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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
MFM
276
Aberdeen Municipal Income Fund
MFM
$222M
$123K ﹤0.01%
22,486
-48,063
-68% -$251K
GHIXW
277
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$123K ﹤0.01%
1,527,830
– –
SKGRW
278
DELISTED
SK Growth Opportunities Corporation Warrant
SKGRW
$112K ﹤0.01%
473,002
– –
PCQ
279
Pimco California Municipal Income Fund
PCQ
$162M
$109K ﹤0.01%
+11,576
New +$107K
IROHR
280
DELISTED
Iron Horse Acquisitions Corp Right
IROHR
$106K ﹤0.01%
460,000
– –
BKHAR
281
Black Hawk Acquisition Corp Rights
BKHAR
$105K ﹤0.01%
+88,408
New +$102K
SBI
282
Western Asset Intermediate Muni Fund
SBI
$109M
$104K ﹤0.01%
13,200
-59,695
-82% -$464K
IHD
283
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
$103K ﹤0.01%
19,083
-13,813
-42% -$72.5K
LEGT.WS
284
DELISTED
Legato Merger Corp III Warrants
LEGT.WS
$97.6K ﹤0.01%
+749,998
New +$122K
HCVIW
285
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$83.8K ﹤0.01%
558,924
– –
CSLMR
286
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$71.7K ﹤0.01%
717,337
– –
SVIIR
287
DELISTED
Spring Valley Acquisition Corp II Rights
SVIIR
$66.5K ﹤0.01%
459,084
– –
ESHAR
288
DELISTED
ESH Acquisition Corp Right
ESHAR
$66K ﹤0.01%
600,000
– –
SEDA.WS
289
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$65.1K ﹤0.01%
266,635
– –
CLOER
290
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$64.4K ﹤0.01%
290,100
– –
TBMCR
291
DELISTED
Trailblazer Merger Corporation I Rights
TBMCR
$64.1K ﹤0.01%
538,763
– –
BWAQR
292
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$62K ﹤0.01%
308,142
– –
JVSAR
293
DELISTED
JV SPAC Acquisition Corp. Right
JVSAR
$61.1K ﹤0.01%
+203,700
New +$67K
RRAC.WS
294
DELISTED
Rigel Resource Acquisition Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RRAC.WS
$58.8K ﹤0.01%
212,704
– –
CITEW
295
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$58K ﹤0.01%
299,098
– –
IBACR
296
IB Acquisition Corp Right
IBACR
$56.7K ﹤0.01%
+750,000
New +$68.7K
YOTAR
297
DELISTED
Yotta Acquisition Corporation Right
YOTAR
$54.2K ﹤0.01%
541,763
– –
MCACR
298
DELISTED
Monterey Capital Acquisition Corporation Rights
MCACR
$53K ﹤0.01%
294,492
– –
ZPTA
299
DELISTED
Zapata Computing Holdings Inc. Common Stock
ZPTA
$52.5K ﹤0.01%
+87,500
New +$124K
ABPWW
300
DELISTED
Abpro Holdings Warrant
ABPWW
$52.2K ﹤0.01%
652,964
– –
10 11
12
13 14

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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.