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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
BZAI
126
Blaize Holdings
BZAI
$129M
$3.34M 0.09%
300,000
– –
VCV icon
127
Invesco California Value Municipal Income Trust
VCV
$515M
$3.3M 0.09%
316,563
-44,913
-12% -$445K
IQI icon
128
Invesco Quality Municipal Securities
IQI
$526M
$3.28M 0.09%
330,802
-64,651
-16% -$621K
VKQ icon
129
Invesco Municipal Trust
VKQ
$536M
$3.28M 0.09%
329,351
-102,503
-24% -$985K
MMU
130
Western Asset Managed Municipals Fund
MMU
$549M
$3.23M 0.08%
312,051
-114,514
-27% -$1.16M
EAD
131
Allspring Income Opportunities Fund
EAD
$372M
$3.21M 0.08%
484,525
-88,802
-15% -$581K
OAKU
132
DELISTED
Oak Woods Acquisition Corp
OAKU
$3.19M 0.08%
295,000
+200,000
+211% +$2.16M
BLE
133
DELISTED
BlackRock Municipal Income Trust II
BLE
$3.05M 0.08%
281,778
-58,884
-17% -$621K
GPN icon
134
Global Payments
GPN
$22.1B
$3.04M 0.08%
32,027
-18,273
-36% -$2.01M
PLMJ
135
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$3.02M 0.08%
280,000
– –
IVCA
136
DELISTED
Investcorp India Acquisition Corp
IVCA
$2.86M 0.07%
251,831
– –
ATRI
137
DELISTED
Atrion Corp
ATRI
$2.86M 0.07%
+6,320
New +$2.76M
QQQX icon
138
Nuveen NASDAQ 100 Dynamic Overwrite Fund
QQQX
$1.44B
$2.82M 0.07%
113,063
+94,932
+524% +$2.26M
MUJ icon
139
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$2.75M 0.07%
241,156
-68,530
-22% -$773K
ZTR
140
Virtus Total Return Fund
ZTR
$340M
$2.74M 0.07%
503,406
-124,234
-20% -$672K
NAC icon
141
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$2.62M 0.07%
226,820
-357,129
-61% -$3.95M
AGR
142
DELISTED
Avangrid, Inc.
AGR
$2.61M 0.07%
+73,510
New +$2.65M
DPG
143
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$2.6M 0.07%
264,566
+76,469
+41% +$737K
Z icon
144
Zillow
Z
$7.04B
$2.55M 0.07%
54,871
-18,658
-25% -$821K
VKI icon
145
Invesco Advantage Municipal Income Trust II
VKI
$394M
$2.54M 0.07%
286,190
-80,381
-22% -$684K
GLQ
146
Clough Global Equity Fund
GLQ
$154M
$2.5M 0.06%
359,138
+13,630
+4% +$89.3K
ISRL
147
DELISTED
Israel Acquisitions Corp
ISRL
$2.48M 0.06%
225,000
– –
DSM
148
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$2.47M 0.06%
416,572
-51,843
-11% -$297K
CENTA icon
149
Central Garden & Pet Co Class A
CENTA
$2.41B
$2.47M 0.06%
74,753
– –
MHI
150
DELISTED
Pioneer Municipal High Income Fund
MHI
$2.43M 0.06%
266,145
-56,685
-18% -$500K
4 5
6
7 8

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JWBC
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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.