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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
BRD
251
DELISTED
Beard Energy Transition Acquisition Corp.
BRD
$3.62M 0.08%
364,780
– –
FWAC
252
DELISTED
Fifth Wall Acquisition Corp. III Class A Ordinary Shares
FWAC
$3.54M 0.08%
363,290
– –
TETC
253
DELISTED
Tech and Energy Transition Corporation Class A Common Stock
TETC
$3.53M 0.08%
360,728
+310,728
+621% +$3.04M
HLAH
254
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Class A Common Stock
HLAH
$3.52M 0.08%
358,749
– –
WPCA
255
DELISTED
Warburg Pincus Capital Corporation I-A
WPCA
$3.51M 0.08%
358,180
– –
DRAY
256
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
$3.51M 0.08%
+353,156
New +$3.5M
RMGC
257
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$3.51M 0.08%
356,777
+259,000
+265% +$2.54M
MBSC
258
DELISTED
M3-Brigade Acquisition III Corp.
MBSC
$3.49M 0.08%
349,776
– –
ARCK
259
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Class A Common Stock
ARCK
$3.49M 0.08%
347,545
– –
BIOT
260
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
$3.48M 0.08%
351,148
+250,000
+247% +$2.45M
AIB
261
DELISTED
AIB Acquisition Corp
AIB
$3.46M 0.08%
348,730
-1,270
-0.4% -$12.6K
IGTA
262
DELISTED
Inception Growth Acquisition Limited Common Stock
IGTA
$3.45M 0.08%
349,994
– –
SVNA
263
DELISTED
7 Acquisition Corp
SVNA
$3.45M 0.08%
346,660
– –
FXCO
264
DELISTED
Financial Strategies Acquisition Corp. Class A Common Stock
FXCO
$3.42M 0.08%
344,018
– –
LFAC
265
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
$3.42M 0.08%
341,886
– –
INTE
266
DELISTED
Integral Acquisition Corporation 1 Class A Common Stock
INTE
$3.41M 0.08%
344,004
– –
IRRX
267
DELISTED
Integrated Rail and Resources Acquisition Corp.
IRRX
$3.4M 0.08%
342,164
– –
SANB
268
DELISTED
Sanaby Health Acquisition Corp. I Class A Common Stock
SANB
$3.35M 0.08%
+333,962
New +$3.35M
CORS
269
DELISTED
Corsair Partnering Corporation
CORS
$3.31M 0.07%
341,994
– –
IACC
270
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
$3.31M 0.07%
339,609
+250,000
+279% +$2.44M
TCOA
271
DELISTED
Zalatoris Acquisition Corp.
TCOA
$3.29M 0.07%
336,416
+86,328
+35% +$845K
TRTL
272
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
$3.29M 0.07%
340,500
– –
MBAC
273
DELISTED
M3-Brigade Acquisition II Corp.
MBAC
$3.29M 0.07%
335,127
+250,000
+294% +$2.45M
APN
274
DELISTED
Apeiron Capital Investment Corp
APN
$3.28M 0.07%
328,260
– –
COLI
275
DELISTED
Colicity Inc. Class A Common Stock
COLI
$3.27M 0.07%
333,074
+183,080
+122% +$1.79M
9 10
11
12 13

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HCM
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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.