQY icon
258
BlackRock MuniYield Quality Fund
MQY
$807M
$389K 0.01%
31,662
-172,263
-84% -$2.08M
PMO
259
Franklin Municipal Opportunities Trust
PMO
$282M
$366K 0.01%
+35,877
New +$358K
ASG
260
Liberty All-Star Growth Fund
ASG
$323M
$365K 0.01%
68,548
+58,544
+585% +$307K
PNBK icon
261
Patriot National Bancorp
PNBK
$132M
$326K 0.01%
174,420
-15,035
-8% -$42.9K
VAC icon
262
Marriott Vacations Worldwide
VAC
$3.24B
$319K 0.01%
+3,800
New +$360K
BCV
263
Bancroft Fund
BCV
$136M
$306K 0.01%
19,540
-2,128
-10% -$32.8K
BZAIW
264
Blaize Holdings Warrants
BZAIW
$6.97M
$293K 0.01%
1,172,880
– –
PNST
265
DELISTED
Pinstripes Holdings, Inc.
PNST
$275K 0.01%
100,000
– –
AITR
266
DELISTED
AI Transportation Acquisition Corp
AITR
$259K 0.01%
25,000
– –
TBLD
267
Thornburg Income Builder Opportunities Trust
TBLD
$699M
$226K 0.01%
+14,114
New +$224K
IGR
268
CBRE Global Real Estate Income Fund
IGR
$712M
$225K 0.01%
44,585
-358,746
-89% -$1.81M
MPA icon
269
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$217K 0.01%
16,999
-24,001
-59% -$292K
DMB
270
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
$207K 0.01%
+19,648
New +$201K
WFC.PRL icon
271
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.66B
$203K 0.01%
+170
New +$200K
ENX
272
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$173K ﹤0.01%
17,510
-15,949
-48% -$154K
KDKRW
273
Kodiak AI Warrants
KDKRW
$143K ﹤0.01%
1,099,999
– –
CLBR.WS
274
DELISTED
Colombier Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
CLBR.WS
$129K ﹤0.01%
428,997
– –
ANSCW
275
Agriculture & Natural Solutions Acquisition Corp Warrant
ANSCW
$124K ﹤0.01%
750,000
– –
9 10
11
12 13

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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 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.