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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
MAV
176
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.95M 0.05%
237,560
-54,045
-19% -$433K
MVT
177
DELISTED
BlackRock MuniVest Fund II
MVT
$1.95M 0.05%
176,090
-33,013
-16% -$352K
BYM
178
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.91M 0.05%
167,076
-49,745
-23% -$558K
BNY
179
DELISTED
BlackRock New York Municipal Income Trust
BNY
$1.9M 0.05%
177,483
-14,481
-8% -$153K
COIN icon
180
Coinbase
COIN
$41.7B
$1.86M 0.05%
+8,390
New +$1.93M
PEO
181
Adams Natural Resources Fund
PEO
$759M
$1.85M 0.05%
81,444
-23,464
-22% -$527K
TY icon
182
TRI-Continental Corp
TY
$1.86B
$1.85M 0.05%
59,629
+9,559
+19% +$290K
NZF icon
183
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$1.83M 0.05%
148,214
-461,211
-76% -$5.54M
GRX
184
Gabelli Healthcare & Wellness Trust
GRX
$141M
$1.8M 0.05%
187,616
-17,637
-9% -$170K
NAN icon
185
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$1.8M 0.05%
159,585
-62,369
-28% -$678K
DECA
186
DELISTED
Denali Capital Acquisition Corp. Class A Ordinary Shares
DECA
$1.8M 0.05%
+162,177
New +$1.25M
ASA
187
ASA Gold and Precious Metals
ASA
$948M
$1.79M 0.05%
102,002
+54,623
+115% +$959K
ATMC
188
DELISTED
AlphaTime Acquisition Corp
ATMC
$1.71M 0.04%
155,200
– –
GLO
189
Clough Global Opportunities Fund
GLO
$249M
$1.7M 0.04%
317,476
+68,085
+27% +$346K
IGD
190
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$1.67M 0.04%
324,740
-99,979
-24% -$514K
AMCI
191
AMC Robotics
AMCI
$111M
$1.65M 0.04%
149,997
– –
NRK icon
192
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$1.63M 0.04%
147,196
-146,775
-50% -$1.59M
MARX
193
DELISTED
Mars Acquisition Corp. Ordinary Shares
MARX
$1.61M 0.04%
150,000
– –
PFD
194
Flaherty & Crumrine Preferred and Income Fund
PFD
$145M
$1.6M 0.04%
153,234
+28,567
+23% +$293K
CETU
195
DELISTED
Cetus Capital Acquisition Corp. Class A Common Stock
CETU
$1.6M 0.04%
149,997
– –
MQT
196
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$1.58M 0.04%
153,743
-2,147
-1% -$21.6K
HEQ
197
John Hancock Hedged Equity & Income Fund
HEQ
$140M
$1.56M 0.04%
151,001
+20,412
+16% +$209K
NVG icon
198
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$1.55M 0.04%
124,387
-519,592
-81% -$6.2M
BHAC
199
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.53M 0.04%
143,836
– –
GODN
200
DELISTED
Golden Star Acquisition Corporation Ordinary Shares
GODN
$1.51M 0.04%
140,000
– –
6 7
8
9 10

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GA
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HCM
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HPG
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DTC
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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.