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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
HCIC
276
DELISTED
Hennessy Capital Investment Corp. V Class A Common Stock
HCIC
$3.26M 0.07%
332,049
+295,577
+810% +$2.9M
CTT
277
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.24M 0.07%
+322,217
New +$2.95M
RRAC
278
DELISTED
Rigel Resource Acquisition Corp.
RRAC
$3.2M 0.07%
321,582
– –
OPTX icon
279
Syntec Optics
OPTX
$242M
$3.18M 0.07%
318,354
+50,000
+19% +$499K
MATV icon
280
Mativ Holdings
MATV
$480M
$3.16M 0.07%
+125,951
New +$3.33M
BWAQ
281
DELISTED
Blue World Acquisition Corporation Class A Ordinary Shares
BWAQ
$3.16M 0.07%
+319,899
New +$3.17M
AERT
282
Aeries Technology
AERT
$36.5M
$3.16M 0.07%
39,627
– –
DPCS
283
DELISTED
DP Cap Acquisition Corp I Class A Ordinary Shares
DPCS
$3.13M 0.07%
314,108
+100,000
+47% +$995K
BLEU
284
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$3.12M 0.07%
319,112
+70,000
+28% +$683K
GHAC
285
DELISTED
Gaming & Hospitality Acquisition Corp. Class A Common Stock
GHAC
$3.09M 0.07%
315,584
+192,485
+156% +$1.89M
AOGO
286
DELISTED
Arogo Capital Acquisition Corp. Class A Common Stock
AOGO
$3.08M 0.07%
309,459
– –
AVAC
287
DELISTED
Avalon Acquisition Inc. Class A Common Stock
AVAC
$3.06M 0.07%
306,556
+200,000
+188% +$1.99M
BACA
288
DELISTED
Berenson Acquisition Corp. I
BACA
$3.06M 0.07%
313,130
+282,256
+914% +$2.76M
MCACU
289
DELISTED
Monterey Capital Acquisition Corporation Unit
MCACU
$2.99M 0.07%
+300,000
New +$2.98M
FGMC
290
DELISTED
FG Merger Corp. Common Stock
FGMC
$2.98M 0.07%
+299,988
New +$2.99M
ONYX
291
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$2.97M 0.07%
297,136
– –
SCOA
292
DELISTED
ScION Tech Growth I Class A Ordinary Shares
SCOA
$2.97M 0.07%
300,910
+156,069
+108% +$1.54M
APXI
293
DELISTED
APx Acquisition Corp. I Class A Ordinary Share
APXI
$2.97M 0.07%
+296,976
New +$2.97M
ACRO
294
DELISTED
Acropolis Infrastructure Acquisition Corp
ACRO
$2.97M 0.07%
307,093
– –
QTI
295
QT Imaging Holdings
QTI
$37.2M
$2.96M 0.07%
294,358
+170,900
+138% +$1.71M
PLMJ
296
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$2.95M 0.07%
304,997
– –
FRXB
297
DELISTED
Forest Road Acquisition Corp. II
FRXB
$2.95M 0.07%
+300,946
New +$2.94M
TWNI
298
DELISTED
Tailwind International Acquisition Corp.
TWNI
$2.94M 0.07%
+300,000
New +$2.94M
SWET
299
DELISTED
Athlon Acquisition Corp. Class A Common stock
SWET
$2.94M 0.07%
298,669
+216,003
+261% +$2.12M
NHIC
300
DELISTED
NewHold Investment Corp. II Class A Common Stock
NHIC
$2.94M 0.07%
297,930
– –
10 11
12
13 14

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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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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.