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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
MMU
601
Western Asset Managed Municipals Fund
MMU
$551M
$501K 0.01%
47,406
+37,274
+368% +$405K
PAFO
602
DELISTED
Pacifico Acquisition Corp. Common Stock
PAFO
$501K 0.01%
50,000
– –
WRAC
603
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$500K 0.01%
50,000
– –
KIO
604
KKR Income Opportunities Fund
KIO
$448M
$499K 0.01%
+42,873
New +$559K
OEPW
605
DELISTED
One Equity Partners Open Water I Corp. Class A Common Stock
OEPW
$499K 0.01%
50,770
– –
IGAC
606
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$495K 0.01%
50,003
+3
+0% +$30
VCV icon
607
Invesco California Value Municipal Income Trust
VCV
$516M
$489K 0.01%
46,265
+21,228
+85% +$222K
MBTC
608
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$487K 0.01%
47,560
– –
AFB
609
AllianceBernstein National Municipal Income Fund
AFB
$314M
$485K 0.01%
+41,948
New +$489K
BENE
610
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
$483K 0.01%
46,760
– –
BNY
611
DELISTED
BlackRock New York Municipal Income Trust
BNY
$481K 0.01%
43,683
+22,202
+103% +$251K
ARYE
612
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$479K 0.01%
49,250
– –
BLTS
613
DELISTED
Bright Lights Acquisition Corp. Class A Common Stock
BLTS
$479K 0.01%
48,690
– –
LFTR
614
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
$477K 0.01%
48,167
– –
DMF
615
DELISTED
BNY Mellon Municipal Income
DMF
$476K 0.01%
70,500
+39,011
+124% +$271K
NGC
616
DELISTED
Northern Genesis Acquisition Corp. III
NGC
$470K 0.01%
48,008
– –
FZT
617
DELISTED
FAST Acquisition Corp. II
FZT
$468K 0.01%
47,900
– –
ENX
618
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$455K 0.01%
48,903
+33,756
+223% +$323K
GDV icon
619
Gabelli Dividend & Income Trust
GDV
$2.61B
$453K 0.01%
+22,149
New +$492K
PSAG
620
DELISTED
Property Solutions Acquisition Corporation II Class A Common Stock
PSAG
$432K 0.01%
+44,104
New +$431K
CPTK
621
DELISTED
Crown PropTech Acquisitions
CPTK
$430K 0.01%
43,698
– –
OCEA
622
DELISTED
Ocean Biomedical, Inc. Common Stock
OCEA
$420K 0.01%
41,347
– –
GAPA
623
DELISTED
G&P Acquisition Corp.
GAPA
$419K 0.01%
42,166
+400
+1% +$3.98K
HIX
624
Western Asset High Income Fund II
HIX
$352M
$413K 0.01%
+83,783
New +$446K
SWSS
625
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
$413K 0.01%
83,504
– –
23 24
25
26 27

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GA
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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.