We are live on ! Find out more
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
HGLB
201
Highland Global Allocation Fund
HGLB
$173M
$1.46M 0.04%
193,725
-73,074
-27% -$535K
JRI icon
202
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$1.43M 0.04%
117,820
-45,599
-28% -$528K
SDHY
203
PGIM Short Duration High Yield Opportunities Fund
SDHY
$392M
$1.43M 0.04%
93,156
-31,899
-26% -$484K
DMF
204
DELISTED
BNY Mellon Municipal Income
DMF
$1.42M 0.04%
197,869
-48,062
-20% -$327K
FTF
205
Franklin Limited Duration Income Trust
FTF
$233M
$1.42M 0.04%
223,791
-141,904
-39% -$890K
CRNC icon
206
PUT
Cerence
CRNC
$382M
$1.41M 0.04%
+517,500
New +$3.69M
ECF
207
Ellsworth Growth & Income Fund
ECF
$171M
$1.4M 0.04%
171,124
+29,930
+21% +$239K
XFIN
208
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$1.38M 0.04%
125,000
-95,000
-43% -$1.05M
CITE
209
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$1.36M 0.04%
120,000
-230,000
-66% -$2.57M
OSRH
210
OSR Health
OSRH
$14.8M
$1.34M 0.03%
124,995
-125,000
-50% -$1.34M
IGTA
211
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$1.27M 0.03%
112,050
-136,950
-55% -$1.52M
BTZ icon
212
BlackRock Credit Allocation Income Trust
BTZ
$927M
$1.24M 0.03%
116,102
-262,061
-69% -$2.74M
KTF
213
DWS Municipal Income Trust
KTF
$346M
$1.22M 0.03%
128,753
-118,004
-48% -$1.11M
NXJ
214
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.17M 0.03%
95,940
-69,742
-42% -$832K
VFL
215
DELISTED
abrdn National Municipal Income Fund
VFL
$1.15M 0.03%
108,928
-3,442
-3% -$35K
ACAC
216
DELISTED
Acri Capital Acquisition Corp
ACAC
$1.14M 0.03%
99,973
-78,527
-44% -$883K
AFAR
217
DELISTED
Aura FAT Projects Acquisition Corp Class A Ordinary Shares
AFAR
$1.14M 0.03%
100,000
– –
AIMBU
218
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$1.13M 0.03%
100,000
-91,248
-48% -$1.03M
BGR icon
219
BlackRock Energy and Resources Trust
BGR
$420M
$1.13M 0.03%
85,344
+20,320
+31% +$268K
FMN
220
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$1.12M 0.03%
98,366
-24,520
-20% -$274K
BKN
221
DELISTED
BlackRock Investment Quality Municipal Trust
BKN
$1.12M 0.03%
93,354
-36,804
-28% -$442K
VTN icon
222
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$1.11M 0.03%
98,965
-32,155
-25% -$346K
NQP
223
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.11M 0.03%
90,749
-53,731
-37% -$633K
MYD
224
DELISTED
BlackRock MuniYield Fund
MYD
$1.1M 0.03%
101,815
-168,318
-62% -$1.81M
TMTC
225
DELISTED
TMT Acquisition Corp Ordinary Shares
TMTC
$1.1M 0.03%
100,000
– –
7 8
9
10 11

Similar funds

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.