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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
+3.49%
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
$4.6B
AUM Growth
+$744M
Cap. Flow
-$975M
Cap. Flow %
-21.19%
Top 10 Hldgs %
18.3%
Holding
647
New
73
Increased
43
Reduced
149
Closed
113

Top Buys

Rank Stock Value
1
EDR
Endeavor Group Holdings, Inc.
EDR
+$53.2M
2
ESGR
Enstar Group
ESGR
+$45.4M
3
FTW.U
EQV Ventures Acquisition Corp Units
FTW.U
+$34.5M
4
CHX
ChampionX
CHX
+$30.7M
5
INFN
Infinera Corporation Common Stock
INFN
+$26.9M

Top Sells

Rank Stock Value
1
ETRN
Equitrans Midstream Corporation Common Stock
ETRN
+$77.4M
2
MGRC icon
McGrath RentCorp
MGRC
+$47.1M
3
WRK
WestRock Company
WRK
+$38.8M
4
WIRE
Encore Wire Corp
WIRE
+$29M
5
X
US Steel
X
+$25.5M

Sector Composition

Rank Sector Weight
1 Financials 11.44%
2 Technology 7.48%
3 Energy 6.47%
4 Industrials 3.44%
5 Healthcare 3.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BLE
151
DELISTED
BlackRock Municipal Income Trust II
BLE
$2.24M 0.05%
198,628
-83,150
-30% -$917K
DPG
152
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$2.2M 0.05%
188,107
-76,459
-29% -$824K
MHI
153
DELISTED
Pioneer Municipal High Income Fund
MHI
$2.18M 0.05%
227,535
-38,610
-15% -$362K
IIM icon
154
Invesco Value Municipal Income Trust
IIM
$583M
$2.17M 0.05%
169,303
-116,678
-41% -$1.48M
MARX
155
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$2.15M 0.05%
195,000
+45,000
+30% +$492K
NBH
156
Neuberger Municipal Fund Inc
NBH
$304M
$2.05M 0.04%
184,176
-25,325
-12% -$280K
ETO
157
Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund
ETO
$492M
$2.01M 0.04%
76,092
-5,958
-7% -$153K
GLQ
158
Clough Global Equity Fund
GLQ
$154M
$1.99M 0.04%
288,040
-71,098
-20% -$485K
MMU
159
Western Asset Managed Municipals Fund
MMU
$549M
$1.94M 0.04%
179,269
-132,782
-43% -$1.41M
PFTA
160
DELISTED
Perception Capital Corp. III Class A Ordinary Share
PFTA
$1.93M 0.04%
+181,668
New +$1.99M
MUE
161
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$1.91M 0.04%
179,100
-44,845
-20% -$468K
DSM
162
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$1.9M 0.04%
305,019
-111,553
-27% -$677K
RMT
163
Royce Micro-Cap Trust
RMT
$736M
$1.89M 0.04%
196,866
-50,331
-20% -$479K
IQI icon
164
Invesco Quality Municipal Securities
IQI
$526M
$1.89M 0.04%
180,707
-150,095
-45% -$1.53M
CCIX
165
Churchill Capital Corp IX
CCIX
$399M
$1.88M 0.04%
187,949
-12,051
-6% -$121K
CFB
166
DELISTED
CrossFirst Bankshares, Inc. Common Stock
CFB
$1.85M 0.04%
+110,917
New +$1.87M
TY icon
167
TRI-Continental Corp
TY
$1.86B
$1.84M 0.04%
56,192
-3,437
-6% -$109K
SKGR
168
DELISTED
SK Growth Opportunities Corporation Class A Common Stock
SKGR
$1.81M 0.04%
+160,000
New +$1.79M
JRS icon
169
Nuveen Real Estate Income Fund
JRS
$251M
$1.8M 0.04%
193,493
-87,071
-31% -$742K
MUJ icon
170
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$1.79M 0.04%
147,946
-93,210
-39% -$1.1M
AGD
171
abrdn Global Dynamic Dividend Fund
AGD
$315M
$1.77M 0.04%
166,328
-66,199
-28% -$666K
VKQ icon
172
Invesco Municipal Trust
VKQ
$536M
$1.74M 0.04%
169,571
-159,780
-49% -$1.61M
ATMC
173
DELISTED
AlphaTime Acquisition Corp
ATMC
$1.74M 0.04%
155,200
– –
GRX
174
Gabelli Healthcare & Wellness Trust
GRX
$141M
$1.73M 0.04%
158,418
-29,198
-16% -$307K
EMCG
175
DELISTED
Embrace Change Acquisition Corp
EMCG
$1.73M 0.04%
150,000
-43,206
-22% -$493K
5 6
7
8 9

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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
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
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AQR Arbitrage's Q3 2024 Portfolio in Review

As of Q3 2024, AQR Arbitrage held 647 positions worth $4.6B, up 19% from $3.86B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

AQR Arbitrage withdrew a net $975M in Q3 2024, closing 113 positions and reducing 149 holdings. Its most notable exit was Equitrans Midstream Corporation Common Stock, an estimated $77.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 8.2% a quarter earlier, followed by Technology and Energy.

Against the trend, AQR Arbitrage opened a new position in Enstar Group worth $45.1M.

  • AQR Arbitrage's largest Q3 2024 buy was Enstar Group: 140,288 shares worth $45.1M.
  • AQR Arbitrage added most to Endeavor Group Holdings, Inc. in Q3 2024, an estimated $53.2M increase.
  • AQR Arbitrage's biggest Q3 2024 reduction was Discover Financial Services, cutting an estimated $20.7M.
  • AQR Arbitrage fully exited Equitrans Midstream Corporation Common Stock in Q3 2024, selling an estimated $77.4M.
  • AQR Arbitrage's ten largest holdings make up 18% of its $4.6B portfolio in Q3 2024.
  • AQR Arbitrage opened 73 new positions and closed 113 in Q3 2024.
  • AQR Arbitrage's portfolio value rose 19% quarter-over-quarter to $4.6B.

Based on AQR Arbitrage's 13F filing for Q3 2024, filed 14 Nov 2024.