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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
+1.31%
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
$4.44B
AUM Growth
+$605M
Cap. Flow
-$117M
Cap. Flow %
-2.64%
Top 10 Hldgs %
10.89%
Holding
1,665
New
292
Increased
229
Reduced
73
Closed
159

Top Buys

Rank Stock Value
1
SCRM
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
+$57.8M
2
SWCH
Switch, Inc. Class A Common Stock
SWCH
+$47.4M
3
VMW
VMware, Inc
VMW
+$47M
4
DRE
Duke Realty Corp.
DRE
+$46.5M
5
GHIX
Gores Holdings IX, Inc. Class A Common Stock
GHIX
+$45.9M

Top Sells

Rank Stock Value
1
SCRMU
Screaming Eagle Acquisition Corp. Unit
SCRMU
+$60M
2
PBCT
People's United Financial Inc
PBCT
+$59.8M
3
CERN
Cerner Corp
CERN
+$57.2M
4
ISBC
Investors Bancorp, Inc.
ISBC
+$55M
5
GHIXU
Gores Holdings IX, Inc. Unit
GHIXU
+$47.7M

Sector Composition

Rank Sector Weight
1 Financials 36.82%
2 Technology 12.7%
3 Industrials 6.4%
4 Healthcare 5.76%
5 Communication Services 3.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JQC icon
526
Nuveen Credit Strategies Income Fund
JQC
$702M
$849K 0.02%
+163,311
New +$918K
NSTC
527
DELISTED
Northern Star Investment Corp. III
NSTC
$843K 0.02%
85,992
– –
XBP icon
528
XBP Global Holdings
XBP
$41.1M
$837K 0.02%
8,282
– –
NIE
529
Virtus Equity & Convertible Income Fund
NIE
$715M
$828K 0.02%
+39,920
New +$928K
WARR
530
DELISTED
Warrior Technologies Acquisition Company
WARR
$823K 0.02%
82,832
– –
LEO
531
BNY Mellon Strategic Municipals
LEO
$389M
$819K 0.02%
124,534
+64,146
+106% +$435K
EPHY
532
DELISTED
Epiphany Technology Acquisition Corp. Class A Common Stock
EPHY
$818K 0.02%
+83,299
New +$817K
EAC
533
DELISTED
Edify Acquisition Corp. Class A Common Stock
EAC
$816K 0.02%
83,115
+15
+0% +$147
BITE
534
DELISTED
Bite Acquisition Corp.
BITE
$816K 0.02%
83,200
– –
GNAC
535
DELISTED
Group Nine Acquisition Corp. Class A Common stock
GNAC
$814K 0.02%
82,812
– –
OSTR
536
DELISTED
Oyster Enterprises Acquisition Corp. Class A Common Stock
OSTR
$814K 0.02%
83,000
– –
MON
537
DELISTED
Monument Circle Acquisition Corp. Class A Common Stock
MON
$813K 0.02%
82,750
– –
ZWRK
538
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
$813K 0.02%
82,665
– –
DMYS
539
DELISTED
dMY Technology Group, Inc. VI
DMYS
$806K 0.02%
82,416
– –
SCMA
540
DELISTED
Seaport Calibre Materials Acquisition Corp. Class A Common Stock
SCMA
$801K 0.02%
80,630
– –
MQY icon
541
BlackRock MuniYield Quality Fund
MQY
$810M
$797K 0.02%
62,793
+34,842
+125% +$445K
FATP
542
DELISTED
Fat Projects Acquisition Corp Class A Ordinary Share
FATP
$792K 0.02%
80,000
– –
GHIXW
543
DELISTED
Gores Holdings IX, Inc. Warrant
GHIXW
$776K 0.02%
+1,583,329
New +$942K
SCRMW
544
DELISTED
Screaming Eagle Acquisition Corp. Warrant
SCRMW
$760K 0.02%
+1,999,999
New +$981K
REVE
545
DELISTED
Alpine Acquisition Corp
REVE
$760K 0.02%
+74,998
New +$760K
BYN.U
546
DELISTED
Banyan Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
BYN.U
$749K 0.02%
75,007
-924,993
-92% -$9.27M
BGR icon
547
BlackRock Energy and Resources Trust
BGR
$412M
$733K 0.02%
66,834
+40,861
+157% +$489K
LVRA
548
DELISTED
Levere Holdings Corp. Class A Ordinary Shares
LVRA
$717K 0.02%
73,299
– –
PICC
549
DELISTED
Pivotal Investment Corporation III
PICC
$709K 0.02%
72,230
+13,760
+24% +$135K
DNAD
550
DELISTED
Social Capital Suvretta Holdings Corp. IV Class A Ordinary Shares
DNAD
$706K 0.02%
72,667
– –
20 21
22
23 24

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GA
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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 Q2 2022 Portfolio in Review

As of Q2 2022, AQR Arbitrage held 1,665 positions worth $4.44B, up 16% from $3.83B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Arbitrage's Q2 2022 filing shows 292 new, 229 increased, 73 reduced and 159 closed positions. Its largest new stake was Screaming Eagle Acquisition Corp. Class A Ordinary Shares: 5,974,198 shares worth $57.3M. The largest sale was Screaming Eagle Acquisition Corp. Unit, an estimated $60M.

By sector, the portfolio is most concentrated in Financials at 37% of assets, up from 25% a quarter earlier, followed by Technology and Industrials.

  • AQR Arbitrage's largest Q2 2022 buy was Screaming Eagle Acquisition Corp. Class A Ordinary Shares: 5,974,198 shares worth $57.3M.
  • AQR Arbitrage added most to LHC Group LLC in Q2 2022, an estimated $40.8M increase.
  • AQR Arbitrage's biggest Q2 2022 reduction was Sanderson Farms Inc, cutting an estimated $23M.
  • AQR Arbitrage fully exited Screaming Eagle Acquisition Corp. Unit in Q2 2022, selling an estimated $60M.
  • AQR Arbitrage's ten largest holdings make up 11% of its $4.44B portfolio in Q2 2022.
  • AQR Arbitrage opened 292 new positions and closed 159 in Q2 2022.
  • AQR Arbitrage's portfolio value rose 16% quarter-over-quarter to $4.44B.

Based on AQR Arbitrage's 13F filing for Q2 2022, filed 15 Aug 2022.