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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
ATAQ
576
DELISTED
Altimar Acquisition Corp III
ATAQ
$572K 0.01%
58,320
– –
MUI
577
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$571K 0.01%
+47,913
New +$585K
NCAC
578
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$569K 0.01%
56,574
– –
TMPO
579
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
$569K 0.01%
56,010
– –
RAM
580
DELISTED
Aries I Acquisition Corporation Class A Ordinary Share
RAM
$565K 0.01%
56,010
– –
FVT
581
DELISTED
Fortress Value Acquisition Corp. III
FVT
$565K 0.01%
57,430
– –
IGICW
582
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$559K 0.01%
1,117,803
-1,505
-0.1% -$902
TMPM
583
DELISTED
Turmeric Acquisition Corp. Class A Ordinary Shares
TMPM
$557K 0.01%
56,290
– –
VGM icon
584
Invesco Trust Investment Grade Municipals
VGM
$549M
$549K 0.01%
52,155
+31,356
+151% +$337K
LDP icon
585
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$547K 0.01%
+27,649
New +$577K
QFTA
586
DELISTED
Quantum FinTech Acquisition Corporation
QFTA
$546K 0.01%
55,570
– –
CLAA
587
DELISTED
Colonnade Acquisition Corp. II
CLAA
$545K 0.01%
55,634
+100
+0.2% +$979
DSU icon
588
BlackRock Debt Strategies Fund
DSU
$589M
$540K 0.01%
+59,049
New +$574K
ONMD icon
589
OneMedNet
ONMD
$34.5M
$540K 0.01%
52,667
– –
MTN icon
590
Vail Resorts
MTN
$5.28B
$536K 0.01%
2,475
-413
-14% -$101K
GFX
591
DELISTED
Golden Falcon Acquisition Corp.
GFX
$533K 0.01%
+54,100
New +$532K
BETR icon
592
Better Home & Finance Holding
BETR
$421M
$532K 0.01%
1,086
– –
MHI
593
DELISTED
Pioneer Municipal High Income Fund
MHI
$531K 0.01%
57,212
+41,613
+267% +$400K
SDAC
594
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$529K 0.01%
53,930
– –
CSTA
595
DELISTED
Constellation Acquisition Corp I
CSTA
$525K 0.01%
53,398
– –
ECF
596
Ellsworth Growth & Income Fund
ECF
$168M
$517K 0.01%
60,628
+42,927
+243% +$401K
ASAQ
597
DELISTED
Atlantic Avenue Acquisition Corp
ASAQ
$514K 0.01%
+51,882
New +$513K
AMOD
598
Alpha Modus Holdings
AMOD
$17.7M
$513K 0.01%
1,307
– –
FTPA
599
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$504K 0.01%
51,164
– –
NUO
600
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$504K 0.01%
+39,755
New +$512K
22 23
24
25 26

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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.