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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
EDR
1
DELISTED
Endeavor Group Holdings, Inc.
EDR
$114M 2.48%
4,002,838
+1,936,023
+94% +$53.2M
SWN
2
DELISTED
Southwestern Energy Company
SWN
$99.2M 2.15%
13,950,118
+3,295,758
+31% +$21.3M
AAL icon
3
PUT
American Airlines Group
AAL
$9.58B
$92.3M 2.01%
+8,211,600
New +$86.9M
MSTR icon
4
PUT
Strategy Inc
MSTR
$33.5B
$80.9M 1.76%
+480,000
New +$68.6M
CHX
5
DELISTED
ChampionX
CHX
$78.6M 1.71%
2,614,324
+971,698
+59% +$30.7M
SE icon
6
PUT
Sea Limited
SE
$61.2B
$70.7M 1.54%
+750,000
New +$56.6M
AXNX
7
DELISTED
Axonics, Inc. Common Stock
AXNX
$59.4M 1.29%
853,820
-120,123
-12% -$8.24M
HES
8
DELISTED
Hess
HES
$47.4M 1.03%
357,211
-3,002
-0.8% -$418K
SMCI icon
9
PUT
Super Micro Computer
SMCI
$19.5B
$46.9M 1.02%
+1,127,000
New +$68.6M
ESGR
10
DELISTED
Enstar Group
ESGR
$45.1M 0.98%
+140,288
New +$45.4M
ACI icon
11
Albertsons Companies
ACI
$5.4B
$43.8M 0.95%
2,370,848
-144,798
-6% -$2.83M
HCP
12
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
$41.9M 0.91%
1,238,125
-383,497
-24% -$12.9M
ALE
13
DELISTED
Allete
ALE
$41.7M 0.91%
650,132
+55,635
+9% +$3.54M
VZIO
14
DELISTED
VIZIO Holding Corp.
VZIO
$41.5M 0.9%
3,714,615
-292,254
-7% -$3.24M
INFN
15
DELISTED
Infinera Corporation Common Stock
INFN
$39.3M 0.85%
5,823,998
+4,355,579
+297% +$26.9M
KDK
16
Kodiak AI
KDK
$802M
$37.9M 0.82%
3,499,999
+1,300,000
+59% +$14M
MRO
17
DELISTED
Marathon Oil Corporation
MRO
$37.3M 0.81%
1,400,038
+585,409
+72% +$16.2M
HTLF
18
DELISTED
Heartland Financial USA, Inc.
HTLF
$36M 0.78%
635,173
-52,910
-8% -$2.77M
ANSS
19
DELISTED
Ansys
ANSS
$34.5M 0.75%
108,408
-18,442
-15% -$5.86M
FTW.U
20
DELISTED
EQV Ventures Acquisition Corp Units
FTW.U
$34.4M 0.75%
+3,465,000
New +$34.5M
SRCL
21
DELISTED
Stericycle Inc
SRCL
$33.9M 0.74%
555,452
-42,793
-7% -$2.54M
CTLT
22
DELISTED
CATALENT, INC.
CTLT
$30.9M 0.67%
512,091
+153,924
+43% +$9.11M
ENV
23
DELISTED
ENVESTNET, INC.
ENV
$29.1M 0.63%
465,274
+389,011
+510% +$24.3M
AMED
24
DELISTED
Amedisys
AMED
$28.6M 0.62%
296,654
-103,696
-26% -$10.1M
RCM
25
DELISTED
R1 RCM Inc. Common Stock
RCM
$27.7M 0.6%
+1,952,842
New +$26.5M
1
2 3 4 5

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CIS
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EMPI
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HCM
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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.