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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
EVT icon
76
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$7.48M 0.19%
321,139
+121,340
+61% +$2.82M
HYAC
77
DELISTED
Haymaker Acquisition Corp 4
HYAC
$7.36M 0.19%
699,998
– –
BOE icon
78
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$7.35M 0.19%
692,292
+28,134
+4% +$291K
HQH
79
abrdn Healthcare Investors
HQH
$1.23B
$7.26M 0.19%
415,806
-85,736
-17% -$1.43M
KVAC icon
80
Keen Vision Acquisition Corp
KVAC
$70.5M
$7.14M 0.19%
675,000
– –
BCX icon
81
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$6.89M 0.18%
750,078
-89,155
-11% -$823K
SPKL
82
Spark I Acquisition Corp
SPKL
$103M
$6.73M 0.17%
649,999
+50,000
+8% +$516K
OLK
83
DELISTED
Olink Holding AB (publ) American Depositary Shares
OLK
$6.69M 0.17%
262,404
– –
DIAX
84
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$6.5M 0.17%
464,760
+60,995
+15% +$856K
TTEK icon
85
Tetra Tech
TTEK
$8.23B
$6.46M 0.17%
+158,000
New +$6.44M
TBMC
86
DELISTED
Trailblazer Merger Corp I
TBMC
$6.35M 0.16%
588,763
– –
BTT icon
87
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$6.29M 0.16%
303,651
+70,622
+30% +$1.45M
STEW
88
SRH Total Return Fund
STEW
$1.75B
$5.84M 0.15%
402,285
+80,059
+25% +$1.16M
NNAG
89
DELISTED
99 Acquisition Group Inc
NNAG
$5.76M 0.15%
550,000
– –
CVII
90
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$5.38M 0.14%
500,000
– –
UCFI
91
CN Healthy Food Tech Group
UCFI
$5.38M 0.14%
535,000
+75,000
+16% +$754K
SRDX
92
DELISTED
Surmodics
SRDX
$5.17M 0.13%
+122,983
New +$4.2M
PSN icon
93
Parsons
PSN
$6.28B
$5.16M 0.13%
+63,092
New +$4.95M
QETA icon
94
Quetta Acquisition Corp
QETA
$5.14M 0.13%
496,611
– –
BXMX
95
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$5.1M 0.13%
378,587
+215,503
+132% +$2.82M
FORL
96
DELISTED
Four Leaf Acquisition Corp
FORL
$5.08M 0.13%
464,956
– –
HTD
97
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$919M
$5.04M 0.13%
249,471
+56,135
+29% +$1.12M
BTX
98
BlackRock Technology and Private Equity Term Trust
BTX
$957M
$4.87M 0.13%
+673,827
New +$4.98M
PLAO
99
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$4.86M 0.13%
424,999
-88,636
-17% -$1.01M
HQL
100
abrdn Life Sciences Investors
HQL
$585M
$4.78M 0.12%
337,200
-50,110
-13% -$678K
2 3
4
5 6

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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
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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.