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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
MFM
626
Aberdeen Municipal Income Fund
MFM
$220M
$410K 0.01%
+75,459
New +$423K
LCA
627
DELISTED
Landcadia Holdings IV, Inc. Class A Common Stock
LCA
$407K 0.01%
41,590
– –
CLDI icon
628
Calidi Biotherapeutics
CLDI
$2.18M
$403K 0.01%
338
– –
NAN icon
629
Nuveen New York Quality Municipal Income Fund
NAN
$370M
$393K 0.01%
33,494
+15,790
+89% +$185K
ZLS
630
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$393K 0.01%
40,500
– –
FMN
631
Federated Hermes Premier Municipal Income Fund
FMN
$86.8M
$390K 0.01%
+35,249
New +$412K
PSQH icon
632
PSQ Holdings
PSQH
$10.3M
$389K 0.01%
2,674
– –
BNZI icon
633
Banzai International
BNZI
$7.23M
$362K 0.01%
4
– –
NHS
634
Neuberger High Yield Strategies Fund Inc
NHS
$251M
$362K 0.01%
+43,253
New +$408K
VEEA
635
Veea Inc
VEEA
$8.72M
$362K 0.01%
36,970
– –
GRCY
636
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$361K 0.01%
34,387
– –
HOLO icon
637
MicroCloud Hologram
HOLO
$38.5M
$354K 0.01%
4
– –
TY icon
638
TRI-Continental Corp
TY
$1.86B
$353K 0.01%
13,497
+6,805
+102% +$195K
ARYD
639
DELISTED
ARYA Sciences Acquisition Corp IV Class A Odinary Shares
ARYD
$353K 0.01%
36,000
– –
SDA icon
640
SunCar Technology Group
SDA
$76.3M
$345K 0.01%
34,000
– –
PKBO
641
DELISTED
Peak Bio, Inc. Common Stock
PKBO
$345K 0.01%
35,000
– –
PHT
642
DELISTED
Pioneer High Income Fund
PHT
$339K 0.01%
+48,080
New +$358K
FTAA
643
DELISTED
FTAC Athena Acquisition Corp. Class A Ordinary Share
FTAA
$337K 0.01%
34,387
– –
NQP
644
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$334K 0.01%
+27,423
New +$334K
NCA icon
645
Nuveen California Municipal Value Fund
NCA
$297M
$332K 0.01%
37,974
+21,565
+131% +$191K
PPHP
646
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$332K 0.01%
33,000
– –
PRBM
647
DELISTED
Parabellum Acquisition Corp.
PRBM
$331K 0.01%
33,594
– –
MVF
648
DELISTED
BlackRock MuniVest Fund
MVF
$329K 0.01%
+44,138
New +$333K
INSI
649
DELISTED
Insight Select Income Fund
INSI
$329K 0.01%
20,495
+10,201
+99% +$170K
LMACA
650
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
$327K 0.01%
33,250
– –
24 25
26
27 28

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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.