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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
BGY icon
101
BlackRock Enhanced International Dividend Trust
BGY
$512M
$4.77M 0.12%
860,196
+100,677
+13% +$544K
ENV
102
DELISTED
ENVESTNET, INC.
ENV
$4.77M 0.12%
76,263
+2,824
+4% +$178K
GAM
103
General American Investors Company
GAM
$1.54B
$4.77M 0.12%
95,997
+19,789
+26% +$937K
CET
104
Central Securities Corp
CET
$1.54B
$4.72M 0.12%
107,716
+2,679
+3% +$113K
SILK
105
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$4.69M 0.12%
+173,399
New +$3.61M
MTH icon
106
Meritage Homes
MTH
$4.87B
$4.64M 0.12%
+57,304
New +$4.82M
NAD icon
107
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$4.62M 0.12%
393,468
-374,695
-49% -$4.23M
BKHA
108
Black Hawk Acquisition Corp
BKHA
$50.3M
$4.48M 0.12%
+442,040
New +$4.48M
CHW
109
Calamos Global Dynamic Income Fund
CHW
$544M
$4.36M 0.11%
635,487
-20,662
-3% -$137K
BOWN
110
DELISTED
Bowen Acquisition Corp
BOWN
$4.26M 0.11%
403,650
+103,650
+35% +$1.09M
JVSA
111
DELISTED
JV SPAC Acquisition Corp
JVSA
$4.1M 0.11%
+403,700
New +$4.08M
IBTX
112
DELISTED
Independent Bank Group, Inc.
IBTX
$4.01M 0.1%
+88,168
New +$3.76M
CHEB.U
113
DELISTED
Chenghe Acquisition II Co. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
CHEB.U
$4M 0.1%
+400,000
New +$4M
NEA icon
114
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$3.95M 0.1%
344,734
-503,216
-59% -$5.51M
VGM icon
115
Invesco Trust Investment Grade Municipals
VGM
$549M
$3.92M 0.1%
381,765
-62,351
-14% -$613K
FSHPU
116
Flag Ship Acquisition Corp Unit
FSHPU
$3.77M 0.1%
+377,000
New +$3.78M
MHD icon
117
BlackRock MuniHoldings Fund
MHD
$597M
$3.74M 0.1%
309,302
-68,998
-18% -$812K
VMO icon
118
Invesco Municipal Opportunity Trust
VMO
$647M
$3.73M 0.1%
370,138
-114,473
-24% -$1.1M
HCVI
119
DELISTED
Hennessy Capital Investment Corp. VI Class A Common Stock
HCVI
$3.69M 0.1%
+350,000
New +$3.68M
THQ
120
abrdn Healthcare Opportunities Fund
THQ
$769M
$3.61M 0.09%
177,364
-156,978
-47% -$3.12M
ILMN icon
121
Illumina
ILMN
$29.4B
$3.6M 0.09%
+34,500
New +$3.87M
BMEZ icon
122
BlackRock Health Sciences Trust II
BMEZ
$957M
$3.53M 0.09%
231,121
-35,898
-13% -$544K
IIM icon
123
Invesco Value Municipal Income Trust
IIM
$583M
$3.53M 0.09%
285,981
-42,212
-13% -$496K
LYFT icon
124
Lyft
LYFT
$5.39B
$3.52M 0.09%
+250,996
New +$4.08M
LEO
125
BNY Mellon Strategic Municipals
LEO
$387M
$3.45M 0.09%
564,125
-919
-0.2% -$5.5K
3 4
5
6 7

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JWBC
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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.