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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
VKI icon
201
Invesco Advantage Municipal Income Trust II
VKI
$394M
$1.22M 0.03%
131,206
-154,984
-54% -$1.4M
MYN icon
202
BlackRock MuniYield New York Quality Fund
MYN
$374M
$1.22M 0.03%
112,949
-80,797
-42% -$852K
MQT
203
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$1.2M 0.03%
110,659
-43,084
-28% -$455K
ECF
204
Ellsworth Growth & Income Fund
ECF
$171M
$1.19M 0.03%
133,062
-38,062
-22% -$326K
GF
205
New Germany Fund
GF
$184M
$1.16M 0.03%
130,166
-4,056
-3% -$34.1K
HGLB
206
Highland Global Allocation Fund
HGLB
$173M
$1.16M 0.03%
147,885
-45,840
-24% -$354K
NKX icon
207
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$1.16M 0.03%
85,458
-88,159
-51% -$1.17M
FOXX
208
Foxx Development Holdings
FOXX
$18M
$1.16M 0.03%
+99,973
New +$1.11M
AIMBU
209
DELISTED
Aimfinity Investment Corp I Subunit
AIMBU
$1.15M 0.03%
100,000
– –
TMTC
210
DELISTED
TMT Acquisition Corp Ordinary Shares
TMTC
$1.12M 0.02%
100,000
– –
WTMA
211
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$1.1M 0.02%
+100,000
New +$1.11M
EMF
212
Templeton Emerging Markets Fund
EMF
$314M
$1.08M 0.02%
79,869
-2,948
-4% -$37.4K
LGF.B
213
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$1M 0.02%
+144,679
New +$1.09M
FMN
214
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$991K 0.02%
79,752
-18,614
-19% -$221K
PDT
215
John Hancock Premium Dividend Fund
PDT
$634M
$972K 0.02%
73,503
-97,322
-57% -$1.22M
PEO
216
Adams Natural Resources Fund
PEO
$759M
$949K 0.02%
42,470
-38,974
-48% -$869K
GLO
217
Clough Global Opportunities Fund
GLO
$249M
$938K 0.02%
172,038
-145,438
-46% -$775K
FUND
218
Sprott Focus Trust
FUND
$293M
$929K 0.02%
120,979
+20,309
+20% +$157K
NAN icon
219
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$902K 0.02%
76,526
-83,059
-52% -$953K
ATEK
220
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$881K 0.02%
75,000
– –
VFL
221
DELISTED
abrdn National Municipal Income Fund
VFL
$865K 0.02%
77,414
-31,514
-29% -$342K
JPC icon
222
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$839K 0.02%
103,913
-1,120,072
-92% -$8.69M
VTN icon
223
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$758K 0.02%
65,746
-33,219
-34% -$377K
GLST
224
DELISTED
Global Star Acquisition, Inc. Class A Common Stock
GLST
$737K 0.02%
65,000
– –
CFFS
225
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$710K 0.02%
+63,950
New +$705K
7 8
9
10 11

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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
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HPG
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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.