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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
HTAQ
351
DELISTED
Hunt Companies Acquisition Corp. I
HTAQ
$2.15M 0.05%
214,108
– –
ACDI
352
DELISTED
Ascendant Digital Acquisition Corp. III
ACDI
$2.15M 0.05%
214,267
– –
IPVI
353
DELISTED
InterPrivate IV InfraTech Partners Inc. Class A Common Stock
IPVI
$2.14M 0.05%
218,000
+85,000
+64% +$831K
ISAA
354
DELISTED
Iron Spark I Inc. Class A Common Stock
ISAA
$2.14M 0.05%
216,814
– –
ALOR
355
DELISTED
ALSP Orchid Acquisition Corp I
ALOR
$2.13M 0.05%
213,972
– –
JWAC
356
DELISTED
Jupiter Wellness Acquisition Corp. Class A Common Stock
JWAC
$2.13M 0.05%
214,489
– –
CBRG
357
DELISTED
Chain Bridge I Class A Ordinary Shares
CBRG
$2.13M 0.05%
214,108
– –
TSIB
358
DELISTED
Tishman Speyer Innovation Corp. II Class A common stock
TSIB
$2.11M 0.05%
+215,930
New +$2.12M
KACL
359
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
$2.1M 0.05%
210,696
+23,200
+12% +$231K
BSAQ
360
DELISTED
Black Spade Acquisition Co
BSAQ
$2.09M 0.05%
216,014
– –
GDST
361
DELISTED
Goldenstone Acquisition Limited Common Stock
GDST
$2.06M 0.05%
+208,300
New +$2.06M
ARTE
362
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
$2.04M 0.05%
205,396
– –
DHBC
363
DELISTED
DHB Capital Corp. Class A common stock
DHBC
$2.04M 0.05%
208,438
– –
CONX
364
DELISTED
CONX Corp. Class A Common Stock
CONX
$2.02M 0.05%
+205,000
New +$2.03M
GENQ
365
DELISTED
Genesis Unicorn Capital Corp. Class A Common Stock
GENQ
$2.02M 0.05%
+202,980
New +$2.02M
FLYA
366
DELISTED
SOAR Technology Acquisition Corp.
FLYA
$2.02M 0.05%
198,445
-3,635
-2% -$36.9K
FRSG
367
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
$2.01M 0.05%
205,446
– –
VSEE
368
VSee Health
VSEE
$3.79M
$2.01M 0.05%
200,000
– –
ENER
369
DELISTED
Accretion Acquisition Corp
ENER
$2M 0.05%
203,862
-1,900
-0.9% -$18.7K
SZZL
370
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
$2M 0.05%
199,994
– –
CREC
371
DELISTED
Crescera Capital Acquisition Corp Class A Ordinary Shares
CREC
$1.99M 0.04%
198,056
– –
RNER
372
DELISTED
Mount Rainier Acquisition Corp. Common Stock
RNER
$1.98M 0.04%
198,614
– –
PHYT
373
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$1.98M 0.04%
197,512
– –
GTAC
374
DELISTED
Global Technology Acquisition Corp. I Class A Ordinary Shares
GTAC
$1.97M 0.04%
197,494
– –
SAGA
375
DELISTED
Sagaliam Acquisition Corp. Class A Common Stock
SAGA
$1.97M 0.04%
+198,877
New +$1.97M
13 14
15
16 17

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.