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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
AEAE
226
DELISTED
AltEnergy Acquisition Corp
AEAE
$3.97M 0.09%
397,892
+100,000
+34% +$994K
PTOC
227
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
$3.94M 0.09%
403,011
+353,651
+716% +$3.46M
MDAI icon
228
Spectral AI
MDAI
$50.6M
$3.93M 0.09%
401,016
– –
ICNC
229
DELISTED
Iconic Sports Acquisition Corp.
ICNC
$3.93M 0.09%
392,662
+298,582
+317% +$2.99M
AAC
230
DELISTED
Ares Acquisition Corporation
AAC
$3.92M 0.09%
398,334
+85,000
+27% +$835K
NOAC
231
DELISTED
Natural Order Acquisition Corp. Common Stock
NOAC
$3.91M 0.09%
395,790
– –
MNTN
232
DELISTED
Everest Consolidator Acquisition Corporation
MNTN
$3.9M 0.09%
390,888
– –
TWOA
233
DELISTED
two
TWOA
$3.88M 0.09%
397,300
+200,000
+101% +$1.96M
PEPL
234
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
$3.87M 0.09%
388,080
-200
-0.1% -$1.97K
OKLO
235
Oklo
OKLO
$6.97B
$3.84M 0.09%
397,500
+100,000
+34% +$971K
LGAC
236
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
$3.81M 0.09%
389,450
+227,450
+140% +$2.23M
WLL
237
DELISTED
Whiting Petroleum Corporation
WLL
$3.8M 0.09%
+55,885
New +$4.51M
LOCC
238
DELISTED
Live Oak Crestview Climate Acquisition Corp.
LOCC
$3.79M 0.09%
394,106
– –
RFAC
239
DELISTED
RF Acquisition Corp. Class A Common Stock
RFAC
$3.73M 0.08%
+378,555
New +$3.73M
CCV
240
DELISTED
Churchill Capital Corp V
CCV
$3.71M 0.08%
+377,036
New +$3.71M
SOAR icon
241
Volato Group
SOAR
$7.32M
$3.7M 0.08%
14,979
– –
FLFVU
242
DELISTED
Feutune Light Acquisition Corporation Unit
FLFVU
$3.7M 0.08%
+370,000
New +$3.69M
TYGO icon
243
Tigo Energy
TYGO
$120M
$3.69M 0.08%
+371,166
New +$3.69M
GSEV
244
DELISTED
Gores Holdings VII, Inc. Class A Common Stock
GSEV
$3.69M 0.08%
377,431
+242,439
+180% +$2.37M
MPRA
245
DELISTED
Mercato Partners Acquisition Corporation Class A Common Stock
MPRA
$3.68M 0.08%
369,544
– –
THCP
246
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$3.67M 0.08%
374,217
– –
CERO
247
DELISTED
CERo Therapeutics
CERO
$3.64M 0.08%
181
– –
COCH icon
248
Envoy Medical
COCH
$52M
$3.64M 0.08%
371,078
+87,500
+31% +$857K
BWC
249
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
$3.63M 0.08%
375,595
+159,295
+74% +$1.54M
ITAQ
250
DELISTED
Industrial Tech Acquisitions II, Inc. Class A Common Stock
ITAQ
$3.63M 0.08%
+364,996
New +$3.63M
8 9
10
11 12

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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.