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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
SSAA
476
DELISTED
Science Strategic Acquisition Corp. Alpha Class A Common Stock
SSAA
$1.08M 0.02%
110,248
+27,766
+34% +$272K
RKTA
477
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$1.06M 0.02%
108,450
+60,000
+124% +$587K
HMCOU
478
DELISTED
HumanCo Acquisition Corp. Unit
HMCOU
$1.06M 0.02%
+107,000
New +$1.06M
SKYA
479
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$1.05M 0.02%
107,555
+51,086
+90% +$498K
ASPC
480
DELISTED
Alpha Capital Acquisition Co
ASPC
$1.03M 0.02%
104,430
– –
FCAX
481
DELISTED
Fortress Capital Acquisition Corp.
FCAX
$1.03M 0.02%
+104,125
New +$1.02M
AGGR
482
DELISTED
Agile Growth Corp
AGGR
$1.02M 0.02%
103,849
+55,549
+115% +$544K
SEPA
483
DELISTED
SEP Acquisition Corp Class A Common Stock
SEPA
$1.01M 0.02%
+102,449
New +$1.01M
BSGA
484
DELISTED
Blue Safari Group Acquisition Corp. Class A Ordinary Share
BSGA
$1.01M 0.02%
100,100
– –
ENTF
485
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Class A Ordinary Shares
ENTF
$1M 0.02%
+100,000
New +$996K
ROSE
486
DELISTED
Rose Hill Acquisition Corporation Class A Ordinary Shares
ROSE
$1M 0.02%
100,000
– –
SLCR
487
DELISTED
Silver Crest Acquisition Corporation Class A Ordinary Share
SLCR
$1M 0.02%
101,378
– –
AVHI
488
DELISTED
Achari Ventures Holdings Corp I
AVHI
$999K 0.02%
+100,000
New +$996K
VSAC
489
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$998K 0.02%
99,736
– –
FSSI
490
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
$996K 0.02%
101,532
+69,000
+212% +$677K
STRE
491
DELISTED
Supernova Partners Acquisition Company III, Ltd.
STRE
$993K 0.02%
+101,500
New +$994K
CDIO icon
492
Cardio Diagnostics
CDIO
$4.79M
$987K 0.02%
3,311
-22
-0.7% -$6.55K
AISP
493
Airship AI Holdings
AISP
$67.8M
$984K 0.02%
+99,996
New +$980K
BGSX
494
DELISTED
Build Acquisition Corp.
BGSX
$984K 0.02%
100,877
+49,999
+98% +$489K
EPWR
495
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
$984K 0.02%
99,994
– –
KLAQ
496
DELISTED
KL Acquisition Corp Class A Common Stock
KLAQ
$982K 0.02%
99,817
+55,474
+125% +$545K
CLRM
497
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
$982K 0.02%
100,000
– –
FSNB
498
DELISTED
Fusion Acquisition Corp. II
FSNB
$981K 0.02%
+99,996
New +$979K
BNNR
499
DELISTED
Banner Acquisition Corp. Class A Common Stock
BNNR
$981K 0.02%
99,270
– –
PDOT
500
DELISTED
Peridot Acquisition Corp. II
PDOT
$981K 0.02%
+100,000
New +$980K
18 19
20
21 22

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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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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.