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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
RIO icon
26
Rio Tinto
RIO
$148B
$25.7M 0.56%
361,000
+35,000
+11% +$2.25M
NEE icon
27
NextEra Energy
NEE
$187B
$25.2M 0.55%
299,731
+37,467
+14% +$2.92M
VGR
28
DELISTED
Vector Group Ltd.
VGR
$25.1M 0.55%
+1,682,663
New +$22.7M
NETD
29
DELISTED
Nabors Energy Transition Corp II
NETD
$24.9M 0.54%
2,339,997
+90,000
+4% +$955K
MBAVU
30
DELISTED
M3-Brigade Acquisition V Corp Units
MBAVU
$24.8M 0.54%
+2,475,100
New +$24.8M
AY
31
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$23.7M 0.52%
1,080,265
+457,309
+73% +$10.1M
SBXD.U
32
SilverBox Corp IV Units
SBXD.U
$22.8M 0.5%
+2,277,000
New +$22.8M
POLEU
33
Andretti Acquisition Corp II Unit
POLEU
$22.8M 0.49%
+2,277,000
New +$22.7M
HONDU
34
DELISTED
HCM II Acquisition Corp Unit
HONDU
$22.7M 0.49%
+2,277,000
New +$22.8M
NVEI
35
DELISTED
Nuvei Corporation Subordinate Voting Shares
NVEI
$22.7M 0.49%
680,682
-327,339
-32% -$10.8M
DFS
36
DELISTED
Discover Financial Services
DFS
$22.6M 0.49%
162,471
-154,119
-49% -$20.7M
PRFT
37
DELISTED
Perficient Inc
PRFT
$22.1M 0.48%
292,316
-34,723
-11% -$2.61M
K
38
DELISTED
Kellanova
K
$21.9M 0.48%
+271,717
New +$19.3M
W icon
39
Wayfair
W
$11.1B
$21.8M 0.47%
+388,354
New +$18.7M
ALF
40
Centurion Acquisition Corp
ALF
$20.8M 0.45%
+2,078,078
New +$20.8M
TELL
41
DELISTED
Tellurian Inc.
TELL
$20.8M 0.45%
+21,462,992
New +$18.5M
ANSC
42
Agriculture & Natural Solutions Acquisition Corp
ANSC
$476M
$20.7M 0.45%
2,000,000
+500,000
+33% +$5.16M
LPAA
43
Launch One Acquisition Corp
LPAA
$84.2M
$20.2M 0.44%
+2,024,296
New +$20.2M
VCICU
44
DELISTED
Vine Hill Capital Investment Corp Unit
VCICU
$19.8M 0.43%
+1,980,000
New +$19.8M
SQSP
45
DELISTED
Squarespace, Inc.
SQSP
$19.6M 0.43%
422,347
+33,401
+9% +$1.5M
EVRI
46
DELISTED
Everi Holdings
EVRI
$19.4M 0.42%
+1,474,371
New +$17.4M
HDRN
47
Hadron Energy
HDRN
$122M
$19.1M 0.41%
+1,920,670
New +$19.1M
AGR
48
DELISTED
Avangrid, Inc.
AGR
$18.6M 0.4%
520,157
+446,647
+608% +$15.9M
GPAT
49
GP-Act III Acquisition Corp
GPAT
$392M
$18.5M 0.4%
+1,838,146
New +$18.4M
PWSC
50
DELISTED
PowerSchool Holdings, Inc.
PWSC
$18M 0.39%
791,125
-167,406
-17% -$3.79M
1
2
3 4 5

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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.