We are live on ! Find out more
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
UAA icon
51
Under Armour
UAA
$3B
$12.3M 0.32%
1,850,219
+176,992
+11% +$1.21M
BSTZ icon
52
BlackRock Science and Technology Term Trust
BSTZ
$1.97B
$12.3M 0.32%
617,151
-34,357
-5% -$644K
GDV icon
53
Gabelli Dividend & Income Trust
GDV
$2.6B
$11.9M 0.31%
521,934
+32,158
+7% +$721K
SBXC
54
DELISTED
SilverBox Corp III
SBXC
$11.7M 0.3%
1,102,402
+180,000
+20% +$1.9M
HAYN
55
DELISTED
Haynes International, Inc.
HAYN
$11.2M 0.29%
190,623
+70,892
+59% +$4.21M
RA
56
Brookfield Real Assets Income Fund
RA
$703M
$10.5M 0.27%
821,119
+45,790
+6% +$580K
AOD
57
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$10.4M 0.27%
1,233,192
+111,377
+10% +$913K
CPRI icon
58
Capri Holdings
CPRI
$1.77B
$10.3M 0.27%
316,455
-187,254
-37% -$6.77M
ESHA
59
DELISTED
ESH Acquisition Corp
ESHA
$10.2M 0.26%
975,000
– –
ETW
60
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$10.1M 0.26%
1,221,268
+79,761
+7% +$646K
GRAF.U
61
Graf Global Corp Units
GRAF.U
$10M 0.26%
+1,002,970
New +$10M
GPATU
62
GP-Act III Acquisition Corp Units
GPATU
$10M 0.26%
+1,000,000
New +$10.1M
ETG
63
Eaton Vance Tax-Advantaged Global Dividend Income Fund
ETG
$1.74B
$9.22M 0.24%
495,248
+29,389
+6% +$531K
JPC icon
64
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$9.14M 0.24%
1,223,985
-594,606
-33% -$4.27M
AMK
65
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$9.02M 0.23%
+261,019
New +$8.99M
INFN
66
DELISTED
Infinera Corporation Common Stock
INFN
$8.94M 0.23%
+1,468,419
New +$7.77M
RVT icon
67
Royce Value Trust
RVT
$2.21B
$8.64M 0.22%
596,883
+75,297
+14% +$1.1M
ALCY
68
DELISTED
Alchemy Investments Acquisition Corp 1
ALCY
$8.62M 0.22%
803,497
+300,000
+60% +$3.2M
NWLI
69
DELISTED
National Western Life Group, Inc. Class A
NWLI
$8.57M 0.22%
17,253
+433
+3% +$212K
IBAC
70
IB Acquisition Corp
IBAC
$8.48M 0.22%
+850,000
New +$8.48M
FFC
71
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$768M
$8.01M 0.21%
546,945
+62,535
+13% +$902K
RFAIU
72
RF Acquisition Corp II Unit
RFAIU
$7.54M 0.2%
+750,000
New +$7.55M
WELL icon
73
Welltower
WELL
$178B
$7.5M 0.19%
72,318
+11,218
+18% +$1.1M
MACIU
74
Melar Acquisition Corp I Unit
MACIU
$7.5M 0.19%
+750,000
New +$7.51M
NFJ
75
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$7.49M 0.19%
609,779
+31,885
+6% +$390K
1 2
3
4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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 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.