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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
MAV
176
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.71M 0.04%
193,380
-44,180
-19% -$381K
MVF
177
DELISTED
BlackRock MuniVest Fund
MVF
$1.68M 0.04%
221,345
-90,223
-29% -$669K
AMCI
178
AMC Robotics
AMCI
$111M
$1.67M 0.04%
149,997
– –
AFB
179
AllianceBernstein National Municipal Income Fund
AFB
$312M
$1.65M 0.04%
140,095
-55,963
-29% -$638K
HEQ
180
John Hancock Hedged Equity & Income Fund
HEQ
$140M
$1.63M 0.04%
149,738
-1,263
-0.8% -$13.4K
CRNC icon
181
PUT
Cerence
CRNC
$382M
$1.59M 0.03%
517,500
– –
PFD
182
Flaherty & Crumrine Preferred and Income Fund
PFD
$145M
$1.59M 0.03%
134,281
-18,953
-12% -$211K
MVT
183
DELISTED
BlackRock MuniVest Fund II
MVT
$1.58M 0.03%
139,110
-36,980
-21% -$414K
CPZ
184
Calamos Long/Short Equity & Dynamic Income Trust
CPZ
$253M
$1.58M 0.03%
100,420
-58,252
-37% -$902K
VMO icon
185
Invesco Municipal Opportunity Trust
VMO
$647M
$1.55M 0.03%
151,286
-218,852
-59% -$2.22M
BFK
186
DELISTED
BlackRock Municipal Income Trust
BFK
$1.54M 0.03%
145,624
-89,320
-38% -$928K
GODN
187
DELISTED
Golden Star Acquisition Corporation Ordinary Shares
GODN
$1.53M 0.03%
140,000
– –
MHN
188
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$1.51M 0.03%
135,372
-56,822
-30% -$616K
BNY
189
DELISTED
BlackRock New York Municipal Income Trust
BNY
$1.49M 0.03%
135,694
-41,789
-24% -$452K
MIY icon
190
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$1.47M 0.03%
122,496
-51,871
-30% -$607K
LGI
191
Lazard Global Total Return & Income Fund
LGI
$235M
$1.46M 0.03%
80,745
-41,922
-34% -$710K
DMF
192
DELISTED
BNY Mellon Municipal Income
DMF
$1.45M 0.03%
197,869
– –
BYM
193
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$1.42M 0.03%
117,618
-49,458
-30% -$584K
CITE
194
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$1.37M 0.03%
120,000
– –
BYNO
195
DELISTED
byNordic Acquisition Corporation Class A Common Stock
BYNO
$1.36M 0.03%
120,000
-85,347
-42% -$974K
OSRH
196
OSR Health
OSRH
$14.8M
$1.36M 0.03%
124,995
– –
THQ
197
abrdn Healthcare Opportunities Fund
THQ
$769M
$1.34M 0.03%
60,511
-116,853
-66% -$2.5M
ERC
198
Allspring Multi-Sector Income Fund
ERC
$255M
$1.33M 0.03%
140,662
+34,683
+33% +$321K
EVN
199
Eaton Vance Municipal Income Trust
EVN
$427M
$1.3M 0.03%
118,724
-91,144
-43% -$977K
IGTA
200
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$1.27M 0.03%
112,050
– –
6 7
8
9 10

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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 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.