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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
CII icon
251
BlackRock Enhanced Captial and Income Fund
CII
$1.01B
$311K 0.01%
+15,884
New +$308K
ASG
252
Liberty All-Star Growth Fund
ASG
$326M
$278K 0.01%
49,789
-18,759
-27% -$101K
NAZ icon
253
Nuveen Arizona Quality Municipal Income Fund
NAZ
$158M
$277K 0.01%
23,427
-30,073
-56% -$349K
BMEZ icon
254
BlackRock Health Sciences Trust II
BMEZ
$965M
$263K 0.01%
16,631
-214,490
-93% -$3.38M
AITR
255
DELISTED
AI Transportation Acquisition Corp
AITR
$262K 0.01%
25,000
– –
SDHY
256
PGIM Short Duration High Yield Opportunities Fund
SDHY
$393M
$247K 0.01%
14,785
-78,371
-84% -$1.24M
WFC.PRL icon
257
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.66B
$244K 0.01%
190
+20
+12% +$24.5K
BZAIW
258
Blaize Holdings Warrants
BZAIW
$6.97M
$238K 0.01%
1,172,880
– –
ANSCW
259
Agriculture & Natural Solutions Acquisition Corp Warrant
ANSCW
$210K ﹤0.01%
750,000
– –
PNBK icon
260
Patriot National Bancorp
PNBK
$129M
$210K ﹤0.01%
110,411
-64,009
-37% -$115K
NXJ
261
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$193K ﹤0.01%
14,813
-81,127
-85% -$1.03M
PMO
262
Franklin Municipal Opportunities Trust
PMO
$283M
$189K ﹤0.01%
17,368
-18,509
-52% -$194K
KDKRW
263
Kodiak AI Warrants
KDKRW
$176K ﹤0.01%
1,099,999
– –
FTF
264
Franklin Limited Duration Income Trust
FTF
$233M
$161K ﹤0.01%
24,120
-199,671
-89% -$1.32M
HDRNW
265
Hadron Energy Warrant
HDRNW
$3.58M
$144K ﹤0.01%
+2,400,000
New +$135K
CLBR.WS
266
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
$137K ﹤0.01%
428,997
– –
ALFUW
267
Centurion Acquisition Corp Warrant
ALFUW
$128K ﹤0.01%
+1,423,121
New +$144K
LEGT.WS
268
DELISTED
Legato Merger Corp III Warrants
LEGT.WS
$127K ﹤0.01%
849,295
+99,297
+13% +$12.6K
CSLMR
269
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$121K ﹤0.01%
717,337
– –
GHIXW
270
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$115K ﹤0.01%
1,527,830
– –
GRAF.WS
271
Graf Global Corp Warrants
GRAF.WS
$10.9M
$113K ﹤0.01%
+1,124,998
New +$127K
BKHAR
272
Black Hawk Acquisition Corp Rights
BKHAR
$103K ﹤0.01%
88,408
– –
SIMAW
273
SIM Acquisition Corp I Warrant
SIMAW
$102K ﹤0.01%
+1,138,497
New +$101K
SKGRW
274
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$99.3K ﹤0.01%
473,002
– –
LPAAW
275
Launch One Acquisition Corp Warrant
LPAAW
$93.2K ﹤0.01%
+1,138,497
New +$93.2K
9 10
11
12 13

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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 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.