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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
CCTS
376
DELISTED
Cactus Acquisition Corp. 1 Limited Class A Ordinary Share
CCTS
$1.97M 0.04%
197,618
– –
DEVS
377
DELISTED
DevvStream Corp
DEVS
$1.96M 0.04%
19,786
– –
GGMC
378
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
$1.96M 0.04%
201,329
– –
EBAC
379
DELISTED
European Biotech Acquisition Corp. Class A Ordinary Shares
EBAC
$1.96M 0.04%
200,208
+100,000
+100% +$979K
BHAC
380
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.95M 0.04%
198,609
– –
NFNT
381
DELISTED
Infinite Acquisition Corp.
NFNT
$1.95M 0.04%
197,802
– –
ORIA
382
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$1.95M 0.04%
200,000
– –
GOBI
383
DELISTED
Gobi Acquisition Corp. Class A Ordinary Shares
GOBI
$1.95M 0.04%
196,000
– –
NOGN
384
DELISTED
Nogin, Inc. Common Stock
NOGN
$1.93M 0.04%
9,650
– –
TWCB
385
DELISTED
Bilander Acquisition Corp. Class A Common Stock
TWCB
$1.92M 0.04%
198,528
– –
CDAQ
386
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.91M 0.04%
197,592
– –
PROK icon
387
ProKidney
PROK
$316M
$1.9M 0.04%
191,100
– –
DNAB
388
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.9M 0.04%
195,200
– –
LDTC
389
DELISTED
LeddarTech
LDTC
$1.85M 0.04%
375,576
– –
AFAC
390
DELISTED
Arena Fortify Acquisition Corp. Class A Common Stock
AFAC
$1.84M 0.04%
183,702
– –
RCFA
391
DELISTED
Perception Capital Corp. IV
RCFA
$1.83M 0.04%
183,872
– –
AFTR
392
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$1.82M 0.04%
187,498
+175,000
+1,400% +$1.7M
ZVSA
393
DELISTED
ZyVersa Therapeutics
ZVSA
$1.82M 0.04%
523
-6
-1% -$20.9K
BOAS
394
DELISTED
BOA Acquisition Corp.
BOAS
$1.81M 0.04%
184,471
– –
NSTD
395
DELISTED
Northern Star Investment Corp. IV
NSTD
$1.8M 0.04%
184,192
– –
BMAQ
396
DELISTED
Blockchain Moon Acquisition Corp. Common Stock
BMAQ
$1.79M 0.04%
181,095
+99,427
+122% +$983K
GETR
397
DELISTED
Getaround, Inc.
GETR
$1.79M 0.04%
182,500
– –
SGII
398
DELISTED
Seaport Global Acquisition II Corp. Class A Common Stock
SGII
$1.75M 0.04%
175,290
– –
CURR
399
Currenc Group
CURR
$372M
$1.74M 0.04%
173,298
– –
CCAI
400
DELISTED
Cascadia Acquisition Corp. Class A Common Stock
CCAI
$1.71M 0.04%
175,238
– –
14 15
16
17 18

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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.