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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
DUET
326
DELISTED
DUET Acquisition Corp. Class A Common Stock
DUET
$2.51M 0.06%
+255,460
New +$2.53M
DALS
327
DELISTED
DA32 Life Science Tech Acquisition Corp. Class A Common Stock
DALS
$2.49M 0.06%
+257,328
New +$2.5M
CPUH
328
DELISTED
Compute Health Acquisition Corp.
CPUH
$2.48M 0.06%
252,773
+70,000
+38% +$686K
HZON
329
DELISTED
Horizon Acquisition Corporation II
HZON
$2.48M 0.06%
250,000
– –
LCAA
330
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$2.47M 0.06%
252,294
– –
GRML
331
Greenland Mines Ltd
GRML
$28.8M
$2.47M 0.06%
+250,000
New +$2.46M
IIII
332
DELISTED
INSU Acquisition Corp. III Class A Common Stock
IIII
$2.46M 0.06%
+250,000
New +$2.46M
TGVC
333
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$2.46M 0.06%
247,753
– –
VPCB
334
DELISTED
VPC Impact Acquisition Holdings II Class A ordinary shre
VPCB
$2.42M 0.05%
+246,813
New +$2.42M
ACACU
335
DELISTED
Acri Capital Acquisition Corp Unit
ACACU
$2.4M 0.05%
+240,000
New +$2.4M
EOCW
336
DELISTED
Elliott Opportunity II Corp.
EOCW
$2.38M 0.05%
245,000
+100,000
+69% +$975K
APMI
337
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.37M 0.05%
244,830
– –
ASAX
338
DELISTED
Astrea Acquisition Corp. Class A Common Stock
ASAX
$2.37M 0.05%
242,088
+50,000
+26% +$490K
ADRT
339
DELISTED
Ault Disruptive Technologies Corporation
ADRT
$2.35M 0.05%
234,708
– –
MCAA
340
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$2.35M 0.05%
232,248
– –
BRAC
341
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.33M 0.05%
235,055
– –
MTAL
342
DELISTED
Metals Acquisition
MTAL
$2.32M 0.05%
237,231
– –
PNBK icon
343
Patriot National Bancorp
PNBK
$131M
$2.31M 0.05%
189,455
– –
TRUG icon
344
TruGolf
TRUG
$1.36M
$2.22M 0.05%
446
– –
LOKM
345
DELISTED
Live Oak Mobility Acquisition Corp.
LOKM
$2.22M 0.05%
226,580
+40,000
+21% +$392K
OPA
346
DELISTED
Magnum Opus Acquisition Limited
OPA
$2.19M 0.05%
223,414
+200,000
+854% +$1.97M
AJRD
347
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$2.18M 0.05%
53,805
-379,185
-88% -$15.3M
FTII
348
DELISTED
FutureTech II Acquisition Corp. Class A Common Stock
FTII
$2.18M 0.05%
+217,408
New +$2.17M
KSI
349
DELISTED
Kadem Sustainable Impact Corporation Class A common stock
KSI
$2.17M 0.05%
222,278
– –
TOAC
350
DELISTED
Talon 1 Acquisition Corp. Class A Ordinary Shares
TOAC
$2.16M 0.05%
214,388
– –
12 13
14
15 16

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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.