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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
CENTA icon
451
Central Garden & Pet Co Class A
CENTA
$2.41B
– –
-74,753
Closed -$2.47M
DMB
452
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
– –
-19,648
Closed -$207K
EIM
453
Eaton Vance Municipal Bond Fund
EIM
$493M
– –
-209,945
Closed -$2.22M
ENX
454
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
– –
-17,510
Closed -$173K
ETB
455
Eaton Vance Tax-Managed Buy-Write Income Fund
ETB
$449M
– –
-37,582
Closed -$531K
EVV
456
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
– –
-101,553
Closed -$989K
GOOGL icon
457
Alphabet (Google) Class A
GOOGL
$4T
– –
-5,426
Closed -$988K
HOVRW icon
458
New Horizon Aircraft Ltd
HOVRW
$11.9M
– –
-24,708
Closed -$376
IGR
459
CBRE Global Real Estate Income Fund
IGR
$715M
– –
-44,585
Closed -$225K
IHD
460
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$128M
– –
-19,083
Closed -$103K
ILMN icon
461
Illumina
ILMN
$28.9B
– –
-34,500
Closed -$3.6M
JRI icon
462
Nuveen Real Asset Income & Growth Fund
JRI
$355M
– –
-117,820
Closed -$1.43M
KTF
463
DWS Municipal Income Trust
KTF
$347M
– –
-128,753
Closed -$1.22M
LDP icon
464
Cohen & Steers Duration Preferred & Income Fund
LDP
$597M
– –
-42,562
Closed -$847K
MFM
465
Aberdeen Municipal Income Fund
MFM
$220M
– –
-22,486
Closed -$123K
MGRC icon
466
McGrath RentCorp
MGRC
$2.92B
– –
-442,341
Closed -$47.1M
MPA icon
467
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$141M
– –
-16,999
Closed -$217K
MQY icon
468
BlackRock MuniYield Quality Fund
MQY
$810M
– –
-31,662
Closed -$389K
MUC icon
469
BlackRock MuniHoldings California Quality Fund
MUC
$1B
– –
-85,857
Closed -$953K
MYD
470
DELISTED
BlackRock MuniYield Fund
MYD
– –
-101,815
Closed -$1.1M
NAC icon
471
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
– –
-226,820
Closed -$2.62M
NAD icon
472
Nuveen Quality Municipal Income Fund
NAD
$2.72B
– –
-393,468
Closed -$4.62M
NEA icon
473
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.35B
– –
-344,734
Closed -$3.95M
NVG icon
474
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.66B
– –
-124,387
Closed -$1.55M
NZF icon
475
Nuveen Municipal Credit Income Fund
NZF
$2.41B
– –
-148,214
Closed -$1.83M
17 18
19
20 21

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JWBC
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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.