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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
CPZ
151
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$2.42M 0.06%
158,672
-29,182
-16% -$449K
BFK
152
DELISTED
BlackRock Municipal Income Trust
BFK
$2.4M 0.06%
234,944
-93,645
-28% -$941K
FLC
153
Flaherty & Crumrine Total Return Fund
FLC
$174M
$2.36M 0.06%
152,112
+18,101
+14% +$274K
BYNO
154
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$2.32M 0.06%
205,347
– –
MUE
155
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.28M 0.06%
223,945
-34,338
-13% -$341K
AGD
156
abrdn Global Dynamic Dividend Fund
AGD
$315M
$2.27M 0.06%
232,527
+11,903
+5% +$114K
RMT
157
Royce Micro-Cap Trust
RMT
$736M
$2.26M 0.06%
247,197
+87,143
+54% +$807K
PHYT
158
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$2.24M 0.06%
195,717
– –
NBH
159
Neuberger Municipal Fund Inc
NBH
$304M
$2.24M 0.06%
209,501
-14,121
-6% -$145K
ASCB
160
DELISTED
A SPAC II Acquisition Corp. Ordinary Shares
ASCB
$2.23M 0.06%
199,997
– –
MVF
161
DELISTED
BlackRock MuniVest Fund
MVF
$2.23M 0.06%
311,568
-116,097
-27% -$812K
EIM
162
Eaton Vance Municipal Bond Fund
EIM
$492M
$2.22M 0.06%
209,945
-163,196
-44% -$1.68M
AFB
163
AllianceBernstein National Municipal Income Fund
AFB
$312M
$2.18M 0.06%
196,058
-55,506
-22% -$598K
EMCG
164
DELISTED
Embrace Change Acquisition Corp
EMCG
$2.17M 0.06%
193,206
– –
EVN
165
Eaton Vance Municipal Income Trust
EVN
$427M
$2.17M 0.06%
209,868
-72,141
-26% -$726K
NKX icon
166
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$2.17M 0.06%
173,617
-121,498
-41% -$1.45M
JRS icon
167
Nuveen Real Estate Income Fund
JRS
$251M
$2.14M 0.06%
280,564
-13,156
-4% -$97.7K
ETO
168
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$492M
$2.08M 0.05%
82,050
+15,501
+23% +$385K
MHN
169
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$2.07M 0.05%
192,194
-18,356
-9% -$194K
LGI
170
Lazard Global Total Return & Income Fund
LGI
$235M
$2.04M 0.05%
122,667
-5,001
-4% -$80.7K
MYN icon
171
BlackRock MuniYield New York Quality Fund
MYN
$374M
$2.03M 0.05%
193,746
-29,808
-13% -$307K
MUI
172
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$2.02M 0.05%
163,910
-175,583
-52% -$2.1M
CCIX
173
Churchill Capital Corp IX
CCIX
$399M
$2.02M 0.05%
+200,000
New +$2.01M
MIY icon
174
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$1.99M 0.05%
174,367
-43,407
-20% -$489K
PDT
175
John Hancock Premium Dividend Fund
PDT
$634M
$1.99M 0.05%
170,825
-29,788
-15% -$341K
5 6
7
8 9

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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.