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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
ETRN
1
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$77.4M 2.01%
5,965,018
+299,141
+5% +$4.01M
SWN
2
DELISTED
Southwestern Energy Company
SWN
$71.7M 1.86%
10,654,360
+805,773
+8% +$5.88M
AXNX
3
DELISTED
Axonics, Inc. Common Stock
AXNX
$65.5M 1.7%
973,943
+18,142
+2% +$1.22M
EDR
4
DELISTED
Endeavor Group Holdings, Inc.
EDR
$55.9M 1.45%
+2,066,815
New +$55M
CHX
5
DELISTED
ChampionX
CHX
$54.6M 1.41%
+1,642,626
New +$56M
HCP
6
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
$54.4M 1.41%
+1,621,622
New +$50.4M
HES
7
DELISTED
Hess
HES
$53.1M 1.38%
360,213
+95,736
+36% +$14.7M
ACI icon
8
Albertsons Companies
ACI
$5.4B
$49.7M 1.29%
2,515,646
+132,527
+6% +$2.71M
MGRC icon
9
McGrath RentCorp
MGRC
$2.94B
$47.1M 1.22%
442,341
-4,272
-1% -$470K
VZIO
10
DELISTED
VIZIO Holding Corp.
VZIO
$43.3M 1.12%
4,006,869
+1,447,251
+57% +$15.5M
ANSS
11
DELISTED
Ansys
ANSS
$40.8M 1.06%
126,850
+13,427
+12% +$4.4M
DFS
12
DELISTED
Discover Financial Services
DFS
$40.3M 1.04%
316,590
+32,054
+11% +$4M
WRK
13
DELISTED
WestRock Company
WRK
$38.8M 1.01%
776,935
+45,424
+6% +$2.29M
ALE
14
DELISTED
Allete
ALE
$37.1M 0.96%
+594,497
New +$36.6M
AMED
15
DELISTED
Amedisys
AMED
$36.8M 0.95%
400,350
-43,299
-10% -$4.02M
SRCL
16
DELISTED
Stericycle Inc
SRCL
$34.6M 0.9%
+598,245
New +$30.7M
NVEI
17
DELISTED
Nuvei Corporation Subordinate Voting Shares
NVEI
$32.6M 0.85%
+1,008,021
New +$32.5M
HTLF
18
DELISTED
Heartland Financial USA, Inc.
HTLF
$30.6M 0.79%
+688,083
New +$27.9M
WIRE
19
DELISTED
Encore Wire Corp
WIRE
$29M 0.75%
+99,955
New +$28.2M
X
20
DELISTED
US Steel
X
$25.5M 0.66%
676,061
+168,657
+33% +$6.44M
DO
21
DELISTED
Diamond Offshore Drilling, Inc.
DO
$24.9M 0.65%
+1,608,694
New +$22.9M
PRFT
22
DELISTED
Perficient Inc
PRFT
$24.5M 0.63%
+327,039
New +$20.9M
SBOW
23
DELISTED
SilverBow Resources, Inc.
SBOW
$24.2M 0.63%
+638,495
New +$22.4M
NETD
24
DELISTED
Nabors Energy Transition Corp II
NETD
$23.7M 0.61%
2,249,997
+1,250,000
+125% +$13.1M
KDK
25
Kodiak AI
KDK
$802M
$23.5M 0.61%
2,199,999
– –
1
2 3 4 5

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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.