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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
AENT icon
701
Alliance Entertainment
AENT
$300M
$159K ﹤0.01%
16,038
– –
MHN
702
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
$157K ﹤0.01%
+14,245
New +$163K
ATA
703
DELISTED
Americas Technology Acquisition Corp.
ATA
$157K ﹤0.01%
15,288
– –
OMEG
704
DELISTED
Omega Alpha SPAC Class A Ordinary Shares
OMEG
$156K ﹤0.01%
15,793
– –
IIM icon
705
Invesco Value Municipal Income Trust
IIM
$587M
$155K ﹤0.01%
+12,071
New +$158K
MHF
706
Western Asset Municipal High Income Fund
MHF
$152M
$149K ﹤0.01%
+22,670
New +$152K
WALD icon
707
Waldencast
WALD
$217M
$148K ﹤0.01%
15,000
– –
HCVIW
708
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$147K ﹤0.01%
566,664
– –
WPCB
709
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$147K ﹤0.01%
15,000
– –
MYI icon
710
BlackRock MuniYield Quality Fund III
MYI
$712M
$142K ﹤0.01%
12,186
+1,831
+18% +$21.5K
DCGOW
711
DELISTED
DocGo Inc. Warrants
DCGOW
$142K ﹤0.01%
85,060
-16,112
-16% -$27.7K
GATEW
712
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$140K ﹤0.01%
1,399,998
– –
CXAC.WS
713
DELISTED
C5 Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
CXAC.WS
$138K ﹤0.01%
+690,836
New +$176K
AGD
714
abrdn Global Dynamic Dividend Fund
AGD
$316M
$137K ﹤0.01%
+14,594
New +$147K
CMPOW
715
DELISTED
CompoSecure Inc Warrant
CMPOW
$134K ﹤0.01%
183,642
-57,746
-24% -$69.5K
VKI icon
716
Invesco Advantage Municipal Income Trust II
VKI
$394M
$134K ﹤0.01%
+14,166
New +$134K
BROGW
717
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$134K ﹤0.01%
394,537
-13,580
-3% -$4.49K
GCTS.WS
718
GCT Semiconductor Holding Warrants
GCTS.WS
$16.2M
$131K ﹤0.01%
596,337
– –
LFLYW
719
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$130K ﹤0.01%
191,612
-71,479
-27% -$92.7K
BZAIW
720
Blaize Holdings Warrants
BZAIW
$6.23M
$126K ﹤0.01%
1,217,571
– –
NKGN
721
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$126K ﹤0.01%
13,000
– –
HWEL
722
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
$123K ﹤0.01%
12,700
– –
KYCHR
723
DELISTED
Keyarch Acquisition Corporation Rights
KYCHR
$122K ﹤0.01%
+714,997
New +$116K
TRCA
724
DELISTED
Twin Ridge Capital Acquisition Corp.
TRCA
$119K ﹤0.01%
+12,108
New +$119K
VTN icon
725
Invesco Trust for Investment Grade New York Municipals
VTN
$162M
$118K ﹤0.01%
+10,997
New +$119K
27 28
29
30 31

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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.