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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
KCGI
676
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
$241K 0.01%
24,418
– –
BFK
677
DELISTED
BlackRock Municipal Income Trust
BFK
$236K 0.01%
+22,020
New +$256K
BOE icon
678
BlackRock Enhanced Global Dividend Trust
BOE
$660M
$227K 0.01%
+23,278
New +$245K
JMAC
679
DELISTED
Maxpro Capital Acquisition Corp. Class A Common Stock
JMAC
$221K 0.01%
22,000
– –
NUW icon
680
Nuveen AMT-Free Municipal Value Fund
NUW
$250M
$220K 0.01%
+15,556
New +$220K
RVACW
681
DELISTED
Riverview Acquisition Corp. Warrant
RVACW
$220K 0.01%
+223,250
New +$213K
BGX
682
Blackstone Long-Short Credit Income Fund
BGX
$135M
$219K ﹤0.01%
+19,013
New +$238K
CTAQ
683
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
$217K ﹤0.01%
+21,996
New +$216K
ERC
684
Allspring Multi-Sector Income Fund
ERC
$254M
$216K ﹤0.01%
22,564
-1,486
-6% -$14.4K
INVZW
685
DELISTED
Innoviz Technologies Warrant
INVZW
$215K ﹤0.01%
121,699
-36,732
-23% -$44K
MTRY
686
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$211K ﹤0.01%
21,076
-152
-0.7% -$1.52K
MUE
687
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$204K ﹤0.01%
+18,520
New +$205K
FEXD
688
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$200K ﹤0.01%
19,976
– –
OPAL icon
689
OPAL Fuels
OPAL
$67.1M
$199K ﹤0.01%
20,000
– –
BGY icon
690
BlackRock Enhanced International Dividend Trust
BGY
$514M
$193K ﹤0.01%
+38,116
New +$204K
GOL
691
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$191K ﹤0.01%
55,929
– –
DSM
692
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$190K ﹤0.01%
30,592
+17,107
+127% +$111K
EVOJ
693
DELISTED
Evo Acquisition Corp. Class A Common Stock
EVOJ
$189K ﹤0.01%
19,320
– –
BRW
694
Saba Capital Income & Opportunities Fund
BRW
$335M
$179K ﹤0.01%
+22,265
New +$186K
TIOA
695
DELISTED
Tio Tech A Class A Ordinary Share
TIOA
$178K ﹤0.01%
18,180
– –
YTPG
696
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$174K ﹤0.01%
17,909
– –
MYN icon
697
BlackRock MuniYield New York Quality Fund
MYN
$373M
$170K ﹤0.01%
+15,942
New +$174K
IHD
698
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$129M
$169K ﹤0.01%
+29,398
New +$178K
LSEAW
699
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$167K ﹤0.01%
794,693
-22,585
-3% -$5.16K
BGB
700
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$166K ﹤0.01%
+14,876
New +$179K
26 27
28
29 30

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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.