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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
ROG icon
26
Rogers Corp
ROG
$2.33B
$29M 0.65%
110,676
-2,882
-3% -$766K
TSEM icon
27
Tower Semiconductor
TSEM
$26.4B
$28.3M 0.64%
612,203
-25,882
-4% -$1.23M
SAFM
28
DELISTED
Sanderson Farms Inc
SAFM
$28.1M 0.63%
130,365
-117,676
-47% -$23M
SAIL
29
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$27.7M 0.62%
+445,370
New +$27.5M
ASZ
30
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$27M 0.61%
2,765,000
+2,265,000
+453% +$22.2M
MTOR
31
DELISTED
MERITOR, Inc.
MTOR
$26.7M 0.6%
735,374
-22,743
-3% -$818K
TGNA
32
DELISTED
TEGNA Inc
TGNA
$26.2M 0.59%
1,255,917
-84,473
-6% -$1.83M
SJI
33
DELISTED
South Jersey Industries, Inc.
SJI
$25.7M 0.58%
753,203
+103,466
+16% +$3.54M
CVET
34
DELISTED
Covetrus, Inc. Common Stock
CVET
$24.2M 0.55%
+1,167,577
New +$20.8M
CVII
35
DELISTED
Churchill Capital Corp VII Class A Common Stock
CVII
$24.1M 0.54%
2,467,940
+2,034,607
+470% +$19.9M
BHVN
36
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$23.7M 0.54%
+162,882
New +$20.8M
NLSN
37
DELISTED
Nielsen Holdings plc
NLSN
$21.2M 0.48%
915,541
+658,782
+257% +$16.9M
ZEN
38
DELISTED
ZENDESK INC
ZEN
$20.5M 0.46%
+277,258
New +$27.3M
PSB
39
DELISTED
PS Business Parks, Inc.
PSB
$20.4M 0.46%
+109,337
New +$19.9M
CNR
40
DELISTED
Cornerstone Building Brands, Inc.
CNR
$19.9M 0.45%
813,724
-23,167
-3% -$565K
MGI
41
DELISTED
MoneyGram International, Inc. New
MGI
$19.9M 0.45%
1,986,352
-85,526
-4% -$861K
MANT
42
DELISTED
Mantech International Corp
MANT
$19M 0.43%
+199,455
New +$17.8M
TWTR
43
DELISTED
Twitter, Inc.
TWTR
$17.8M 0.4%
+477,568
New +$20.5M
ATC
44
DELISTED
Atotech Limited
ATC
$17.5M 0.4%
906,293
-12,051
-1% -$249K
AIRJ
45
Montana Technologies Corp
AIRJ
$302M
$17.1M 0.39%
1,736,269
+677,000
+64% +$6.65M
TEN
46
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$16.9M 0.38%
983,039
-3,985
-0.4% -$67.3K
VCXB
47
DELISTED
10X Capital Venture Acquisition Corp III
VCXB
$16.3M 0.37%
+1,624,998
New +$16.2M
JGGC
48
DELISTED
Jaguar Global Growth Corporation I Class A Ordinary Shares
JGGC
$15.7M 0.35%
+1,574,996
New +$15.6M
POLY
49
DELISTED
Plantronics, Inc.
POLY
$14.9M 0.34%
375,111
+270,819
+260% +$10.8M
ZING
50
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
$14.6M 0.33%
1,480,034
+1,000,732
+209% +$9.87M
1
2
3 4 5

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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.