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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
BHK icon
551
BlackRock Core Bond Trust
BHK
$644M
$703K 0.02%
62,119
+33,209
+115% +$393K
EUDA icon
552
EUDA Health Holdings
EUDA
$56.9M
$703K 0.02%
3,563
– –
ACAH
553
DELISTED
Atlantic Coastal Acquisition Corp. Class A Common Stock
ACAH
$688K 0.02%
70,377
+14,037
+25% +$137K
ADOC
554
DELISTED
Edoc Acquisition Corp. Class A Ordinary Share
ADOC
$686K 0.02%
67,210
– –
MHD icon
555
BlackRock MuniHoldings Fund
MHD
$599M
$684K 0.02%
53,889
+23,072
+75% +$301K
PIAI
556
DELISTED
Prime Impact Acquisition I
PIAI
$681K 0.02%
68,130
+100
+0.1% +$992
EQD
557
DELISTED
Equity Distribution Acquisition Corp.
EQD
$675K 0.02%
67,940
– –
PV
558
DELISTED
Primavera Capital Acquisition Corporation
PV
$674K 0.02%
68,570
– –
CRU
559
DELISTED
Crucible Acquisition Corporation
CRU
$674K 0.02%
68,468
+38
+0.1% +$373
PHIC
560
DELISTED
Population Health Investment Co., Inc. Class A Ordinary Share
PHIC
$674K 0.02%
68,150
– –
MSDA
561
DELISTED
MSD Acquisition Corp. Class A Ordinary Shares
MSDA
$671K 0.02%
68,492
– –
GSQB
562
DELISTED
G Squared Ascend II Inc.
GSQB
$670K 0.02%
68,346
– –
ADER
563
DELISTED
26 Capital Acquisition Corp
ADER
$669K 0.02%
68,200
– –
LHC
564
DELISTED
Leo Holdings Corp. II
LHC
$659K 0.01%
66,870
– –
MOND
565
DELISTED
Mondee Holdings, Inc. Class A Common Stock
MOND
$649K 0.01%
65,180
– –
PGSS
566
DELISTED
Pegasus Digital Mobility Acquisition Corp.
PGSS
$646K 0.01%
65,146
– –
PRPB
567
DELISTED
CC Neuberger Principal Holdings II Class A Ordinary Shares
PRPB
$640K 0.01%
64,078
– –
VHAQ
568
DELISTED
Viveon Health Acquisition Corp.
VHAQ
$615K 0.01%
60,000
– –
FRON
569
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$605K 0.01%
61,752
-23,420
-27% -$229K
FTEV
570
DELISTED
FinTech Evolution Acquisition Group
FTEV
$605K 0.01%
61,744
+25,000
+68% +$245K
MEOA
571
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
$604K 0.01%
59,876
– –
VWEWW
572
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$590K 0.01%
406,796
-64,584
-14% -$109K
MLAC
573
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$589K 0.01%
57,927
– –
PSPC
574
DELISTED
Post Holdings Partnering Corporation
PSPC
$583K 0.01%
60,110
– –
VTIQ
575
DELISTED
VectoIQ Acquisition Corp. II Class A Common Stock
VTIQ
$582K 0.01%
+59,108
New +$580K
21 22
23
24 25

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HCM
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DTC
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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.