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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
MHF
501
Western Asset Municipal High Income Fund
MHF
$151M
– –
-84,026
Closed -$571K
MYI icon
502
BlackRock MuniYield Quality Fund III
MYI
$709M
– –
-211,829
Closed -$2.43M
AIIOW
503
Robo.ai Inc Warrant
AIIOW
$404K
– –
-12,548
Closed -$1.13K
PANW icon
504
Palo Alto Networks
PANW
$264B
– –
-1,434
Closed -$204K
PARA
505
DELISTED
Paramount Global Class B
PARA
– –
-31,060
Closed -$366K
PHD
506
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-56,530
Closed -$547K
PHT
507
DELISTED
Pioneer High Income Fund
PHT
– –
-88,443
Closed -$677K
PRENW
508
Prenetics Global Ltd Warrant
PRENW
$136K
– –
-21,504
Closed -$224
RFMZ
509
RiverNorth Flexible Municipal Income Fund II
RFMZ
$321M
– –
-17,249
Closed -$242K
UTZ icon
510
Utz Brands
UTZ
$1.25B
– –
-35,000
Closed -$645K
VSTEW
511
DELISTED
Vast Renewables Limited Warrants
VSTEW
– –
-258,537
Closed -$21.8K
LEGT.U
512
DELISTED
Legato Merger Corp III Units
LEGT.U
– –
-1,500,000
Closed -$15.2M
COOT
513
Australian Oilseeds Holdings
COOT
$11.9M
– –
-10,000
Closed -$16.3K
COOTW
514
Australian Oilseeds Holdings Ltd Warrant
COOTW
$162K
– –
-69,702
Closed -$3.5K
EONR.WS
515
EON Resources Warrants
EONR.WS
$1.49M
– –
-42,630
Closed -$5.96K
GRMLW
516
Greenland Mines Ltd Warrant
GRMLW
– –
-245,716
Closed -$19.4K
ASBP
517
Aspire Biopharma
ASBP
$9.4M
– –
-125
Closed -$1.65M
SKGR
518
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
– –
-829,756
Closed -$9.17M
CLRC
519
DELISTED
ClimateRock Class A Ordinary Shares
CLRC
– –
-49,568
Closed -$555K
PNST.WS
520
DELISTED
Pinstripes Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
PNST.WS
– –
-471,633
Closed -$117K
THCP
521
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
– –
-100,000
Closed -$1.02M
ZPTAW
522
DELISTED
Zapata Computing Holdings Inc. Warrant
ZPTAW
– –
-242,278
Closed -$99.3K
LSXMK
523
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
– –
-116,898
Closed -$3.46M
ZURAW
524
DELISTED
Zura Bio Limited Warrants
ZURAW
– –
-26,858
Closed -$7.25K
MRDB.WS
525
DELISTED
MariaDB plc Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50 per share
MRDB.WS
– –
-33,983
Closed -$3.06K
19 20
21
22 23

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
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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.